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 € -1.427,36%
Covered Warrants LU1650936310 Warrant FTSE MIB Call 28000 Call 28000 17/12/2021 10000/1 6,96% -0,1080 € -787,11%
Covered Warrants LU1650936237 Warrant FTSE MIB Call 27000 Call 27000 17/12/2021 10000/1 8,65% -0,1336 € -758,13%
Covered Warrants LU1650936153 Warrant FTSE MIB Call 25000 Call 25000 17/12/2021 10000/1 13,58% -0,2065 € -710,58%
Covered Warrants LU1650935346 Warrant FTSE MIB Call 25000 Call 25000 18/12/2020 10000/1 2,85% -0,0474 € -1.248,94%
Covered Warrants LU1650935189 Warrant FTSE MIB Call 24000 Call 24000 18/12/2020 10000/1 4,96% -0,0814 € -1.242,05%
Covered Warrants LU1650934968 Warrant FTSE MIB Call 23000 Call 23000 18/12/2020 10000/1 8,29% -0,1343 € -1.162,52%
Covered Warrants LU1650936666 Warrant FTSE MIB Put 14000 Put 14000 17/12/2021 10000/1 -26,44% 0,6205 € +290,57%
Covered Warrants LU1650936401 Warrant FTSE MIB Call 29000 Call 29000 17/12/2021 10000/1 5,57% -0,0871 € -813,63%
Covered Warrants LU1650937805 Warrant FTSE MIB Call 29000 Call 29000 16/12/2022 10000/1 12,92% -0,1880 € -559,19%
Covered Warrants LU1650937631 Warrant FTSE MIB Call 28000 Call 28000 16/12/2022 10000/1 14,89% -0,2150 € -543,76%
Covered Warrants LU1650938365 Warrant FTSE MIB Put 16000 Put 16000 16/12/2022 10000/1 -37,97% 0,9856 € +205,42%
Covered Warrants LU1650938019 Warrant FTSE MIB Put 14000 Put 14000 16/12/2022 10000/1 -28,91% 0,7363 € +218,43%
Covered Warrants LU1650937128 Warrant FTSE MIB Put 18000 Put 18000 17/12/2021 10000/1 -49,07% 1,1911 € +256,76%
Covered Warrants LU1650936823 Warrant FTSE MIB Put 16000 Put 16000 17/12/2021 10000/1 -37,07% 0,8833 € +275,34%
Covered Warrants LU1650937474 Warrant FTSE MIB Call 27000 Call 27000 16/12/2022 10000/1 17,04% -0,2442 € -528,66%
Covered Warrants LU1650937391 Warrant FTSE MIB Call 25000 Call 25000 16/12/2022 10000/1 22,62% -0,3175 € -489,51%
Covered Warrants LU2087856139 Warrant FTSE MIB Call 18500 Call 18500 17/07/2020 10000/1 36,20% -0,5805 € -1.133,12%
Covered Warrants LU2087856055 Warrant FTSE MIB Call 18000 Call 18000 17/07/2020 10000/1 44,00% -0,6978 € -1.021,55%
Covered Warrants LU2087855917 Warrant FTSE MIB Call 17500 Call 17500 17/07/2020 10000/1 52,08% -0,8154 € -917,49%
Covered Warrants LU2087855834 Warrant FTSE MIB Call 19000 Call 19000 19/06/2020 10000/1 23,32% -0,3873 € -1.739,47%
Covered Warrants LU2087856212 Warrant FTSE MIB Call 19000 Call 19000 17/07/2020 10000/1 28,40% -0,4603 € -1.260,31%
Covered Warrants LU2087855677 Warrant FTSE MIB Call 18000 Call 18000 19/06/2020 10000/1 42,01% -0,6834 € -1.338,89%
Covered Warrants LU2087855750 Warrant FTSE MIB Call 18500 Call 18500 19/06/2020 10000/1 31,70% -0,5212 € -1.522,38%