Market Closed - Nasdaq Stockholm | ||
- SEK | -.--% |
Comparison chart between the derivative product and it's underlying value
Latest news about OMX STOCKHOLM 30 INDEX
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | OMX STOCKHOLM 30 INDEX |
Issuer | Morgan Stanley |
OMX4I2950AVA | |
ISIN | GB00BQRML305 |
Date issued | 2024-03-13 |
Strike | 2,950 PTS |
Maturity | 2024-09-20 (104 Days) |
Parity | 100 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | SEK |
Technical Indicators
Delta | 0.09x |
---|---|
Omega | 29.67 |
Premium | 12.73x |
Gearing | 347.5x |
Moneyness | 0.8894 |
Difference Strike | 326.4 PTS |
Difference Strike % | +11.06% |
Spread | 0.025 kr |
Spread % | 28.41% |
Theoretical value | 0.0755 |
Implied Volatility | 14.12 % |
Total Loss Probability | 92.58 % |
Intrinsic value | 0.000000 |
Present value | 0.0755 |
Break even | 2,957.55 kr |
Theta | -0.01x |
Vega | 0.02x |
Rho | 0.01x |
- Stock Market
- Warrants
- OMX4I2950AVA Warrant