Calculating Delta sensitivity between two series in R

I have two series with the price of a bond and the price of the underlying stock. I am supposed to calculate a regressed delta. I so far plugged the series into R and managed to obtain the coefficients using :

lm(Bond.Price ~ Stock.price)

Call:
lm(formula = Price ~ Stock.price)

Coefficients:
   (Intercept)  Stock.price  
   49.72          11.14  

How do I get to calculate the delta of the bond from there ? I should be getting a number in the order of 60%.