The stock$$s price S is $$100.$ After three months, it either goes up by u $=15\%$ or it goes down by d $=-15\%$

Options mature after T $=0\mathrm{.}5$ year and have a strike price of K $=$ $$110.$

The continuously compounded risk$-$free interest rate r is $5$ percent per year.

What is the delta of a European call option after the stock price increases in the first step $($i$.$e$.$ the delta in node U$)?[$round to three decimals, i$.$e$.$ if your delta is $0\mathrm{.}5676$ enter $0\mathrm{.}568]$