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 (166)

Prodotti ISIN Nome Tipo Strike Scadenza Parità Delta DENARO Simulato Performance Simulata
Covered Warrants LU2087855834 Warrant FTSE MIB Call 19000 Call 19000 19/06/2020 10000/1 23,15% -0,3841 € -1.725,87%
Covered Warrants LU2087855750 Warrant FTSE MIB Call 18500 Call 18500 19/06/2020 10000/1 31,63% -0,5196 € -1.518,20%
Covered Warrants LU2013140970 Warrant FTSE MIB Call 24000 Call 24000 16/10/2020 10000/1 2,57% -0,0429 € -1.500,84%
Covered Warrants FR0011217900 Warrant FTSE MIB Call 26000 Call 26000 18/12/2020 10000/1 1,74% -0,0289 € -1.451,62%
Covered Warrants LU2013140624 Warrant FTSE MIB Call 23000 Call 23000 16/10/2020 10000/1 5,60% -0,0926 € -1.401,57%
Covered Warrants LU1937523220 Warrant FTSE MIB Call 25500 Call 25500 18/12/2020 10000/1 2,32% -0,0384 € -1.354,85%
Covered Warrants LU1937523576 Warrant FTSE MIB Call 26500 Call 26500 18/12/2020 10000/1 1,39% -0,0231 € -1.352,90%
Covered Warrants LU2087855677 Warrant FTSE MIB Call 18000 Call 18000 19/06/2020 10000/1 41,87% -0,6805 € -1.333,72%
Covered Warrants LU1937523063 Warrant FTSE MIB Call 24500 Call 24500 18/12/2020 10000/1 4,01% -0,0663 € -1.277,34%
Covered Warrants LU1650935189 Warrant FTSE MIB Call 24000 Call 24000 18/12/2020 10000/1 5,07% -0,0833 € -1.268,92%
Covered Warrants LU2087856212 Warrant FTSE MIB Call 19000 Call 19000 17/07/2020 10000/1 28,40% -0,4601 € -1.259,64%
Covered Warrants LU2013141275 Warrant FTSE MIB Call 23000 Call 23000 20/11/2020 10000/1 7,53% -0,1229 € -1.256,40%
Covered Warrants LU2013141432 Warrant FTSE MIB Call 24000 Call 24000 20/11/2020 10000/1 3,92% -0,0647 € -1.248,67%
Covered Warrants LU1650935346 Warrant FTSE MIB Call 25000 Call 25000 18/12/2020 10000/1 2,85% -0,0473 € -1.248,27%
Covered Warrants LU2087855594 Warrant FTSE MIB Call 17500 Call 17500 19/06/2020 10000/1 52,22% -0,8384 € -1.165,44%
Covered Warrants LU1650934968 Warrant FTSE MIB Call 23000 Call 23000 18/12/2020 10000/1 8,18% -0,1323 € -1.146,48%
Covered Warrants LU2087856139 Warrant FTSE MIB Call 18500 Call 18500 17/07/2020 10000/1 36,10% -0,5790 € -1.139,56%
Covered Warrants LU2087856642 Warrant FTSE MIB Call 19500 Call 19500 21/08/2020 10000/1 26,04% -0,4167 € -1.099,30%
Covered Warrants LU2087857376 Warrant FTSE MIB Call 20000 Call 20000 18/09/2020 10000/1 23,85% -0,3793 € -1.031,71%
Covered Warrants LU2087857962 Warrant FTSE MIB Call 20500 Call 20500 16/10/2020 10000/1 21,07% -0,3351 € -1.025,38%
Covered Warrants LU2087856055 Warrant FTSE MIB Call 18000 Call 18000 17/07/2020 10000/1 43,98% -0,6970 € -1.020,55%
Covered Warrants LU1841094250 Warrant FTSE MIB Call 22000 Call 22000 18/12/2020 10000/1 13,68% -0,2182 € -1.019,86%
Covered Warrants LU2087856568 Warrant FTSE MIB Call 19000 Call 19000 21/08/2020 10000/1 32,44% -0,5138 € -1.005,90%
Covered Warrants LU2087857293 Warrant FTSE MIB Call 19500 Call 19500 18/09/2020 10000/1 29,00% -0,4571 € -958,62%