Goldman Sachs Call 320 CAT 20.09.2024
/ DE000GG4J737
Goldman Sachs Call 320 CAT 20.09..../ DE000GG4J737 /
| 9/6/2024 10:47:14 AM |
Chg.-0.25 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-14.20% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
320.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
GG4J73 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.84 |
| Time value: |
0.46 |
| Break-even: |
301.67 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.05 |
| Spread %: |
4.00% |
| Delta: |
0.69 |
| Theta: |
-0.29 |
| Omega: |
15.66 |
| Rho: |
0.07 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.29% |
| 1 Month |
|
|
-10.12% |
| 3 Months |
|
|
-34.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
1.51 |
| 1M High / 1M Low: |
3.37 |
1.51 |
| 6M High / 6M Low: |
6.56 |
1.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.76% |
| Volatility 6M: |
|
209.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
