GGBRK214 - Gerdau SA
Opções
R$ 21,43
Preço de Exercício
16/11/2020
Vencimento
25 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 23,06
0,06 (0,26 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 2,20
Valor Teórico
R$ 1,63
Valor Intrínseco
R$ 0,57
Valor Extrínseco
73,32 %
Delta
0,10600
Gamma
-0,02942
Theta
0,01986
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20202.272.152.272.252.2023.061.630.5773 %0.10600-0.029420.0198651 %-
19/10/20202.022.022.022.022.0222.751.320.7069 %0.11044-0.028850.0220350 %-
15/10/20201.501.501.991.711.9922.671.240.7568 %0.11027-0.027130.0233849 %21 %
14/10/20201.751.601.751.631.6522.110.680.9762 %0.11880-0.027540.0249949 %0 %
13/10/20201.371.371.651.381.6521.980.551.1060 %0.11381-0.028210.0257051 %-
09/10/20201.601.411.801.461.4121.800.371.0458 %0.12930-0.023540.0268244 %-30 %
08/10/20202.002.002.002.002.0022.250.821.1862 %0.09703-0.028440.0271355 %-
05/10/20201.321.321.501.351.5021.800.371.1358 %0.12051-0.021960.0288244 %50 %
02/10/20200.980.981.000.991.0020.600.001.0044 %0.11830-0.021840.0279647 %11 %
01/10/20200.950.900.950.900.9020.750.000.9044 %0.13460-0.018750.0286540 %-26 %
30/09/20201.241.211.251.241.2120.800.001.2147 %0.10862-0.022760.0293850 %22 %
29/09/20200.990.990.990.990.9920.210.000.9941 %0.10635-0.021540.0283650 %-8 %
28/09/20201.161.081.161.141.0820.540.001.0844 %0.11007-0.020870.0296648 %8 %
25/09/20201.221.001.221.021.0020.510.001.0043 %0.11533-0.019260.0299345 %-18 %
24/09/20201.221.221.221.221.2220.680.001.2247 %0.10450-0.021070.0308949 %-
22/09/20201.301.301.301.301.3020.720.001.3047 %0.10049-0.020870.0318250 %2 %
21/09/20201.161.161.281.261.2820.590.001.2846 %0.09840-0.020680.0319750 %-20 %
18/09/20201.601.601.601.601.6020.960.001.6051 %0.08937-0.022400.0330754 %0 %
17/09/20201.581.581.601.581.6021.440.011.5954 %0.10104-0.019290.0340346 %10 %
16/09/20201.451.451.451.451.4521.190.001.4552 %0.10395-0.018490.0342145 %-9 %
15/09/20201.591.591.671.641.6021.450.021.5855 %0.10141-0.018370.0348444 %-
11/09/20201.011.011.011.011.0119.910.001.0140 %0.09769-0.017140.0322347 %-
08/09/20200.840.400.840.830.40---------
03/09/20200.300.300.300.300.30---------
28/08/20200.750.750.750.750.75---------
05/08/20201.001.001.001.001.00--------11 %
04/08/20200.900.900.900.900.90---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
GGBRK216Europeu21,680,25
GGBRK219Americano21,930,50
GGBRK221Europeu22,180,75
GGBRK224Americano22,431,00
GGBRK226Europeu22,681,25
GGBRK229Americano22,931,50
GGBRK231Europeu23,181,75
GGBRK234Americano23,432,00
GGBRK236Europeu23,682,25
GGBRK240Americano23,932,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
GGBRK211Europeu21,18-0,25
GGBRK209Americano20,93-0,50
GGBRK206Europeu20,68-0,75
GGBRK204Americano20,43-1,00
GGBRK201Europeu20,18-1,25
GGBRK199Americano19,93-1,50
GGBRK196Europeu19,68-1,75
GGBRK194Americano19,43-2,00
GGBRK191Europeu19,18-2,25
GGBRK189Americano18,93-2,50