Given the assumptions you mention, it's possible to use the
Black-Scholes option pricing formula in order to find the value of
this call option.
You can find this pricing formula at the following link:
Wikipedia - Black-Scholes
Notice that, given this formula, the option price is independent of
the mean growth rate of 35% per year; while the volatility (which is
also 35% according to your question) does matter.
Clearly, it's not possible to use the formula by hand, so we'll need a
calculator. You can find an online option pricing calculator at
Enter the following inputs in the boxes:
Stock Asset Price = 30 (because the current market price is $30)
Option Strike Price = 35 (the strike price is $35)
Maturity = 0.5 (the option expires in 6 months, which is the same as 0.5 years)
Risk-Free Rate = 0.08 (the risk-free interest rate is 8%)
Volatility = 0.35 (volatility is the same as the mean growth rate, 35%)
After clicking on "Calculate", we find that the current price of this
call option is approximately $1.64.
If you wish to learn more about the Black-Scholes model, I suggest you
read the entire Wikipedia article, at the same link mentioned above:
Google search terms
black scholes calculator
I hope this helps! If you have any doubt regarding my answer, please
don't hesitate to request clarification before rating it. Otherwise, I
await your rating and final comments.