Goldman Sachs Call 350 CAT 17.05.2024
/ DE000GG2C876
Goldman Sachs Call 350 CAT 17.05..../ DE000GG2C876 /
| 2024-04-29 10:28:03 AM |
Chg.+0.130 |
Bid10:41:59 AM |
Ask10:41:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+30.95% |
0.540
Bid Size: 10,000 |
-
Ask Size: - |
Caterpillar Inc |
350.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
GG2C87 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-0.62 |
| Time value: |
0.42 |
| Break-even: |
331.09 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
-0.11 |
| Spread %: |
-20.75% |
| Delta: |
0.38 |
| Theta: |
-0.19 |
| Omega: |
28.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-67.46% |
| 1 Month |
|
|
-75.45% |
| 3 Months |
|
|
+41.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
0.420 |
| 1M High / 1M Low: |
3.210 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
