You buy a call option that has a strike price of $50, delta of 0.342, and time to expiration of 0.7 years. You also buy a put option with the same strike price and expiration date on the same underlying asset. The call option costs $7.21, while the put option costs $4.40. If the price of the underlying asset drops by $1, by how much should the value of your straddle change? Write a positive number for a gain and a negative number for a loss. Round to the nearest penny.