A call option on a non$-$dividend$-$paying stock has a strike price of $$24$ and a time to maturity of $0\mathrm{.}3$ years. The risk$-$free rate is $0\mathrm{.}07$ as a decimal and the volatility is $0\mathrm{.}3$ as a decimal. The stock price is $$32.$ The value of d$1$ is used to find delta $=$ N$($d$1).$ Calculate the value of d$1$ and round to three decimal places.