toolbar.setNavigationOnClickListener(new View.OnClickListener() {
            @Override
            public void onClick(View v) {
                finish();
            }
        });

You can try this

EDIT

you need to set actionbar first

    Toolbar toolbar = findViewById(R.id.toolbar);
    setSupportActionBar(toolbar);
    getSupportActionBar().setDisplayHomeAsUpEnabled(true);
    getSupportActionBar().setDisplayShowHomeEnabled(true);

if you get

java.lang.IllegalStateException: This Activity already has an action bar supplied by the window decor. Do not request Window.FEATURE_SUPPORT_ACTION_BAR and set windowActionBar to false in your theme to use a Toolbar instead.

this error you need to change your change that ativity theme to NoActionBar in Manifest

Did you try this option?

    getSupportActionBar().setDisplayHomeAsUpEnabled(true);
    getSupportActionBar().setDisplayShowHomeEnabled(true);

Change activity in manifest file to have the back button for the parent

<activity
    android_name="com.example.mymallapp.DeliveryActivity" 
    android_parentActivityName="com.example.mymallapp.MyParentActivity">

    <!-- Parent activity meta-data to support 4.0 (API 15) and lower -->
    <meta-data
        android_name="android.support.PARENT_ACTIVITY"
        android_value="com.example.mymallapp.MyParentActivity" />
</activity>

Change MyParentActivity to the activity that you want to return back when you hit the home button.

Thanks to all.. The problem is solved.. While the back button was not visible on the design tab, it is very much there when I ran the app on the device. Rather surprising!

I am not able to get the back button displayed on the toolbar despite trying every trick including invalidating caches etc. As I seem to be wasting my time on something I seem to have overlooked, request help to solve this problem. Thanks in advance. My code is as follows:

<?xml version="1.0" encoding="utf-8"?>
<androidx.constraintlayout.widget.ConstraintLayout xmlns_android="http://schemas.android.com/apk/res/android"
    xmlns_app="http://schemas.android.com/apk/res-auto"
    xmlns_tools="http://schemas.android.com/tools"
    android_layout_width="match_parent"
    android_layout_height="match_parent"
    tools_context=".DeliveryActivity">

    <com.google.android.material.appbar.AppBarLayout
        android_layout_width="match_parent"
        android_layout_height="wrap_content"
        android_theme="@style/AppTheme.AppBarOverlay"
        app_layout_constraintEnd_toEndOf="parent"
        app_layout_constraintStart_toStartOf="parent"
        app_layout_constraintTop_toTopOf="parent">


        <androidx.appcompat.widget.Toolbar
            android_id="@+id/toolbar"
            android_layout_width="match_parent"
            android_layout_height="?attr/actionBarSize"
            app_layout_constraintEnd_toEndOf="parent"
            app_layout_constraintStart_toStartOf="parent"
            app_layout_constraintTop_toTopOf="parent"
            app_popupTheme="@style/AppTheme.PopupOverlay" />
    </com.google.android.material.appbar.AppBarLayout>

</androidx.constraintlayout.widget.ConstraintLayout>

My Activity

package com.example.mymallapp;

import androidx.annotation.NonNull;
import androidx.appcompat.app.AppCompatActivity;
import androidx.appcompat.widget.Toolbar;

import android.os.Bundle;
import android.view.MenuItem;

import java.util.Objects;

public class DeliveryActivity extends AppCompatActivity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_delivery);
        Toolbar toolbar = (Toolbar)findViewById(R.id.toolbar);
       setSupportActionBar(toolbar);
           getSupportActionBar().setDisplayHomeAsUpEnabled(true);
           getSupportActionBar().setDisplayShowHomeEnabled(true);
           getSupportActionBar().setDisplayShowTitleEnabled(true);
           getSupportActionBar().setTitle("Delivery");


    }  

    public boolean onOptionsItemSelected(@NonNull MenuItem item) {
        int id = item.getItemId();
        if (id == android.R.id.home){
            finish();
        return true;
    }

        return super.onOptionsItemSelected(item);
    }
}