An analyst is assigned the task of determining the Value at Risk (VaR) for an investment in Big Pharma, Inc. Currently, the stock price stands at USD 26.00, and its daily volatility is observed to be 1.5%. Using the delta-normal method and considering a 95% confidence level, the analyst needs to estimate the VaR for a long position in an at-the-money put option on this stock. The put option has a delta of -0.5, and the analysis should cover a 1-day holding period. What is the approximate VaR from the following options?