Intrinsic Value of a European Call Option

Consider an investor who is evaluating a European call option on a stock using the Black-Scholes Model. The stock currently trades at $50, the strike price of the option is $55, the risk-free interest rate is 5%, the option has 1 year until expiration, and the stock’s volatility is 20%.

Using the Black-Scholes formula, which of the following values represents the intrinsic value of the option?