We will assume the interest rates are zero. We can use risk-neutral pricing to determine the probabilities of the stock moving up or down. $$ 150p_{\uparrow} + 75p_{\downarrow} = 100 $$ with $p_{\uparrow} + p_{\downarrow} = 1$. The risk-neutral probabilities of an up-move or a down-move are $$ p_{\uparrow} = \frac{1}{3} $$ $$ p_{\downarrow} = \frac{2}{3} $$ Recall that the option price is equivalent to it's expected payoff $$ \text{E}[\text{Payoff}] = p_\uparrow (150 - 100)_+ + p_\downarrow (75 - 100)_+ $$ $$ \text{E}[\text{Payoff}] = \frac{50}{3} + 0 \approx 16.67 $$ The value of a call option is £16.67.