In a derivatives trading environment, John is evaluating a European call option on a stock, which is currently priced at $100. The option has a strike price of $95, expires in 6 months, and has a volatility of 30%. John's portfolio includes several options, and he wants to understand the impact of changes in market conditions on his portfolio value through the use of the Greeks. He is particularly interested in how sensitive the price of the call option will be to a change in the underlying stock price (Delta) and how much time decay will affect it (Theta).

After running his calculations, he discovers that the Delta of the option is 0.65 and the Theta is -0.10. If the underlying stock price increases by $1, John expects the price of the call option to increase by approximately: