Goldman Sachs Put 360 CAT 17.05.2024
/ DE000GG5S1P9
Goldman Sachs Put 360 CAT 17.05.2.../ DE000GG5S1P9 /
5/15/2024 9:34:39 AM |
Chg.-0.170 |
Bid4:56:56 PM |
Ask4:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-31.48% |
0.290 Bid Size: 10,000 |
- Ask Size: - |
Caterpillar Inc |
360.00 USD |
5/17/2024 |
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: |
5/17/2024 |
Issue date: |
3/26/2024 |
Last trading day: |
5/16/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-75.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
0.17 |
Time value: |
0.27 |
Break-even: |
328.50 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
3.44 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.57 |
Theta: |
-0.85 |
Omega: |
-42.68 |
Rho: |
-0.01 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-75.17% |
1 Month |
|
|
-65.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
0.540 |
1M High / 1M Low: |
2.490 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.417 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
624.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |