Real-time Bid/Ask 01:33:49 03/06/2024 pm IST | ||
0.029 SEK / 0.039 SEK | 0.00% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | OMX STOCKHOLM 30 INDEX |
Issuer | Morgan Stanley |
OMX4F2850AVA | |
ISIN | GB00BQRR8908 |
Date issued | 21/02/2024 |
Strike | 2,850 PTS |
Maturity | 20/06/2024 (18 Days) |
Parity | 100 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | SEK |
Technical Indicators
Delta | 0.06x |
---|---|
Omega | 47.51 |
Premium | 8.41x |
Gearing | 774.15x |
Moneyness | 0.9236 |
Difference Strike | 226.7 PTS |
Difference Strike % | +7.95% |
Spread | 0.01 kr |
Spread % | 25.64% |
Theoretical value | 0.0340 |
Implied Volatility | 22.99 % |
Total Loss Probability | 94.44 % |
Intrinsic value | 0.000000 |
Present value | 0.0340 |
Break even | 2,853.40 kr |
Theta | -0.03x |
Vega | 0.01x |
Rho | 0x |
- Stock Market
- Warrants
- OMX4F2850AVA Warrant