Network – Can I share an Ethernet Internet connection via a Thunderbolt cable?

I do not want to use WiFi, but I have to share the Internet connection of my iMac (with incoming Ethernet) on my MacBook Pro, using a Thunderbolt cable.

I've connected both in Network / Sharing Settings, I can share files / screens, etc., but the MBP does not detect any internet connection.

I've enabled Internet sharing on the iMac, Ethernet> thunder, but no joy – any ideas? Thank you!