given the following information for an option on bbr stock that is trading at 120

Given the following information for an option on BBR stock that is trading at 120. The call and put option has a strike price of 120, Volatility of 20%, time to expiration of 168 days, and a risk-free rate of 900%. Calculate the value of the put and call using the Greeks in the table if the underlying price changes from 120 to 120.25, the time to expiration drops by 5 days, the volatility goes from 20 to 24, and the interest rate falls by 15 basis points. What is the new delta for both the put and call after the price change