Market Closed - Nasdaq Stockholm | ||
- SEK | -.--% |
|
Historical data
Date | Opening | High | Low | End-of-day | Volume |
---|
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SECURITAS AB |
Issuer | Svenska Handelsbanken |
SEC4I 110SHB | |
ISIN | SE0020833903 |
Date issued | 2023-12-06 |
Strike | 110 kr |
Maturity | 2024-09-20 (89 Days) |
Parity | 10 : 1 |
Emission price | - kr |
Emission volume | N/A |
Settlement | règlement en espèces |
Currency | SEK |
Technical Indicators
Delta | 0.49x |
---|---|
Omega | 7.495 |
Premium | 9.7x |
Gearing | 15.24x |
Moneyness | 0.9695 |
Difference Strike | 3.35 kr |
Difference Strike % | +3.05% |
Spread | 0.02 kr |
Spread % | 2.82% |
Theoretical value | 0.7000 |
Implied Volatility | 37.63 % |
Total Loss Probability | 58.28 % |
Intrinsic value | 0.000000 |
Present value | 0.7000 |
Break even | 117.00 kr |
Theta | -0.03x |
Vega | 0.02x |
Rho | 0.01x |
- Stock Market
- Warrants
- SEC4I 110SHB Warrant
- Quotes SHB/CALL/SECURITAS B/110/0.1/20.09.24