Recall the approximation for at-the-money call options $$ C \approx 0.4 S \sigma \sqrt{T}. $$ Since the volatility is not stated, we can estimate the volatility to be $10\%$. Then, $$ C \approx 10^6 \left( 0.4 \cdot 1 \cdot 0.1 \cdot \sqrt{\frac{1}{12}} \right) \approx 11500 $$