Goldman Sachs Put 360 CAT 17.05.2024
/ DE000GG5S1P9
Goldman Sachs Put 360 CAT 17.05.2.../ DE000GG5S1P9 /
2024-04-26 12:20:14 PM |
Chg.- |
Bid9:41:26 AM |
Ask9:41:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
- |
1.66 Bid Size: 5,000 |
- Ask Size: - |
Caterpillar Inc |
360.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
GG5S1P |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Caterpillar Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
360.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
1.55 |
Time value: |
0.66 |
Break-even: |
314.13 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.50 |
Spread %: |
29.24% |
Delta: |
-0.65 |
Theta: |
-0.31 |
Omega: |
-9.47 |
Rho: |
-0.11 |
Quote data
Open: |
2.21 |
High: |
2.21 |
Low: |
2.21 |
Previous Close: |
0.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.33% |
1 Month |
|
|
+84.17% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.21 |
0.97 |
1M High / 1M Low: |
2.21 |
0.67 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
572.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |