GM Corporation stock is priced at $27 per share and has a volatility of 21%. The riskless interest rate is 2%. A European put option on GM stock is priced at $2.55 per share and expires in 6 months. The put option has the following Greeks: delta is equal to -0.754, gamma is equal to 0.141, theta is equal to -0.904, rho is equal to -5.71, and vega is equal to 6.17. An options trader believes that 15 trading days from now the stock price will be $25.50 per share, the volatility will be 19%, and the interest rate will be 2.25%. Using all five of the Greeks, what is the option trader's estimated put price 15 trading days from now?