please don't use excel. i want to understand how to do it on paper. thank you.

1. A stock is trading at $50 and has an annual volatility of 30%. The risk-free interest rate is 3%. A 6-month European call and a 6-month European put both have a strike price of $48. a) (1 point) What is the delta of the call? If stock price falls to $49, what is the approximate change to the value of the call based on delta? b) (1 point) What is the delta of the put? If stock price falls to $49, what is the approximate change to the value of the put based on delta? c) (1 point) What is the theta of the call? In one trading day, what is the approximate change to the value of the call based on theta? d) (1 point) What is the theta of the put? In one trading day, what is the approximate change to the value of the put based on theta