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 LU2087855917 Warrant FTSE MIB Call 17500 Call 17500 17/07/2020 10000/1 51,92% -0,8123 € -918,52%
Covered Warrants LU2087855594 Warrant FTSE MIB Call 17500 Call 17500 19/06/2020 10000/1 52,08% -0,8356 € -1.161,95%
Covered Warrants LU2087856055 Warrant FTSE MIB Call 18000 Call 18000 17/07/2020 10000/1 43,90% -0,6954 € -1.018,37%
Covered Warrants LU2087855677 Warrant FTSE MIB Call 18000 Call 18000 19/06/2020 10000/1 41,73% -0,6779 € -1.328,84%
Covered Warrants LU2087857459 Warrant FTSE MIB Call 18000 Call 18000 16/10/2020 10000/1 47,16% -0,7090 € -694,09%
Covered Warrants LU2087856303 Warrant FTSE MIB Call 18000 Call 18000 21/08/2020 10000/1 45,34% -0,7011 € -835,88%
Covered Warrants LU2087856725 Warrant FTSE MIB Call 18000 Call 18000 18/09/2020 10000/1 46,68% -0,7096 € -743,23%
Covered Warrants LU2087858002 Warrant FTSE MIB Call 18000 Call 18000 20/11/2020 10000/1 47,95% -0,7108 € -641,07%
Covered Warrants LU2087858770 Warrant FTSE MIB Call 18000 Call 18000 18/12/2020 10000/1 47,82% -0,7005 € -602,54%
Covered Warrants LU2087856139 Warrant FTSE MIB Call 18500 Call 18500 17/07/2020 10000/1 35,82% -0,5739 € -1.130,37%
Covered Warrants LU2087855750 Warrant FTSE MIB Call 18500 Call 18500 19/06/2020 10000/1 31,47% -0,5167 € -1.510,05%
Covered Warrants LU2087856485 Warrant FTSE MIB Call 18500 Call 18500 21/08/2020 10000/1 38,79% -0,6074 € -918,07%
Covered Warrants LU2087856998 Warrant FTSE MIB Call 18500 Call 18500 18/09/2020 10000/1 40,74% -0,6270 € -806,24%
Covered Warrants LU2087858184 Warrant FTSE MIB Call 18500 Call 18500 20/11/2020 10000/1 42,75% -0,6422 € -690,07%
Covered Warrants LU2087857533 Warrant FTSE MIB Call 18500 Call 18500 16/10/2020 10000/1 41,64% -0,6343 € -751,84%
Covered Warrants LU2087858853 Warrant FTSE MIB Call 18500 Call 18500 18/12/2020 10000/1 42,95% -0,6377 € -645,69%
Covered Warrants LU2087855834 Warrant FTSE MIB Call 19000 Call 19000 19/06/2020 10000/1 22,99% -0,3811 € -1.713,40%
Covered Warrants LU2087856212 Warrant FTSE MIB Call 19000 Call 19000 17/07/2020 10000/1 28,28% -0,4578 € -1.253,92%
Covered Warrants LU2087857020 Warrant FTSE MIB Call 19000 Call 19000 18/09/2020 10000/1 34,91% -0,5434 € -873,45%
Covered Warrants LU2087856568 Warrant FTSE MIB Call 19000 Call 19000 21/08/2020 10000/1 32,21% -0,5096 € -998,46%
Covered Warrants LU2087858267 Warrant FTSE MIB Call 19000 Call 19000 20/11/2020 10000/1 37,65% -0,5724 € -740,91%
Covered Warrants LU2087857616 Warrant FTSE MIB Call 19000 Call 19000 16/10/2020 10000/1 36,16% -0,5568 € -806,76%
Covered Warrants LU2087859232 Warrant FTSE MIB Call 19000 Call 19000 19/03/2021 10000/1 40,31% -0,5915 € -606,00%
Covered Warrants LU2087858937 Warrant FTSE MIB Call 19000 Call 19000 18/12/2020 10000/1 38,17% -0,5740 € -692,76%