What is your budget, OP? I'd do some nice lined gloves (and maybe a scarf?) with a gift receipt. Sorry to the PP, I don't think a nanny of 5 months wants a photo with your kid. It's just guilt-clutter.
Some other ideas under $50 - $100:
- A nice bottle of wine if you know she drinks
- Restaurant gift card that will cover dinner for 2
- Massage or salon gift certificate
Think consumable or basics.