The velocity of information transmission, along with market reaction times, is becoming an important factor and could make a difference in trading operations. In the case of high-frequency trading (HFT), there are various factors that have contributed to this increase in speed, ranging from human reactions to the use of new communication technologies. The objective of this paper is to present the different reaction times not only in the transmission of information but primarily by considering the relativistic effects of transmission at very high speeds for a simplified case of European call option valuation. A comparative graphical analysis is presented of the variation in the premium as a function of traditional option parameters, as well as relative speeds. The results show that the behavior is consistent with the traditional case as volatility and maturities vary, since increasing volatility and maturity increases the option’s value. On the other hand, for speeds close to the velocity of light, time dilation causes changes in maturities between the stationary system and the moving system, which alters the option’s value.