In excel

Consider European options on a non-dividend-paying stock currently trading at $65.39. The continuously compounded risk-free interest rate is 3.75%, volatility of the stock is 39.50% per year, and time to maturity is 3 months (assume 3 months is equal to 90 days).

Find the values of Delta for call and put options at the exercise price of $67.00.

Using just delta, what would be the change in the price of the options if the price of the underlying stock decreases by $0.50?

Briefly explain why the value of delta for a long call is between 0 and 1.

Find values of Theta for for call and put options at the exercise price of $67.00.

What is the effect of theta on a long call option?