Goldman Sachs Call 320 CAT 21.06.2024
/ DE000GG2KW72
Goldman Sachs Call 320 CAT 21.06..../ DE000GG2KW72 /
| 2024-06-07 9:49:19 AM |
Chg.-0.13 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-10.83% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
320.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
GG2KW7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.83 |
| Time value: |
0.28 |
| Break-even: |
307.35 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.73 |
| Theta: |
-0.21 |
| Omega: |
20.13 |
| Rho: |
0.08 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.50% |
| 1 Month |
|
|
-60.66% |
| 3 Months |
|
|
-65.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.07 |
| 1M High / 1M Low: |
4.24 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
