Goldman Sachs Put 340 CAT 17.05.2024
/ DE000GG36X98
Goldman Sachs Put 340 CAT 17.05.2.../ DE000GG36X98 /
| 2024-04-26 1:09:48 PM |
Chg.- |
Bid10:41:23 AM |
Ask10:41:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
0.550
Bid Size: 10,000 |
-
Ask Size: - |
Caterpillar Inc |
340.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
GG36X9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-58.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-0.32 |
| Time value: |
0.55 |
| Break-even: |
312.05 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
-0.03 |
| Spread %: |
-5.17% |
| Delta: |
-0.41 |
| Theta: |
-0.18 |
| Omega: |
-23.72 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.14% |
| 1 Month |
|
|
+58.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.340 |
| 1M High / 1M Low: |
0.890 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
698.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
