Market Closed - Nasdaq Stockholm 04:40:13 01/03/2024 pm IST | ||
0.168 SEK | +22.63% |
Comparison chart between the derivative product and it's underlying value
Latest news about OMX STOCKHOLM 30 INDEX
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | OMX STOCKHOLM 30 INDEX |
Issuer | Morgan Stanley |
OMX4I2750AVA | |
ISIN | GB00BQRNT397 |
Date issued | 11/12/2023 |
Strike | 2,750 PTS |
Maturity | 20/09/2024 (104 Days) |
Parity | 100 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | SEK |
Technical Indicators
Highest since issue | 0.215 kr |
---|---|
Lowest since issue | 0.137 kr |
Delta | 0.3x |
Omega | 24.46 |
Premium | 6.06x |
Gearing | 80.6x |
Moneyness | 0.9540 |
Difference Strike | 126.4 PTS |
Difference Strike % | +4.60% |
Spread | 0.025 kr |
Spread % | 7.40% |
Theoretical value | 0.3255 |
Implied Volatility | 12.38 % |
Total Loss Probability | 71.93 % |
Intrinsic value | 0.000000 |
Present value | 0.3255 |
Break even | 2,782.55 kr |
Theta | -0.03x |
Vega | 0.05x |
Rho | 0.02x |
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