ABEVK17 - Ambev
Opções
R$ 17,08
Preço de Exercício
16/11/2020
Vencimento
22 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 13,89
0,32 (2,36 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 0,02
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,02
Valor Extrínseco
3,45 %
Delta
0,05013
Gamma
-0,00367
Theta
0,00262
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20200.020.010.020.010.0213.890.000.023 %0.05013-0.003670.0026244 %-
21/10/20200.020.020.020.020.0213.370.000.023 %0.04192-0.003380.0024948 %0 %
20/10/20200.020.020.030.020.0213.380.000.023 %0.04207-0.003200.0025647 %0 %
19/10/20200.020.020.020.020.0213.150.000.023 %0.03923-0.003080.0025149 %-33 %
16/10/20200.020.020.030.020.0313.270.000.034 %0.04837-0.003980.0033649 %-
13/10/20200.060.050.060.050.0513.750.000.056 %0.06769-0.004970.0052645 %-
08/10/20200.060.060.060.060.0613.680.000.067 %0.07010-0.005090.0060545 %20 %
07/10/20200.040.040.100.090.0513.530.000.056 %0.06326-0.004340.0054444 %25 %
06/10/20200.040.040.050.040.0413.340.000.045 %0.05534-0.003590.0047343 %0 %
05/10/20200.040.040.040.040.0412.810.000.045 %0.04800-0.003570.0043748 %-
01/10/20200.030.030.030.030.0312.700.000.034 %0.04165-0.002710.0037446 %0 %
30/09/20200.030.030.030.030.0312.540.000.034 %0.04009-0.002640.0037047 %-
18/09/20200.040.040.040.040.0412.790.000.045 %0.04795-0.002630.0051042 %-20 %
17/09/20200.050.050.050.050.0513.160.000.056 %0.05722-0.002970.0062439 %-
15/09/20200.050.050.050.050.0512.890.000.056 %0.05339-0.002890.0060941 %0 %
14/09/20200.050.050.050.050.0512.570.000.056 %0.04952-0.002870.0058443 %-
27/08/20200.050.050.050.050.05---------
25/08/20200.070.070.070.070.07--------17 %
24/08/20200.060.060.060.060.06---------40 %
21/08/20200.100.100.100.100.10---------
18/08/20200.130.130.130.130.13--------30 %
17/08/20200.100.100.100.100.10---------
12/08/20200.140.140.140.140.14---------
05/08/20200.140.140.140.140.14---------26 %
04/08/20200.200.190.200.190.19---------24 %
03/08/20200.250.250.250.250.25---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ABEVK175Americano17,580,50
ABEVK190Americano18,581,50
ABEVK188Europeu18,831,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ABEVK168Europeu16,83-0,25
ABEVK170Americano16,58-0,50
ABEVK160Americano16,08-1,00
ABEVK155Americano15,58-1,50
ABEVK150Americano15,08-2,00
ABEVK148Europeu14,83-2,25
ABEVK145Americano14,58-2,50