Consider a short position of one unit in a call option on a stock with exercise price K = $100 and maturity T = 1 year. The stock's current price is S = $100, the volatility is 19.8%, and the dividend yield is 5%. The risk-free rate is 2%, and the expected return of the stock is 5%. The volatility, the dividend yield, the risk-free rate, and the expected return are all annual values.

What is the 5% daily Delta VaR of the short call option position in dollars? Do not assume that the expected change in the option position is zero.