consider the following scenario ; underlying asset market price = $455.00, strike price = $499.00, years to expiration = 13, risk free rate = 20%, volatility = 18%.

Consider the following scenario: . Underlying asset market price $455.00 Strike price= $499.00 . Years to expiration = 13.00 Risk-free rate = 20.00% Volatility:-18.0% * By how much will a short call change in value if volatility doubles? Please answer this question to the closest cent