Option price is 10$, implied volatility is 20%. When implied volatility is 20.5% option price is 10.1$, and when implied volatility is 19.5%, the option price is 9.8$.

What is option vega?

Assume vega is per percentage point volatility change (i.e. 1 for 1%), NOT per decimal volatility (i.e. 0.01 for 1%). Round your answer to two decimal points.