European call priced above its American twin

A non-dividend-paying stock trades at $24$. Two calls with strike $21$ and the same expiry are available: a European one at $3.21$ and an American one at $3.15$. A bond paying $1$ at expiry costs $0.9$. If an arbitrage exists, what up-front credit does it lock in (two decimals)? Answer $-1$ if there is none.

$0.06$. An American call can never be worth less than its European counterpart, and with no dividends it is never optimal to exercise early. Sell the European call at $3.21$, buy the American at $3.15$, and hold the American to expiry so the payoffs cancel, keeping $0.06$.