What is the delta on a $25 strike put? Assume S = $24.00,σ = 0.35,r = 0.06,the stock pays a 2.0% continuous dividend and the option expires in 40 days?

Name: What is the delta on a $25 strike put? Assume S = $24.00,σ = 0.35,r = 0.06,the stock pays a 2.0% continuous dividend and the option expires in 40 days?
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Using the Black-Scholes formula, we get that the delta on a $25 strike put is approximately 0.602.

What Is the Delta on a $25 Strike Put? Assume