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 LU1841095141 Warrant FTSE MIB Put 14000 Put 14000 18/12/2020 10000/1 -20,69% 0,4361 € +476,38%
Covered Warrants LU1841095224 Warrant FTSE MIB Put 16000 Put 16000 18/12/2020 10000/1 -34,26% 0,7280 € +459,39%
Covered Warrants FR0012558492 Warrant FTSE MIB Put 10000 Put 10000 15/12/2028 10000/1 -19,11% 0,6274 € +112,97%
Covered Warrants FR0012558542 Warrant FTSE MIB Call 30000 Call 30000 21/12/2029 10000/1 32,31% -0,3629 € -275,80%
Covered Warrants FR0012554327 Warrant FTSE MIB Call 26000 Call 26000 20/12/2030 10000/1 40,05% -0,4258 € -252,10%
Covered Warrants FR0012558344 Warrant FTSE MIB Call 26000 Call 26000 17/12/2027 10000/1 37,39% -0,4223 € -279,01%
Covered Warrants FR0012558377 Warrant FTSE MIB Call 30000 Call 30000 17/12/2027 10000/1 29,96% -0,3518 € -299,58%
Covered Warrants FR0012558211 Warrant FTSE MIB Put 10000 Put 10000 18/12/2026 10000/1 -18,41% 0,5542 € +137,38%
Covered Warrants FR0012558328 Warrant FTSE MIB Put 14000 Put 14000 18/12/2026 10000/1 -30,35% 0,9721 € +119,35%
Covered Warrants FR0012558096 Warrant FTSE MIB Call 30000 Call 30000 18/12/2026 10000/1 27,59% -0,3353 € -322,94%
Covered Warrants FR0012558195 Warrant FTSE MIB Call 34000 Call 34000 18/12/2026 10000/1 21,37% -0,2679 € -346,25%
Covered Warrants FR0012558427 Warrant FTSE MIB Put 14000 Put 14000 17/12/2027 10000/1 -29,85% 1,0113 € +105,95%
Covered Warrants FR0012558393 Warrant FTSE MIB Call 34000 Call 34000 17/12/2027 10000/1 23,98% -0,2901 € -319,10%
Covered Warrants FR0012558419 Warrant FTSE MIB Put 10000 Put 10000 17/12/2027 10000/1 -18,82% 0,5918 € +124,04%
Covered Warrants FR0012205946 Warrant FTSE MIB Call 26000 Call 26000 15/12/2023 10000/1 24,92% -0,3361 € -427,52%
Covered Warrants FR0012206308 Warrant FTSE MIB Call 26000 Call 26000 20/12/2024 10000/1 28,90% -0,3712 € -370,49%
Covered Warrants FR0012206324 Warrant FTSE MIB Call 30000 Call 30000 20/12/2024 10000/1 20,05% -0,2679 € -412,77%
Covered Warrants FR0012206340 Warrant FTSE MIB Call 34000 Call 34000 20/12/2024 10000/1 13,85% -0,1904 € -448,81%
Covered Warrants FR0012206373 Warrant FTSE MIB Put 14000 Put 14000 20/12/2024 10000/1 -30,45% 0,8778 € +152,68%
Covered Warrants FR0012206209 Warrant FTSE MIB Call 30000 Call 30000 15/12/2023 10000/1 16,54% -0,2299 € -470,62%
Covered Warrants FR0012206225 Warrant FTSE MIB Call 34000 Call 34000 15/12/2023 10000/1 11,20% -0,1590 € -502,53%
Covered Warrants FR0012206241 Warrant FTSE MIB Put 14000 Put 14000 15/12/2023 10000/1 -30,08% 0,8189 € +178,13%
Covered Warrants FR0012206274 Warrant FTSE MIB Put 18000 Put 18000 15/12/2023 10000/1 -46,10% 1,3207 € +155,13%
Covered Warrants FR0012206423 Warrant FTSE MIB Call 26000 Call 26000 19/12/2025 10000/1 31,88% -0,3934 € -334,05%