Suppose a 6-month European call option with a strike price of X = $10 is currently trading for $1.4l, when the market price of the underlying stock is $11. A 1% decrease in the stock price to $10.89 results in a 6.35% decrease in the call option to $1.32. If the annual return and volatility of the stock is 0% and 19.75%, respectively, and the risk-free rate of return is 5%, calculate the one-day 5% VaR for this call option.