GGBRW172 - Gerdau SA
Opções
R$ 17,18
Preço de Exercício
16/11/2020
Vencimento
25 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 23,06
0,06 (0,26 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
-2,68 %
Delta
0,01682
Gamma
-0,00630
Theta
0,00375
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.040.040.040.040.0423.060.000.04-3 %0.01683-0.006310.0037561 %-
19/10/20200.150.050.150.130.0522.750.000.05-3 %0.02012-0.006650.0046258 %-
14/10/20200.150.150.150.150.1522.110.000.15-7 %0.03383-0.012620.0092364 %-
09/10/20200.150.140.150.140.1421.800.000.14-8 %0.03652-0.010420.0097256 %-
01/10/20200.250.250.250.250.2520.750.000.25-12 %0.05498-0.011770.0148952 %9 %
30/09/20200.270.210.270.230.2320.800.000.23-12 %0.05381-0.010810.0146050 %-
24/09/20200.400.400.400.400.4020.680.000.40-16 %0.05562-0.013940.0188056 %18 %
23/09/20200.340.340.340.340.3420.650.000.34-15 %0.05668-0.012110.0181552 %-11 %
22/09/20200.370.370.380.370.3820.720.000.38-15 %0.05509-0.012810.0189554 %-
18/09/20200.350.350.350.350.3520.960.000.35-14 %0.05132-0.011750.0186453 %-
14/09/20200.350.350.350.350.3520.280.000.35-16 %0.06381-0.010020.0204445 %-13 %
11/09/20200.400.400.400.400.4019.910.000.40-18 %0.07163-0.010300.0220644 %-
21/08/20200.720.590.720.590.59--------7 %
20/08/20200.550.550.550.550.55--------20 %
19/08/20200.460.460.460.460.46---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
GGBRW169Europeu16,93-0,25
GGBRW166Europeu16,68-0,50
GGBRW164Europeu16,43-0,75
GGBRW161Europeu16,18-1,00
GGBRW159Europeu15,93-1,25
GGBRW157Europeu15,68-1,50
GGBRW154Europeu15,43-1,75
GGBRW151Europeu15,18-2,00
GGBRW149Europeu14,93-2,25
GGBRW147Europeu14,68-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
GGBRW174Europeu17,430,25
GGBRW176Europeu17,680,50
GGBRW179Europeu17,930,75
GGBRW181Europeu18,181,00
GGBRW184Europeu18,431,25
GGBRW186Europeu18,681,50
GGBRW189Europeu18,931,75
GGBRW191Europeu19,182,00
GGBRW194Europeu19,432,25
GGBRW196Europeu19,682,50