Real-time Bid/Ask 15:02:24 03/06/2024 BST | ||
0.443 SEK / 0.453 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 |
OMX4L2850AVA | |
ISIN | GB00BQRPDR75 |
Date issued | 28/12/2023 |
Strike | 2,850 PTS |
Maturity | 20/12/2024 (200 Days) |
Parity | 100 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | SEK |
Technical Indicators
Delta | 0.29x |
---|---|
Omega | 16.56 |
Premium | 10.23x |
Gearing | 57.05x |
Moneyness | 0.9219 |
Difference Strike | 230.3 PTS |
Difference Strike % | +8.08% |
Spread | 0.011 kr |
Spread % | 2.36% |
Theoretical value | 0.4605 |
Implied Volatility | 13.70 % |
Total Loss Probability | 74.36 % |
Intrinsic value | 0.000000 |
Present value | 0.4605 |
Break even | 2,896.05 kr |
Theta | -0.02x |
Vega | 0.07x |
Rho | 0.04x |
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