What is the options delta if you purchase 10 of the put, Financial Management

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What is the options delta if you purchase 10 of the put

Consider an at-the-money European put option with a strike price of $30 and 6 months until expiration.The underlying stock does not pay dividends and has a historical volatility of 35%. The risk-free rate is 3%.

a. What is the options delta?

b. What is the value of the option?

c. If the stock price immediately changed to $24, what would be the estimated price of the option, using the delta approximation?

d. Now consider the call option with the same information; compute its delta.

e. If you purchase 10 of the put option and 5 of the call option, what is the delta of the resulting portfolio?

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