MORGAN STANLEY/CALL/SWEDEN OMXS 30/2850/0.01/20.12.24 Stock

Warrant

OMX4L2850AVA

GB00BQRPDR75

Real-time Bid/Ask 10:15:52 2024-06-03 EDT
0.438 SEK / 0.448 SEK 0.00% Intraday chart for MORGAN STANLEY/CALL/SWEDEN OMXS 30/2850/0.01/20.12.24

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

End-of-day quotes

Static data

Product typeWarrants
Buy / SellCALL
Underlying OMX STOCKHOLM 30 INDEX
Issuer Morgan Stanley
OMX4L2850AVA
ISINGB00BQRPDR75
Date issued 2023-12-28
Strike 2,850 PTS
Maturity 2024-12-20 (200 Days)
Parity 100 : 1
Emission price- kr
Emission volume N/A
Settlement règlement en espèces
Currency SEK

Technical Indicators

Delta0.29x
Omega 16.56
Premium10.23x
Gearing57.05x
Moneyness 0.9219
Difference Strike 234.6 PTS
Difference Strike %+8.23%
Spread 0.011 kr
Spread %2.36%
Theoretical value 0.4445
Implied Volatility 13.62 %
Total Loss Probability 74.90 %
Intrinsic value 0.000000
Present value 0.4445
Break even 2,894.45 kr
Theta-0.02x
Vega0.07x
Rho0.04x
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