Goldman Sachs Put 400 CAT 20.09.2024
/ DE000GG5SBH9
Goldman Sachs Put 400 CAT 20.09.2.../ DE000GG5SBH9 /
| 06/09/2024 09:28:36 |
Chg.+0.41 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.07EUR |
+7.24% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
400.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
GG5SBH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
6.37 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.23 |
| Parity: |
6.37 |
| Time value: |
0.04 |
| Break-even: |
296.74 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.79% |
| Delta: |
-0.94 |
| Theta: |
-0.12 |
| Omega: |
-4.37 |
| Rho: |
-0.12 |
Quote data
| Open: |
6.07 |
| High: |
6.07 |
| Low: |
6.07 |
| Previous Close: |
5.66 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.16% |
| 1 Month |
|
|
-11.13% |
| 3 Months |
|
|
-7.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.07 |
3.97 |
| 1M High / 1M Low: |
6.83 |
3.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
