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 FR0011217900 Warrant FTSE MIB Call 26000 Call 26000 18/12/2020 10000/1 1,71% -0,0284 € -1.426,67%
Covered Warrants FR0011458298 Warrant FTSE MIB Call 26000 Call 26000 17/12/2021 10000/1 10,96% -0,1685 € -753,04%
Covered Warrants FR0011458348 Warrant FTSE MIB Call 22000 Call 22000 16/12/2022 10000/1 31,83% -0,4407 € -468,64%
Covered Warrants FR0011458355 Warrant FTSE MIB Call 26000 Call 26000 16/12/2022 10000/1 13,99% -0,2091 € -645,03%
Covered Warrants FR0011458363 Warrant FTSE MIB Call 30000 Call 30000 16/12/2022 10000/1 11,46% -0,1683 € -581,98%
Covered Warrants FR0011458397 Warrant FTSE MIB Put 10000 Put 10000 16/12/2022 10000/1 -13,90% 0,3430 € +239,94%
Covered Warrants FR0012205946 Warrant FTSE MIB Call 26000 Call 26000 15/12/2023 10000/1 25,03% -0,3380 € -427,84%
Covered Warrants FR0012206209 Warrant FTSE MIB Call 30000 Call 30000 15/12/2023 10000/1 16,57% -0,2303 € -468,25%
Covered Warrants FR0012206225 Warrant FTSE MIB Call 34000 Call 34000 15/12/2023 10000/1 11,16% -0,1585 € -501,36%
Covered Warrants FR0012206241 Warrant FTSE MIB Put 14000 Put 14000 15/12/2023 10000/1 -30,03% 0,8176 € +178,66%
Covered Warrants FR0012206274 Warrant FTSE MIB Put 18000 Put 18000 15/12/2023 10000/1 -46,00% 1,3189 € +155,29%
Covered Warrants FR0012206308 Warrant FTSE MIB Call 26000 Call 26000 20/12/2024 10000/1 28,95% -0,3722 € -370,23%
Covered Warrants FR0012206324 Warrant FTSE MIB Call 30000 Call 30000 20/12/2024 10000/1 20,07% -0,2681 € -411,27%
Covered Warrants FR0012206340 Warrant FTSE MIB Call 34000 Call 34000 20/12/2024 10000/1 13,80% -0,1898 € -447,75%
Covered Warrants FR0012206373 Warrant FTSE MIB Put 14000 Put 14000 20/12/2024 10000/1 -30,46% 0,8777 € +153,35%
Covered Warrants FR0012206399 Warrant FTSE MIB Put 18000 Put 18000 20/12/2024 10000/1 -44,63% 1,3629 € +133,21%
Covered Warrants FR0012206423 Warrant FTSE MIB Call 26000 Call 26000 19/12/2025 10000/1 31,95% -0,3943 € -333,20%
Covered Warrants FR0012206431 Warrant FTSE MIB Call 30000 Call 30000 19/12/2025 10000/1 23,42% -0,3008 € -368,01%
Covered Warrants FR0012206456 Warrant FTSE MIB Call 34000 Call 34000 19/12/2025 10000/1 16,42% -0,2187 € -405,19%
Covered Warrants FR0012206464 Warrant FTSE MIB Put 14000 Put 14000 19/12/2025 10000/1 -30,50% 0,9284 € +134,26%
Covered Warrants FR0012206480 Warrant FTSE MIB Put 18000 Put 18000 19/12/2025 10000/1 -43,35% 1,4035 € +116,85%
Covered Warrants FR0012554327 Warrant FTSE MIB Call 26000 Call 26000 20/12/2030 10000/1 40,11% -0,4267 € -251,88%
Covered Warrants FR0012558054 Warrant FTSE MIB Call 26000 Call 26000 18/12/2026 10000/1 34,37% -0,4087 € -307,23%
Covered Warrants FR0012558096 Warrant FTSE MIB Call 30000 Call 30000 18/12/2026 10000/1 27,60% -0,3356 € -322,38%