Market Closed - Nasdaq Stockholm 06:35:24 21/05/2024 pm IST | ||
0.126 SEK | -.--% |
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 |
OMX4I2900AVA | |
ISIN | GB00BQRJC508 |
Date issued | 06/03/2024 |
Strike | 2,900 PTS |
Maturity | 20/09/2024 (111 Days) |
Parity | 100 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | SEK |
Technical Indicators
Highest since issue | 0.126 kr |
---|---|
Lowest since issue | 0.126 kr |
Delta | 0.11x |
Omega | 27.59 |
Premium | 11.77x |
Gearing | 244.52x |
Moneyness | 0.8980 |
Difference Strike | 295.9 PTS |
Difference Strike % | +10.20% |
Spread | 0.025 kr |
Spread % | 21.01% |
Theoretical value | 0.1065 |
Implied Volatility | 13.92 % |
Total Loss Probability | 90.12 % |
Intrinsic value | 0.000000 |
Present value | 0.1065 |
Break even | 2,910.65 kr |
Theta | -0.01x |
Vega | 0.03x |
Rho | 0.01x |
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- OMX4I2900AVA Warrant