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 (246)

Prodotti ISIN Nome Tipo Strike Scadenza Parità Delta DENARO Simulato Performance Simulata
Covered Warrants FR0011217900 Warrant FTSE MIB Call 26000 Call 26000 18/12/2020 10000/1 13,40% -0,2488 € -950,96%
Covered Warrants LU1650948083 Warrant FTSE MIB Call 24000 Call 24000 21/12/2029 10000/1 36,12% -0,4749 € -270,81%
Covered Warrants LU1650948596 Warrant FTSE MIB Call 27000 Call 27000 21/12/2029 10000/1 31,27% -0,4230 € -288,59%
Covered Warrants LU1650948240 Warrant FTSE MIB Call 25000 Call 25000 21/12/2029 10000/1 34,32% -0,4543 € -276,99%
Covered Warrants LU1650948836 Warrant FTSE MIB Call 29000 Call 29000 21/12/2029 10000/1 28,52% -0,3920 € -293,48%
Covered Warrants LU1650948752 Warrant FTSE MIB Call 28000 Call 28000 21/12/2029 10000/1 29,82% -0,4057 € -291,55%
Covered Warrants LU1650949214 Warrant FTSE MIB Call 23000 Call 23000 20/12/2030 10000/1 37,65% -0,4799 € -259,15%
Covered Warrants LU1650949057 Warrant FTSE MIB Put 16000 Put 16000 21/12/2029 10000/1 -29,93% 1,1610 € +111,79%
Covered Warrants LU1650949727 Warrant FTSE MIB Call 25000 Call 25000 20/12/2030 10000/1 34,37% -0,4468 € -268,44%
Covered Warrants LU1650949560 Warrant FTSE MIB Call 24000 Call 24000 20/12/2030 10000/1 36,02% -0,4648 € -265,23%
Covered Warrants LU1650950063 Warrant FTSE MIB Call 27000 Call 27000 20/12/2030 10000/1 31,52% -0,4187 € -276,04%
Covered Warrants LU1650951038 Warrant FTSE MIB Put 16000 Put 16000 20/12/2030 10000/1 -29,20% 1,1689 € +104,69%
Covered Warrants LU1650950816 Warrant FTSE MIB Call 29000 Call 29000 20/12/2030 10000/1 28,78% -0,3883 € -286,83%
Covered Warrants LU1650950576 Warrant FTSE MIB Call 28000 Call 28000 20/12/2030 10000/1 30,17% -0,4044 € -280,32%
Covered Warrants FR0011187046 Warrant FTSE MIB Call 26000 Call 26000 20/12/2019 10000/1 3,64% -0,0720 € -1.664,72%
Covered Warrants LU1650936310 Warrant FTSE MIB Call 28000 Call 28000 17/12/2021 10000/1 14,71% -0,2602 € -680,31%
Covered Warrants LU1650934612 Warrant FTSE MIB Put 18000 Put 18000 20/12/2019 10000/1 -22,97% 0,5267 € +844,16%
Covered Warrants LU1650936237 Warrant FTSE MIB Call 27000 Call 27000 17/12/2021 10000/1 17,64% -0,3090 € -648,28%
Covered Warrants LU1650936153 Warrant FTSE MIB Call 25000 Call 25000 17/12/2021 10000/1 24,97% -0,4274 € -580,67%
Covered Warrants LU1650935932 Warrant FTSE MIB Call 29000 Call 29000 18/12/2020 10000/1 5,41% -0,1023 € -1.060,38%
Covered Warrants LU1650935858 Warrant FTSE MIB Call 28000 Call 28000 18/12/2020 10000/1 7,41% -0,1395 € -924,25%
Covered Warrants LU1650935692 Warrant FTSE MIB Call 27000 Call 27000 18/12/2020 10000/1 10,18% -0,1900 € -974,46%
Covered Warrants LU1650935346 Warrant FTSE MIB Call 25000 Call 25000 18/12/2020 10000/1 17,86% -0,3261 € -844,98%
Covered Warrants LU1650935189 Warrant FTSE MIB Call 24000 Call 24000 18/12/2020 10000/1 23,29% -0,4198 € -779,38%