BBASW346 - Banco do Brasil
Opções
R$ 34,22
Preço de Exercício
16/11/2020
Vencimento
23 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 33,53
-0,12 (-0,36 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 1,50
Valor Teórico
R$ 0,69
Valor Intrínseco
R$ 0,81
Valor Extrínseco
-57,25 %
Delta
0,13774
Gamma
-0,03333
Theta
0,03250
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20201.251.101.501.391.5033.530.690.81-57 %0.13775-0.033340.0325134 %0 %
22/10/20201.471.471.501.481.5033.650.570.93-55 %0.13046-0.033780.0339235 %-35 %
21/10/20202.302.302.312.302.3132.251.970.34-75 %0.12074-0.021570.0270631 %-14 %
20/10/20202.982.692.982.722.6932.012.210.48-72 %0.10286-0.026740.0288838 %-18 %
19/10/20203.303.303.303.303.3030.603.62-0.32------13 %
16/10/20203.463.463.813.783.8130.273.95-0.14-----10 %
15/10/20203.293.293.453.413.4531.063.160.29-80 %0.08478-0.018710.0251237 %-
13/10/20203.373.373.503.453.4831.053.170.31-79 %0.08418-0.017940.0267736 %-
09/10/20203.283.283.543.483.5431.043.180.36-78 %0.08282-0.018260.0289737 %7 %
08/10/20203.633.303.633.503.3031.252.970.33-78 %0.08826-0.016230.0296633 %-25 %
07/10/20204.364.364.404.394.4029.814.41-0.01-94 %0.04691-0.002890.0115726 %-
05/10/20204.154.154.154.154.1530.233.990.16-85 %0.06902-0.010400.0234532 %4 %
02/10/20204.004.004.004.004.0029.714.51-0.51------
30/09/20204.504.504.654.644.6529.624.600.05-90 %0.05521-0.005690.0180530 %-
22/09/20203.953.953.953.953.9530.823.400.55-74 %0.07372-0.016380.0387037 %5 %
21/09/20203.753.753.753.753.7530.883.340.41-76 %0.07829-0.013110.0372233 %10 %
18/09/20203.413.413.413.413.4131.342.880.53-73 %0.08312-0.014330.0413632 %-
25/08/20202.752.752.752.752.75--------0 %
24/08/20202.742.742.742.742.74---------
19/08/20203.403.403.403.403.40---------
11/08/20202.352.352.352.352.35---------
03/08/20202.002.002.362.142.36---------
29/07/20202.002.002.002.002.00---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
BBASW344Europeu33,97-0,25
BBASW341Europeu33,72-0,50
BBASW339Europeu33,47-0,75
BBASW332Europeu33,22-1,00
BBASW334Europeu32,97-1,25
BBASW331Europeu32,72-1,50
BBASW329Europeu32,47-1,75
BBASW322Europeu32,22-2,00
BBASW324Europeu31,97-2,25
BBASW321Europeu31,72-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
BBASW349Europeu34,470,25
BBASW347Europeu34,720,50
BBASW354Europeu34,970,75
BBASW356Europeu35,221,00
BBASW359Europeu35,471,25
BBASW357Europeu35,721,50
BBASW364Europeu35,971,75
BBASW362Europeu36,222,00
BBASW369Europeu36,472,25
BBASW374Europeu36,972,75