Call Option Delta

Hello CFA friends,

Can someone please explain to me why the call option delta is equal to e(-epsilon*T)*N(d1)?

My understanding is that the delta represents the change in call option price due to the change in the underlying stock price, but I can’t seem to get any logical intuition from the above formula.

I think your N(d1) is the call delta… the other part is just “junk” based on time.