A financial analyst must calculate the 1-day 95% Value at Risk (VaR) for holding a put option on the stock of Big Pharma, Inc. The stock is currently valued at USD 26.00 and exhibits a daily volatility rate of 1.5%. The put option is an at-the-money option with a delta of -0.5. Using the delta-normal approach, identify the option that is closest to the calculated 1-day 95% VaR for this position.