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 (256)

Prodotti ISIN Nome Tipo Strike Scadenza Parità Delta DENARO Simulato Performance Simulata
Covered Warrants FR0011217884 Warrant FTSE MIB Call 34000 Call 34000 20/12/2019 10000/1 8,73% -0,1712 € -755,66%
Covered Warrants FR0011217850 Warrant FTSE MIB Call 34000 Call 34000 21/12/2018 10000/1 1,89% -0,0394 € -1.191,92%
Covered Warrants FR0011217900 Warrant FTSE MIB Call 26000 Call 26000 18/12/2020 10000/1 35,68% -0,6251 € -470,18%
Covered Warrants FR0011187053 Warrant FTSE MIB Call 30000 Call 30000 20/12/2019 10000/1 15,85% -0,3049 € -713,98%
Covered Warrants FR0011187020 Warrant FTSE MIB Put 10000 Put 10000 21/12/2018 10000/1 -1,84% 0,0466 € +541,52%
Covered Warrants FR0011187012 Warrant FTSE MIB Call 30000 Call 30000 21/12/2018 10000/1 6,32% -0,1290 € -1.162,49%
Covered Warrants FR0011187046 Warrant FTSE MIB Call 26000 Call 26000 20/12/2019 10000/1 30,87% -0,5699 € -589,94%
Covered Warrants FR0011186972 Warrant FTSE MIB Call 20000 Call 20000 15/12/2017 10000/1 92,93% -1,8432 € -963,01%
Covered Warrants FR0011186998 Warrant FTSE MIB Call 22000 Call 22000 21/12/2018 10000/1 52,67% -0,9866 € -642,30%
Covered Warrants FR0011187004 Warrant FTSE MIB Call 26000 Call 26000 21/12/2018 10000/1 20,57% -0,4110 € -966,03%
Covered Warrants FR0012559110 Warrant FTSE MIB Call 24000 Call 24000 16/03/2018 10000/1 24,46% -0,5109 € -1.636,05%
Covered Warrants FR0011394048 Warrant FTSE MIB Call 38000 Call 38000 18/12/2020 10000/1 9,60% -0,1784 € -596,89%
Covered Warrants FR0011394022 Warrant FTSE MIB Call 34000 Call 34000 18/12/2020 10000/1 15,16% -0,2801 € -572,00%
Covered Warrants FR0011394006 Warrant FTSE MIB Call 38000 Call 38000 20/12/2019 10000/1 5,48% -0,1075 € -806,39%
Covered Warrants FR0013194552 Warrant FTSE MIB Call 21000 Call 21000 15/12/2017 10000/1 83,33% -1,7218 € -1.513,84%
Covered Warrants FR0013194594 Warrant FTSE MIB Call 22000 Call 22000 15/12/2017 10000/1 56,47% -1,2029 € -2.624,09%
Covered Warrants FR0012558468 Warrant FTSE MIB Call 30000 Call 30000 15/12/2028 10000/1 36,29% -0,5365 € -296,12%
Covered Warrants FR0012558476 Warrant FTSE MIB Call 34000 Call 34000 15/12/2028 10000/1 30,07% -0,4542 € -309,43%
Covered Warrants FR0012558492 Warrant FTSE MIB Put 10000 Put 10000 15/12/2028 10000/1 -13,97% 0,5604 € +120,92%
Covered Warrants FR0012558518 Warrant FTSE MIB Put 14000 Put 14000 15/12/2028 10000/1 -21,88% 0,9139 € +111,02%
Covered Warrants FR0012558534 Warrant FTSE MIB Call 26000 Call 26000 21/12/2029 10000/1 44,66% -0,6318 € -272,31%
Covered Warrants FR0012558542 Warrant FTSE MIB Call 30000 Call 30000 21/12/2029 10000/1 35,90% -0,5294 € -294,58%
Covered Warrants FR0012558559 Warrant FTSE MIB Call 34000 Call 34000 21/12/2029 10000/1 30,83% -0,4580 € -299,12%
Covered Warrants FR0012554301 Warrant FTSE MIB Put 10000 Put 10000 21/12/2029 10000/1 -13,97% 0,5799 € +111,12%