Using put-call parity,

$$p = c + K e^{-rT} - S$$

so the change in the put value is

$$\Delta p = \Delta c + \Delta(K e^{-rT}) - \Delta S$$

Because the stock price does not change, $\Delta S = 0$. The call increases by $1.440, and the strike discount term changes by:

$$30e^{-0.03\times 1.0} - 30e^{-0.03\times 0.5} = -0.440$$

Therefore,

$$\Delta p = 1.440 - 0.440 = 1.00$$

So the put option value increases by +$1.00.