Goldman Sachs Put 350 CAT 21.06.2024
/ DE000GG3KYE0
Goldman Sachs Put 350 CAT 21.06.2.../ DE000GG3KYE0 /
| 2024-06-07 10:29:50 AM |
Chg.-0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
350.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
GG3KYE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.95 |
| Time value: |
0.13 |
| Break-even: |
303.23 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.48% |
| Delta: |
-0.83 |
| Theta: |
-0.16 |
| Omega: |
-12.10 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+65.52% |
| 3 Months |
|
|
-6.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.25 |
| 1M High / 1M Low: |
2.05 |
0.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
416.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
