A put option has a delta of $-0\mathrm{.}406,$ a gamma of $0\mathrm{.}012,$ a theta of $-0\mathrm{.}026,$ a vega of $0\mathrm{.}222,$

and a rho of $-0\mathrm{.}264.$ How much does the Black$-$Scholes$-$Merton model expect the price

of the option to change if ten days pass, the price of the underlying stock drops by $$1,$

and nothing else happens? Write your answer out to the nearest penny. If the BSM

predicts the put option to drop in value, then write your answer as a negative number.