MULTIPRICER
The MultiPricer is a simulation tool that allows you to know the theoretical price of a Covered Warrant issued on an underlying asset for a given market scenario in terms of: price of the underlying asset, level of volatility and time to maturity.
FTSE 100 6,741.8 (c) (-0.76%)
*Indicative Information, Source Société Générale at 10/12/2018 16:29:25
Covered Warrants (16 product(s) available)
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| R | Underlying | Type | Strike | Expiry | Parity | Bid* | Ask* | Intraday Perf | +/- Spot | EPIC | Simulated Price | Simulated var % | |
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Risk Scale: + 0,1,2,3,4 - Unsuitable: 5 |
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| 4 | FTSE 100 | Call | 6,800.00 | 21/12/2018 | 1000/1 | £ 0.0920 (c) | £ 0.0980 (c) | -26.92% | -0.66% | CW01 | £0.0920 | -- | |
| 4 | FTSE 100 | Put | 6,800.00 | 21/12/2018 | 1000/1 | £ 0.1580 (c) | £ 0.1600 (c) | +14.39% | -0.70% | CW04 | £0.1580 | -- | |
| 3 | FTSE 100 | Put | 7,600.00 | 21/12/2018 | 1000/1 | £ 0.8600 (c) | £ 0.8810 (c) | +7.14% | -0.66% | CW05 | £0.8600 | -- | |
| 3 | FTSE 100 | Put | 8,300.00 | 21/12/2018 | 1000/1 | £ 1.5440 (c) | £ 1.5540 (c) | +2.72% | -0.65% | CW06 | £1.5440 | -- | |
| 3 | FTSE 100 | Call | 6,800.00 | 15/03/2019 | 1000/1 | £ 0.2140 (c) | £ 0.2160 (c) | -9.66% | -0.70% | CW07 | £0.2140 | -- | |
| 3 | FTSE 100 | Put | 6,800.00 | 15/03/2019 | 1000/1 | £ 0.3380 (c) | £ 0.3400 (c) | +10.06% | -0.71% | CW10 | £0.3380 | -- | |
| 2 | FTSE 100 | Put | 7,600.00 | 15/03/2019 | 1000/1 | £ 0.9350 (c) | £ 0.9420 (c) | +4.80% | -0.66% | CW11 | £0.9350 | -- | |
| 2 | FTSE 100 | Put | 8,300.00 | 15/03/2019 | 1000/1 | £ 1.6260 (c) | £ 1.6380 (c) | +3.78% | -0.65% | CW12 | £1.6260 | -- | |
| 2 | FTSE 100 | Call | 6,800.00 | 21/06/2019 | 1000/1 | £ 0.2810 (c) | £ 0.2830 (c) | -5.05% | -0.71% | CW13 | £0.2810 | -- | |
| 2 | FTSE 100 | Put | 6,800.00 | 21/06/2019 | 1000/1 | £ 0.4860 (c) | £ 0.4920 (c) | +9.40% | -0.65% | CW16 | £0.4860 | -- | |
| 2 | FTSE 100 | Put | 7,600.00 | 21/06/2019 | 1000/1 | £ 1.0420 (c) | £ 1.0490 (c) | +4.81% | -0.53% | CW17 | £1.0420 | -- | |
| 2 | FTSE 100 | Put | 8,300.00 | 21/06/2019 | 1000/1 | £ 1.6890 (c) | £ 1.7010 (c) | +2.76% | -0.68% | CW18 | £1.6890 | -- | |
| 2 | FTSE 100 | Call | 6,800.00 | 20/09/2019 | 1000/1 | £ 0.3060 (c) | £ 0.3120 (c) | -5.21% | -0.70% | CW19 | £0.3060 | -- | |
| 2 | FTSE 100 | Put | 6,800.00 | 20/09/2019 | 1000/1 | £ 0.5600 (c) | £ 0.5650 (c) | +5.44% | -0.68% | CW22 | £0.5600 | -- | |
| 1 | FTSE 100 | Put | 7,600.00 | 20/09/2019 | 1000/1 | £ 1.1330 (c) | £ 1.1580 (c) | +5.48% | -0.72% | CW23 | £1.1330 | -- | |
| 1 | FTSE 100 | Put | 8,300.00 | 20/09/2019 | 1000/1 | £ 1.7570 (c) | £ 1.7690 (c) | +2.26% | -0.66% | CW24 | £1.7570 | -- | |
Please note. The selection is for illustrative purposes only and is not a recommendation or advice. The information provided is Indicative only. Such forecasts are not a reliable indicator of future performance. They do not take into account potential brokerage fees and must be considered as potential Gross Performance. These results are not based on and do not refer to simulated past performance. They are based on reasonable assumptions of the selected Covered Warrants sensitivtity to three variablles; volatility, time to expiry and the performance of the underlying asset.
