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 LU2087855834 Warrant FTSE MIB Call 19000 Call 19000 19/06/2020 10000/1 23,10% -0,3835 € -1.758,68%
Covered Warrants LU2087855677 Warrant FTSE MIB Call 18000 Call 18000 19/06/2020 10000/1 41,83% -0,6800 € -1.343,99%
Covered Warrants LU2087855750 Warrant FTSE MIB Call 18500 Call 18500 19/06/2020 10000/1 31,63% -0,5194 € -1.517,43%
Covered Warrants LU2087855594 Warrant FTSE MIB Call 17500 Call 17500 19/06/2020 10000/1 52,19% -0,8379 € -1.171,65%
Covered Warrants LU2052837734 Warrant FTSE MIB Put 23000 Put 23000 19/06/2020 10000/1 -99,96% 2,2974 € +316,52%
Covered Warrants LU2052837221 Warrant FTSE MIB Put 22000 Put 22000 19/06/2020 10000/1 -99,65% 2,1929 € +386,05%
Covered Warrants LU2052836843 Warrant FTSE MIB Put 21000 Put 21000 19/06/2020 10000/1 -96,86% 2,0461 € +479,12%
Covered Warrants LU1969196788 Warrant FTSE MIB Put 20000 Put 20000 19/06/2020 10000/1 -89,83% 1,8295 € +606,16%
Covered Warrants LU1969196515 Warrant FTSE MIB Put 18000 Put 18000 19/06/2020 10000/1 -58,07% 1,1193 € +973,06%
Covered Warrants LU1969196432 Warrant FTSE MIB Put 17000 Put 17000 19/06/2020 10000/1 -37,61% 0,7131 € +1.165,62%
Covered Warrants LU1969196606 Warrant FTSE MIB Put 19000 Put 19000 19/06/2020 10000/1 -76,93% 1,5181 € +776,43%
Covered Warrants LU2087856139 Warrant FTSE MIB Call 18500 Call 18500 17/07/2020 10000/1 36,10% -0,5786 € -1.138,98%
Covered Warrants LU2087856055 Warrant FTSE MIB Call 18000 Call 18000 17/07/2020 10000/1 43,95% -0,6966 € -1.026,13%
Covered Warrants LU2087855917 Warrant FTSE MIB Call 17500 Call 17500 17/07/2020 10000/1 51,97% -0,8130 € -919,22%
Covered Warrants LU2087856212 Warrant FTSE MIB Call 19000 Call 19000 17/07/2020 10000/1 28,30% -0,4586 € -1.270,65%
Covered Warrants LU2052838203 Warrant FTSE MIB Put 21000 Put 21000 17/07/2020 10000/1 -93,15% 1,9911 € +448,11%
Covered Warrants LU2052839193 Warrant FTSE MIB Put 23000 Put 23000 17/07/2020 10000/1 -99,34% 2,2925 € +311,18%
Covered Warrants LU2052838625 Warrant FTSE MIB Put 22000 Put 22000 17/07/2020 10000/1 -97,67% 2,1663 € +371,80%
Covered Warrants LU2013117135 Warrant FTSE MIB Put 20000 Put 20000 17/07/2020 10000/1 -84,58% 1,7521 € +540,53%
Covered Warrants LU2013116756 Warrant FTSE MIB Put 19000 Put 19000 17/07/2020 10000/1 -71,63% 1,4473 € +641,58%
Covered Warrants LU2087856303 Warrant FTSE MIB Call 18000 Call 18000 21/08/2020 10000/1 45,52% -0,7041 € -839,04%
Covered Warrants LU2087856485 Warrant FTSE MIB Call 18500 Call 18500 21/08/2020 10000/1 38,83% -0,6079 € -918,84%
Covered Warrants LU2087856568 Warrant FTSE MIB Call 19000 Call 19000 21/08/2020 10000/1 32,44% -0,5135 € -1.005,39%
Covered Warrants LU2087856642 Warrant FTSE MIB Call 19500 Call 19500 21/08/2020 10000/1 26,02% -0,4166 € -1.111,29%