A portfolio manager bought 600 call options on a non-dividend-paying stock, with a strike price of USD 60, for USD 3 each. The current stock price is USD 62 with a daily stock return volatility of 1.82%, and the delta of the option is 0.5. Using the delta-normal approach to calculate VaR, what is an approximation of the 1-day 95% VaR of this position?