Let $μ$ be a Borel probability measure in $\mathbb R^d$. For a $k$-flat $α$ consider the value $\inf μ(H)$, where $H$ runs through all half-spaces containing $α$. This infimum is called the half-space depth of $α$. Bukh, Matoušek and Nivasch conjectured that for every $μ$ and every $0 \leq k < d$ there exists a $k$-flat with the depth at least $\tfrac{k + 1}{k + d + 1}$. The Rado Centerpoint Theorem implies a lower bound of $\tfrac{1}{d + 1 - k}$ (the Rado bound), which is, in general, much weaker. Whenever the Rado bound coincides with the bound conjectured by Bukh, Matoušek and Nivasch, i.e., for $k = 0$ and $k = d - 1$, it is known to be optimal. In this paper we show that for all other pairs $(d, k)$ one can improve on the Rado bound. If $k = 1$ and $d \geq 3$ we show that there is a 1-dimensional line with the depth at least $\tfrac{1}{d} + \tfrac{1}{3d^3}$. As a corollary, for all $(d, k)$ satisfying $0 < k < d - 1$ there exists a $k$-flat with depth at least $\tfrac{1}{d + 1 - k} + \tfrac{1}{3(d + 1 - k)^3}$.