You buy one put option with a time-to-expiration of 0.6 years and sell one put option with a time-to-expiration of 0.3 years. The two puts are written on the same underlying asset and have the same exercise price. The put that you buy has a delta of -0.41, a theta of -.020 and a vega of 0.21. The put that you sell has a delta of -0.42, a theta of -.030 and a vega of 0.15. Two days pass, during which the underlying asset's price decreases by $2 while its volatility increases by 1%. How much has the value of your long calendar spread changed? Write a positive number for a gain and a negative number for a loss. Round to the nearest penny.