A European put option on Capital One shares with a strike rate of 25 per share is available. The put option expires in six months. The risk-free interest rate is 4% per year and the standard deviation of returns on Capital One's shares is 35\% per year. Using the Black-Scholes option pricing model, what is the current price of the put option if Capital One's shares are currently selling for 26 per share? (Assume zero dividends)