MORGAN STANLEY/CALL/ASTRAZENECA/1700/0.1/20.06.24

MORGAN STANLEY/CALL/ASTRAZENECA/1700/0.1/20.06.24 Share Price

Warrant

AZN4F1700AVA

GB00BQRN9B73

Market Closed - Nasdaq Stockholm
- ^SEK	-.--%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes

Chart ASTRAZENECA PLC

Chart MORGAN STANLEY/CALL/ASTRAZENECA/1700/0.1/20.06.24

Static data

Product type	Warrants
Buy / Sell	CALL
Underlying	ASTRAZENECA PLC
Issuer	Morgan Stanley
	AZN4F1700AVA
ISIN	GB00BQRN9B73
Date issued	27/11/2023
Strike	1,700 kr
Maturity	20/06/2024 (19 Days)
Parity	10 : 1
Emission price	- kr
Emission volume	N/A
Settlement	règlement en espèces
Currency	SEK

Technical Indicators

Delta	0.35x
Omega	21.00
Premium	5.12x
Gearing	60.63x
Moneyness	0.9665
Difference Strike	57 kr
Difference Strike %	+3.35%
Spread	0.4 kr
Spread %	13.75%
Theoretical value	2.710
Implied Volatility	31.64 %
Total Loss Probability	68.09 %
Intrinsic value	0.000000
Present value	2.710
Break even	1,727.10 kr
Theta	-0.88x
Vega	0.14x
Rho	0.03x

Company Profile

AstraZeneca PLC is one of the world's leading pharmaceutical groups. Net sales break down by source of income as follows: - product sales (95.6%). Net sales break down by treatment area between oncology (39.2%), cardiovascular, renal and metabolic diseases (24.2%), respiratory and autoimmune diseases (13.9%), and other (22.7%; inflammatory diseases, neurological diseases, gastrointestinal and infectious diseases); - collaboration revenue (4.4%). Net sales are distributed geographically as follows: the United Kingdom (7.4%), Europe (21.2%), America (45.3%) and Africa-Asia-Australia (26.1%).

Sector

More about the company