Market Closed - Nasdaq Stockholm | ||
- SEK | -.--% |
Historical data
Date | Opening | High | Low | End-of-day | Volume |
---|
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | ESSITY AB |
Issuer | Morgan Stanley |
ESS4I300AVA | |
ISIN | GB00BSJJQ832 |
Date issued | 2024-04-24 |
Strike | 300 kr |
Maturity | 2024-09-20 (110 Days) |
Parity | 1 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | SEK |
Technical Indicators
Delta | 0.34x |
---|---|
Omega | 8.899 |
Premium | 15.11x |
Gearing | 26.38x |
Moneyness | 0.8983 |
Difference Strike | 30.5 kr |
Difference Strike % | +10.17% |
Spread | 0.37 kr |
Spread % | 3.56% |
Theoretical value | 10.22 |
Implied Volatility | 33.75 % |
Total Loss Probability | 72.80 % |
Intrinsic value | 0.000000 |
Present value | 10.22 |
Break even | 310.22 kr |
Theta | -0.64x |
Vega | 0.55x |
Rho | 0.25x |
- Stock Market
- Warrants
- ESS4I300AVA Warrant
- Quotes MORGAN STANLEY/CALL/ESSY AKTI/300/1/20.09.24