Option pricing code: a problem on dimension

I would like to generate a code to calculate option pricing by using stock prices which follows geometric brownian motion process.

My code is as follows:

%define given values 
t = 1;

n = 100;

s0=100; 

mu = 0.1;

sigma = 0.05;

dt = t/n;

%calculate stock price which follows geometric brownian motion process

s=s0*exp((mu-1/2*sigma^2)*dt+sigma*randn(n,1)*sqrt(dt));



x = 125; %exercise price

r = 0.0446; %interest rate

T = 0.0575; %maturity time

%calculate call option value by BSM model.
d1 = (log(s./x) - [r+ ((sigma^2)/2)]* T)/(sigma * sqrt(T));
d2 = d1 - (sigma* sqrt(T));
Nd1 = normcdf(d1);
Nd2 = normcdf (d2);

%call value
C = s .* Nd1 - x * exp(-r * T) .* Nd2 ;

disp(C)

I get many call values, but I need to find only one call value. And All call values are equal to zero. Why? How can I correct this?

One more question is that I am not sure whether I determine maturity time (T) by myself or not. How should I do?

Thanks a lot. But please help me to get just one call value.