European Call Price in the Black-Scholes Model

Let $S_t$ be an asset following the dynamics:

where $r$ is the constant risk-free rate, $\sigma > 0$, and $(W_t)$ is a Brownian motion under the risk-neutral measure.

Consider a European Call option with maturity $T$ and strike $K$.

Question: Find the price $C_0$ of the Call at $t = 0$.