Autumn caterpillar

Isn't it a bit late for caterpillars? Obviously, this one doesn't think so as it is merrily munching my geranium. Anybody know what it is? It's certainly a handsome chap, which leads me to another question: do caterpillars have a sex? I don't mean, do caterpillars have sex. It's the butterflies that do that. But there are male and female butterflies, so are there also male and female caterpillars? To Google I must go.