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 LU2087855594 Warrant FTSE MIB Call 17500 Call 17500 19/06/2020 10000/1 52,53% -0,8444 € -1.173,13%
Covered Warrants LU2087857293 Warrant FTSE MIB Call 19500 Call 19500 18/09/2020 10000/1 29,24% -0,4616 € -967,18%
Covered Warrants LU2087857020 Warrant FTSE MIB Call 19000 Call 19000 18/09/2020 10000/1 35,04% -0,5463 € -877,55%
Covered Warrants LU2087857459 Warrant FTSE MIB Call 18000 Call 18000 16/10/2020 10000/1 47,23% -0,7110 € -695,79%
Covered Warrants LU2087857376 Warrant FTSE MIB Call 20000 Call 20000 18/09/2020 10000/1 23,95% -0,3814 € -1.036,71%
Covered Warrants LU2087856303 Warrant FTSE MIB Call 18000 Call 18000 21/08/2020 10000/1 45,47% -0,7041 € -839,09%
Covered Warrants LU2087856485 Warrant FTSE MIB Call 18500 Call 18500 21/08/2020 10000/1 39,00% -0,6112 € -917,73%
Covered Warrants LU2087856568 Warrant FTSE MIB Call 19000 Call 19000 21/08/2020 10000/1 32,50% -0,5153 € -1.008,42%
Covered Warrants LU2087856642 Warrant FTSE MIB Call 19500 Call 19500 21/08/2020 10000/1 26,16% -0,4191 € -1.105,09%
Covered Warrants LU2087856725 Warrant FTSE MIB Call 18000 Call 18000 18/09/2020 10000/1 46,77% -0,7119 € -745,39%
Covered Warrants LU2087856998 Warrant FTSE MIB Call 18500 Call 18500 18/09/2020 10000/1 40,83% -0,6293 € -808,80%
Covered Warrants LU2087858424 Warrant FTSE MIB Call 20000 Call 20000 20/11/2020 10000/1 27,87% -0,4336 € -857,18%
Covered Warrants LU2087858267 Warrant FTSE MIB Call 19000 Call 19000 20/11/2020 10000/1 37,71% -0,5741 € -742,80%
Covered Warrants LU2087858341 Warrant FTSE MIB Call 19500 Call 19500 20/11/2020 10000/1 32,64% -0,5027 € -800,30%
Covered Warrants LU2087858184 Warrant FTSE MIB Call 18500 Call 18500 20/11/2020 10000/1 42,82% -0,6442 € -691,87%
Covered Warrants LU2087858002 Warrant FTSE MIB Call 18000 Call 18000 20/11/2020 10000/1 48,03% -0,7125 € -640,32%
Covered Warrants LU1650945063 Warrant FTSE MIB Call 28000 Call 28000 17/12/2027 10000/1 31,22% -0,3578 € -285,06%
Covered Warrants LU2087857962 Warrant FTSE MIB Call 20500 Call 20500 16/10/2020 10000/1 21,15% -0,3363 € -1.015,84%
Covered Warrants LU2087857889 Warrant FTSE MIB Call 20000 Call 20000 16/10/2020 10000/1 25,85% -0,4072 € -944,12%
Covered Warrants LU2087857707 Warrant FTSE MIB Call 19500 Call 19500 16/10/2020 10000/1 30,84% -0,4812 € -879,12%
Covered Warrants LU1650944686 Warrant FTSE MIB Call 25000 Call 25000 17/12/2027 10000/1 36,60% -0,4056 € -269,03%
Covered Warrants LU2087857616 Warrant FTSE MIB Call 19000 Call 19000 16/10/2020 10000/1 36,25% -0,5590 € -809,55%
Covered Warrants LU1650944843 Warrant FTSE MIB Call 27000 Call 27000 17/12/2027 10000/1 32,95% -0,3736 € -279,73%
Covered Warrants LU1650944256 Warrant FTSE MIB Call 23000 Call 23000 17/12/2027 10000/1 40,60% -0,4388 € -257,88%