At-the-Money Call Option

Approximately how much would a one-month at-the-money European call option be worth given:

• Spot price: $S_t = 1$
• Notional: $1,000,000
• Maturity: one month ($\tau = T - t = \frac{1}{12}$)
• Volatility: $\sigma = 10\%$
• Interest rate: $r = 0$

Give your answer in dollars.