In the context of risk management, specifically using the delta-normal methodology to calculate Value at Risk (VaR), estimate the 1-day 95% VaR for a portfolio held by a manager. This portfolio includes 600 call options on a stock that does not pay dividends. These options have a strike price of USD 60 and were bought at USD 3 each. Given that the current stock price is USD 62, the daily volatility of the stock's returns is 1.82%, and the delta of the option is 0.5, what is the 1-day 95% VaR for this position?