Goldman Sachs Call 350 CAT 17.05.2024
/ DE000GG2C876
Goldman Sachs Call 350 CAT 17.05..../ DE000GG2C876 /
| 2024-05-15 10:42:34 AM |
Chg.+0.130 |
Bid4:53:40 PM |
Ask4:53:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+15.85% |
0.990
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: |
40.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.76 |
| Time value: |
0.06 |
| Break-even: |
331.86 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
-0.06 |
| Spread %: |
-6.82% |
| Delta: |
0.85 |
| Theta: |
-0.46 |
| Omega: |
34.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+206.45% |
| 1 Month |
|
|
-59.23% |
| 3 Months |
|
|
+69.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.250 |
| 1M High / 1M Low: |
2.330 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
692.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
