Did it touch the level on a day it closed flat?

Model a stock's intraday log return, measured from the open, as $\sigma W_t$ for $t \in [0, 1]$ (one trading day), with daily volatility $\sigma = 1\%$.

(a) Before the day starts, what is the probability that the log return reaches $+1\%$ at some point during the day?

(b) After the close you learn that the stock finished exactly unchanged. Given that, what is the probability that the log return reached $+1\%$ at some point?

(c) Same question if the log return at the close was $+0.5\%$.