Theta Versus Gamma On A Hedged Day

You are long a delta-hedged option with gamma 0.04 on a stock at 100, priced at 20% implied vol. Over one trading day (1/252 year) the stock moves 1.5 points. Using gamma P&L = 0.5·gamma·(dS)^2 and theta P&L = -0.5·gamma·S^2·sigma_impl^2·dt, what is the net P&L for the day, to four decimals?