Variance-Notional Swap Settlement

A variance swap is quoted with a variance notional of 5,000 per variance point (where a variance point is one unit of 100*sigma^2, i.e. payoff = VarNotional * (10000*sigma_realized^2 - 10000*K_vol^2)). The volatility strike is K_vol = 0.20 and realized annualized volatility over the life is 0.25. What is the payoff to the long (decimal/number)?