A risk analyst is evaluating the risks of a portfolio of stocks. Currently, the portfolio is valued at EUR 200 million and contains EUR 15 million in stock A. The standard deviation of returns of stock A is 16% annually and that of the overall portfolio is 21% annually. The correlation of returns between stock A and the portfolio is 0.37. Assuming the risk analyst uses a 1-year 99% VaR and that returns are normally distributed, how much is the component VaR of stock A?