Goldman Sachs Put 350 CAT 20.09.2024
/ DE000GG3KYF7
Goldman Sachs Put 350 CAT 20.09.2.../ DE000GG3KYF7 /
| 06/09/2024 10:27:53 |
Chg.+0.27 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
+19.01% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
350.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG3KYF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.86 |
| Time value: |
0.12 |
| Break-even: |
295.93 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
2.59% |
| Delta: |
-0.83 |
| Theta: |
-0.15 |
| Omega: |
-12.46 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+196.49% |
| 1 Month |
|
|
-34.75% |
| 3 Months |
|
|
-35.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
0.37 |
| 1M High / 1M Low: |
2.59 |
0.37 |
| 6M High / 6M Low: |
3.29 |
0.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
876.38% |
| Volatility 6M: |
|
411.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
