Delta hedge

In the short term r and t remains constant was our assumption. Therefore the change in option price was the due to pa*nd1 however when the share price changed you used the same nd1 value. Example changed by 10c *into the same nd1 value.
My question is since nd1 also has the share ln(pa/pe) integrated to the formula as the share price changed so would the nd1 therefore we couldnt say as share changed by 10c option priceby 10c into the same nd1.
Can you explain this sir