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Expected Profit from an Option

Assume to be the price of a financial asset at time and assume it follows a WienerProcess. The value of a simple option is the amount it exceeds 12 at time . Find the expected value of the option.

    
Wolfram Language code: priceProcess = WienerProcess[μ, σ];
Wolfram Language code: optionValue = Expectation[Max[x[t] - 12, 0], xpriceProcess]
Plot the value for and different assumptions on maturity time and volatility :
Wolfram Language code: Plot3D[Evaluate[optionValue /. μ -> 1], {t, 0, 25}, {σ, 1, 5}, AxesLabel -> Automatic, ImageSize -> Medium]