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 FR0012206399 Warrant FTSE MIB Put 18000 Put 18000 20/12/2024 10000/1 -44,64% 1,3632 € +133,25%
Covered Warrants LU1841094177 Warrant FTSE MIB Call 21000 Call 21000 18/12/2020 10000/1 20,97% -0,3284 € -896,21%
Covered Warrants LU1841094250 Warrant FTSE MIB Call 22000 Call 22000 18/12/2020 10000/1 13,72% -0,2189 € -1.023,01%
Covered Warrants LU1841094094 Warrant FTSE MIB Call 20000 Call 20000 18/12/2020 10000/1 28,00% -0,4341 € -838,68%
Covered Warrants FR0012206431 Warrant FTSE MIB Call 30000 Call 30000 19/12/2025 10000/1 23,42% -0,3004 € -366,41%
Covered Warrants FR0012206480 Warrant FTSE MIB Put 18000 Put 18000 19/12/2025 10000/1 -43,28% 1,4024 € +116,67%
Covered Warrants FR0012206456 Warrant FTSE MIB Call 34000 Call 34000 19/12/2025 10000/1 16,50% -0,2201 € -407,21%
Covered Warrants FR0012206464 Warrant FTSE MIB Put 14000 Put 14000 19/12/2025 10000/1 -30,41% 0,9269 € +133,88%
Covered Warrants LU2052838203 Warrant FTSE MIB Put 21000 Put 21000 17/07/2020 10000/1 -93,09% 1,9902 € +449,35%
Covered Warrants LU2052837734 Warrant FTSE MIB Put 23000 Put 23000 19/06/2020 10000/1 -99,96% 2,2975 € +317,31%
Covered Warrants LU2052837221 Warrant FTSE MIB Put 22000 Put 22000 19/06/2020 10000/1 -99,65% 2,1931 € +387,16%
Covered Warrants LU2052836843 Warrant FTSE MIB Put 21000 Put 21000 19/06/2020 10000/1 -96,80% 2,0452 € +480,50%
Covered Warrants LU2052839433 Warrant FTSE MIB Put 21000 Put 21000 21/08/2020 10000/1 -88,43% 1,9215 € +412,10%
Covered Warrants LU2052839193 Warrant FTSE MIB Put 23000 Put 23000 17/07/2020 10000/1 -99,30% 2,2920 € +311,82%
Covered Warrants LU2052838625 Warrant FTSE MIB Put 22000 Put 22000 17/07/2020 10000/1 -97,64% 2,1649 € +373,56%
Covered Warrants FR0012558054 Warrant FTSE MIB Call 26000 Call 26000 18/12/2026 10000/1 34,38% -0,4089 € -307,36%
Covered Warrants LU2052840282 Warrant FTSE MIB Put 21000 Put 21000 16/10/2020 10000/1 -83,14% 1,8438 € +372,59%
Covered Warrants LU2052839862 Warrant FTSE MIB Put 22000 Put 22000 21/08/2020 10000/1 -94,46% 2,1192 € +353,67%
Covered Warrants LU2052841330 Warrant FTSE MIB Put 20000 Put 20000 18/12/2020 10000/1 -70,42% 1,5719 € +360,80%
Covered Warrants LU2052840951 Warrant FTSE MIB Put 20000 Put 20000 20/11/2020 10000/1 -71,95% 1,5797 € +390,32%
Covered Warrants LU2052841769 Warrant FTSE MIB Put 21000 Put 21000 18/12/2020 10000/1 -78,73% 1,7925 € +330,82%
Covered Warrants LU2013118539 Warrant FTSE MIB Put 19000 Put 19000 18/09/2020 10000/1 -64,84% 1,3647 € +491,84%
Covered Warrants LU2013118026 Warrant FTSE MIB Put 20000 Put 20000 21/08/2020 10000/1 -79,29% 1,6773 € +477,44%
Covered Warrants LU2013117564 Warrant FTSE MIB Put 19000 Put 19000 21/08/2020 10000/1 -67,39% 1,3958 € +542,91%