In the option pricing process, Black-Scholes (1973) solved a partial differential equation and introduced a model to determine the price of an option. While dealing with many problems in financial engineering, the application of Partial Differential Equations (PDEs) is fundamental to explain the changes that occur in the evolved systems. In this paper, we consider the European call option pricing problem that involves a two-dimensional Black-Scholes PDE. We transform the final time condition presented in [7] and compare the numerical prices using Crank-Nicolson scheme with analytic approximation prices obtained for a European basket option. Conclusions related to different parameters effects are given based on obtained results.