# Why don't real-world probabilities affect the price of a call in a 1-step binomial model?

I was a bit hesitant to post this question because it seems so basic...but I wasn't able to figure it out on my own.

Say we setup a one-step binomial tree with $S_0=100$, $S_u=110$ and $S_d=90$, where $S_u$ and $S_d$ are the up and down possibilities for the stock price at time $T=1$. Let $K=100$ be the strike price of a call, and $r=10%$ be the continuously compounded risk-free interest rate.