Il Pricer è uno strumento di simulazione che consente di calcolare il prezzo di un Covered Warrant considerando diversi paramentri tra cui il prezzo del sottostante, il livello di volatilità e il tempo a scadenza.

Sottostante

Tipo

Strike

Scadenza

Intrinseco

Elasticità


Sottostante
Volatilità
Periodo di Osservazione

Covered Warrants (207)

Prodotti ISIN Nome Tipo Strike Scadenza Parità Delta DENARO Simulato Performance Simulata
Covered Warrants FR0011187053 Warrant FTSE MIB Call 30000 Call 30000 20/12/2019 10000/1 17,57% -0,3633 € -801,58%
Covered Warrants FR0011187012 Warrant FTSE MIB Call 30000 Call 30000 21/12/2018 10000/1 5,37% -0,1192 € -1.484,35%
Covered Warrants FR0011187046 Warrant FTSE MIB Call 26000 Call 26000 20/12/2019 10000/1 35,23% -0,7032 € -644,15%
Covered Warrants FR0011186998 Warrant FTSE MIB Call 22000 Call 22000 21/12/2018 10000/1 65,92% -1,3243 € -674,86%
Covered Warrants FR0011187004 Warrant FTSE MIB Call 26000 Call 26000 21/12/2018 10000/1 25,12% -0,5422 € -1.135,00%
Covered Warrants FR0012559110 Warrant FTSE MIB Call 24000 Call 24000 16/03/2018 10000/1 40,60% -0,9099 € -1.987,31%
Covered Warrants FR0012559003 Warrant FTSE MIB Call 24000 Call 24000 16/02/2018 10000/1 31,42% -0,7242 € -4.101,23%
Covered Warrants FR0013194875 Warrant FTSE MIB Call 21000 Call 21000 19/01/2018 10000/1 99,96% -2,1046 € -943,21%
Covered Warrants FR0013194891 Warrant FTSE MIB Call 22000 Call 22000 19/01/2018 10000/1 99,29% -2,1883 € -1.570,94%
Covered Warrants FR0013194453 Warrant FTSE MIB Call 22000 Call 22000 16/02/2018 10000/1 90,32% -1,9736 € -1.382,47%
Covered Warrants FR0013194396 Warrant FTSE MIB Call 21000 Call 21000 16/02/2018 10000/1 99,57% -2,0954 € -939,53%
Covered Warrants FR0013194776 Warrant FTSE MIB Call 20000 Call 20000 16/03/2018 10000/1 97,06% -1,9375 € -649,70%
Covered Warrants FR0013194800 Warrant FTSE MIB Call 21000 Call 21000 16/03/2018 10000/1 89,39% -1,8492 € -817,22%
Covered Warrants FR0013194859 Warrant FTSE MIB Call 22000 Call 22000 16/03/2018 10000/1 78,03% -1,6663 € -1.065,89%
Covered Warrants FR0013194636 Warrant FTSE MIB Call 21000 Call 21000 20/04/2018 10000/1 84,96% -1,7367 € -751,85%
Covered Warrants FR0013194446 Warrant FTSE MIB Call 20000 Call 20000 20/04/2018 10000/1 92,47% -1,8246 € -610,28%
Covered Warrants FR0013194370 Warrant FTSE MIB Call 19000 Call 19000 20/04/2018 10000/1 98,12% -1,8624 € -511,17%
Covered Warrants FR0013194693 Warrant FTSE MIB Call 22000 Call 22000 20/04/2018 10000/1 74,64% -1,5742 € -950,51%
Covered Warrants FR0012205946 Warrant FTSE MIB Call 26000 Call 26000 15/12/2023 10000/1 44,90% -0,7529 € -340,30%
Covered Warrants FR0012206308 Warrant FTSE MIB Call 26000 Call 26000 20/12/2024 10000/1 45,74% -0,7457 € -318,89%
Covered Warrants FR0012206324 Warrant FTSE MIB Call 30000 Call 30000 20/12/2024 10000/1 35,84% -0,6041 € -346,53%
Covered Warrants FR0012206340 Warrant FTSE MIB Call 34000 Call 34000 20/12/2024 10000/1 28,19% -0,4878 € -368,99%
Covered Warrants FR0012206373 Warrant FTSE MIB Put 14000 Put 14000 20/12/2024 10000/1 -19,39% 0,7151 € +173,55%
Covered Warrants FR0012206209 Warrant FTSE MIB Call 30000 Call 30000 15/12/2023 10000/1 34,25% -0,5952 € -375,16%