Pls attached all the formulas, working and explanation on how to get a certain ans.

Suppose a stock is currently trading at 100. An at-the-money call with a maturity of three months has the following price and greeks: C5.598 = 0.565 -0.032 = -12.385 19.685 12.71 a. If the stock price moves to Ss- 101, what is the predicted new option price (using the delta alone)? b. If the stock price moves to S 101, what is the predicted new call delta? c. Repeat these questions assuming the stock price moves to 98 instead. d. If the stock price registers a large jump increase to 120, what is the new call value predicted by the delta alone? By the delta and gamma combined using gamma or curvature correction