A convertible bond with a coupon rate of 3.3% on $1,000 par, has 4-years to maturity, and is trading at $1,362.17. Coupons are paid semi-annually. Research shows that a straight bond with the same coupon rate and face value and very similar risk-profile is trading at the YTM 3.8%. What is the implied premium over straight value of this convertible bond? Assume semi-annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.