BBASK346 - Banco do Brasil
Opções
R$ 34,22
Preço de Exercício
16/11/2020
Vencimento
25 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 32,25
0,24 (0,75 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 0,30
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,30
Valor Extrínseco
22,98 %
Delta
0,12620
Gamma
-0,02082
Theta
0,02565
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.330.250.400.340.3132.250.000.3123 %0.12620-0.020820.0256628 %11 %
20/10/20200.190.190.330.280.2832.010.000.2821 %0.11666-0.019090.0247629 %87 %
19/10/20200.150.140.220.200.1530.600.000.1512 %0.07185-0.013640.0165832 %-6 %
16/10/20200.210.160.210.190.1630.270.000.1612 %0.06628-0.013940.0167334 %-45 %
15/10/20200.200.200.320.230.2931.060.000.2918 %0.08557-0.018860.0237234 %0 %
14/10/20200.410.290.410.350.2930.850.000.2918 %0.08085-0.018400.0236535 %-17 %
13/10/20200.330.300.400.340.3531.050.000.3520 %0.08463-0.019690.0262735 %-
09/10/20200.310.310.500.440.3831.040.000.3821 %0.08393-0.019260.0280135 %-5 %
08/10/20200.220.220.430.350.4031.250.000.4022 %0.08827-0.018820.0296533 %82 %
07/10/20200.240.220.240.230.2229.810.000.2213 %0.06210-0.013540.0209335 %-24 %
06/10/20200.350.290.350.310.2930.030.000.2916 %0.06658-0.015620.0242637 %4 %
05/10/20200.190.190.300.240.2830.230.000.2816 %0.06960-0.014540.0249034 %27 %
02/10/20200.320.220.330.220.2229.710.000.2213 %0.06086-0.012330.0217934 %-8 %
01/10/20200.200.190.240.210.2429.790.000.2414 %0.06252-0.012640.0231334 %-11 %
30/09/20200.280.240.310.260.2729.620.000.2715 %0.06094-0.013450.0241636 %-16 %
29/09/20200.350.320.350.330.3229.760.000.3216 %0.06328-0.014550.0265136 %-24 %
28/09/20200.600.420.600.530.4230.510.000.4221 %0.07368-0.016120.0317135 %27 %
25/09/20200.320.320.340.320.3330.300.000.3318 %0.07113-0.013540.0291532 %-15 %
24/09/20200.380.370.450.400.3930.420.000.3920 %0.07270-0.014630.0316033 %-11 %
23/09/20200.550.440.550.440.4430.180.000.4420 %0.06857-0.015750.0324736 %-21 %
22/09/20200.750.500.750.520.5630.820.000.5624 %0.07606-0.017150.0373335 %-5 %
21/09/20200.600.590.600.590.5930.880.000.5925 %0.07632-0.017230.0385135 %-21 %
18/09/20200.750.750.750.750.7531.340.000.7529 %0.07924-0.018910.0427035 %-17 %
17/09/20200.900.900.900.900.9032.150.000.9035 %0.08898-0.019010.0475132 %-
03/09/20202.002.002.002.002.00---------
01/09/20202.002.002.002.002.00--------26 %
31/08/20201.591.591.591.591.59---------14 %
28/08/20201.851.851.851.851.85---------
26/08/20201.391.391.391.391.39---------
31/07/20202.522.522.522.522.52---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
BBASK349Americano34,470,25
BBASK347Europeu34,720,50
BBASK354Americano34,970,75
BBASK356Europeu35,221,00
BBASK359Americano35,471,25
BBASK357Europeu35,721,50
BBASK364Americano35,971,75
BBASK362Europeu36,222,00
BBASK369Americano36,472,25
BBASK374Americano36,972,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
BBASK344Americano33,97-0,25
BBASK341Europeu33,72-0,50
BBASK339Americano33,47-0,75
BBASK332Europeu33,22-1,00
BBASK334Americano32,97-1,25
BBASK331Europeu32,72-1,50
BBASK329Americano32,47-1,75
BBASK322Europeu32,22-2,00
BBASK324Americano31,97-2,25
BBASK321Europeu31,72-2,50