Based on delta, what is the approximate change of the price of the call option if: the futures price is S = 1440.00 and changes to S = 1382.00, the risk-free rate is r = 9.80%, the strike price is K = 1376.00, the maturity is T = 11 months and the parameters are d1 = 0.3040 and d2 = -0.0384?