The Meron Jump-Diffusion formula minus Black-Scholes: Strike price 100, risk-free rate 10%, volatility 30%, jumps per year 3, percentage of total volatility explained by the jumps 50%.

As you can see the Jump-Diffusion model gives higher values for in and out-of-the money options. The reason is naturally that jumps leads to a leptocurtic distribution while Black-Scholes assumes Log-normal stock price.