A trader sells a 1-year maturity European call option on TSLA stock on 1- Feb-2022, with strike $932.00, and Delta hedges it by taking a long position in the stock. The trader adjusts the hedge dynamically each day of the month of February, assuming the Black-Scholes model with implied volatility = 60% for the computation of Delta. The trader unwinds the hedge (sells the stock position) after the mar- ket close on 28-Feb-2022. What is the profit/loss of the hedging strategy? Assume zero interest rate