Suppose that $d{S}_t=d{B}_t$ with initial value $S_0=s_0$ under $Q_{}$ where the

continuous risk$-$free rate is $r=0.$ Consider a European call option with payoff

$(S_T-K{)}^{+}$at time $T$ for some $K.$ Calculate the value $V_0$ of the call option at

time $0$ and compute the delta del$\frac{V_0}{d}el{s}_0.$