We are looking at euopean options where:

Time = 0.7534 (act/act) Strike price = 890 Stock price = 884 Risk free interest rate = 1.551% (compounded yearly) Volatility = 30%

A bank has sold european put option for 10.000 shares in Company inc. Using delta hedging how many shares should the bank buy or sell in Company inc to be protected according to the Black Sholes pricing model.

(positive number if buy, negative number if sell)