If the delta of a call option is 0.

From the put-call parity, we know that Call - Put = Stock - Bank deposit. Since the bank deposit has a zero delta, and the delta of the Stock itself is 1, we get the relationship Delta of Call - Delta of Put = 1. Therefore, if the delta of a call option is 0.3, the delta of the corresponding put option is 0.3 - 1 = -0.7