How can I utilize the Black-Scholes Option Pricing model to compute the price of a European call and an American call when an option on a

How can I utilize the Black-Scholes Option Pricing model to compute the price of a European call and an American call when an option on a non-dividend paying stock when the stock price is $67, the exercise price is $61, the risk-free rate is 0.5%, the market volatility is 30% and the time to maturity is 6 months. Using the Black-Scholes Model?