A call option on a non-dividend-paying stock has a strike price of $23 and a time to maturity of 0.2 years. The risk-free rate is 0.04 as a decimal and the volatility is 0.4 as a decimal. The stock price is $38. The value of d1 is used to find delta = N(d1). Calculate the value of d1 and round to three decimal places.