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 LU2087857533 Warrant FTSE MIB Call 18500 Call 18500 16/10/2020 10000/1 41,77% -0,6365 € -750,72%
Covered Warrants LU1650944413 Warrant FTSE MIB Call 24000 Call 24000 17/12/2027 10000/1 38,55% -0,4225 € -263,88%
Covered Warrants LU1650943878 Warrant FTSE MIB Call 29000 Call 29000 18/12/2026 10000/1 27,62% -0,3315 € -312,26%
Covered Warrants LU1650944090 Warrant FTSE MIB Put 16000 Put 16000 18/12/2026 10000/1 -36,23% 1,1989 € +111,38%
Covered Warrants LU1650943365 Warrant FTSE MIB Call 27000 Call 27000 18/12/2026 10000/1 31,22% -0,3671 € -299,77%
Covered Warrants LU1650943522 Warrant FTSE MIB Call 28000 Call 28000 18/12/2026 10000/1 29,41% -0,3499 € -306,76%
Covered Warrants LU1650943100 Warrant FTSE MIB Call 25000 Call 25000 18/12/2026 10000/1 34,13% -0,3986 € -296,08%
Covered Warrants LU2087859406 Warrant FTSE MIB Call 21000 Call 21000 19/03/2021 10000/1 24,23% -0,3716 € -771,99%
Covered Warrants LU2087859588 Warrant FTSE MIB Call 20000 Call 20000 18/06/2021 10000/1 33,38% -0,4919 € -615,72%
Covered Warrants LU2087859158 Warrant FTSE MIB Call 20500 Call 20500 18/12/2020 10000/1 25,00% -0,3881 € -842,47%
Covered Warrants LU2087859075 Warrant FTSE MIB Call 19500 Call 19500 18/12/2020 10000/1 33,49% -0,5099 € -742,86%
Covered Warrants LU2087859315 Warrant FTSE MIB Call 20000 Call 20000 19/03/2021 10000/1 32,02% -0,4811 € -684,27%
Covered Warrants LU2087859232 Warrant FTSE MIB Call 19000 Call 19000 19/03/2021 10000/1 40,42% -0,5933 € -605,38%
Covered Warrants LU2087858770 Warrant FTSE MIB Call 18000 Call 18000 18/12/2020 10000/1 47,92% -0,7022 € -601,95%
Covered Warrants LU2087858697 Warrant FTSE MIB Call 20500 Call 20500 20/11/2020 10000/1 23,25% -0,3649 € -915,55%
Covered Warrants LU2087858937 Warrant FTSE MIB Call 19000 Call 19000 18/12/2020 10000/1 38,29% -0,5765 € -695,31%
Covered Warrants LU2087858853 Warrant FTSE MIB Call 18500 Call 18500 18/12/2020 10000/1 43,09% -0,6401 € -645,37%
Covered Warrants LU1650945220 Warrant FTSE MIB Call 29000 Call 29000 17/12/2027 10000/1 29,61% -0,3429 € -290,68%
Covered Warrants LU1650945576 Warrant FTSE MIB Put 16000 Put 16000 17/12/2027 10000/1 -35,23% 1,2354 € +98,93%
Covered Warrants LU1650939686 Warrant FTSE MIB Put 16000 Put 16000 15/12/2023 10000/1 -37,97% 1,0604 € +166,76%
Covered Warrants LU2087860164 Warrant FTSE MIB Call 20000 Call 20000 17/12/2021 10000/1 37,09% -0,5229 € -503,83%
Covered Warrants LU1650939926 Warrant FTSE MIB Call 25000 Call 25000 20/12/2024 10000/1 30,10% -0,3815 € -356,39%
Covered Warrants LU2087860081 Warrant FTSE MIB Call 22000 Call 22000 17/09/2021 10000/1 22,80% -0,3415 € -665,89%
Covered Warrants LU2087859828 Warrant FTSE MIB Call 21000 Call 21000 17/09/2021 10000/1 28,76% -0,4235 € -610,88%