GGBRW184 - Gerdau SA
Opções
R$ 18,43
Preço de Exercício
16/11/2020
Vencimento
22 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 23,28
0,10 (0,43 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
-3,73 %
Delta
0,02553
Gamma
-0,00804
Theta
0,00468
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.050.050.050.050.0523.180.000.05-4 %0.02637-0.007530.0048753 %-38 %
21/10/20200.080.080.080.080.0823.060.000.08-5 %0.03210-0.010040.0065456 %-33 %
20/10/20200.070.070.120.070.1223.000.000.12-7 %0.03646-0.012750.0082759 %-
15/10/20200.210.210.210.210.2122.670.000.21-10 %0.04448-0.016040.0117161 %-
13/10/20200.250.230.250.230.2321.980.000.23-12 %0.05596-0.014830.0133854 %-
09/10/20200.200.200.270.240.2521.800.000.25-13 %0.05970-0.014250.0145752 %-
07/10/20200.180.160.190.160.1822.400.000.18-10 %0.04741-0.011050.0126550 %-40 %
06/10/20200.300.300.300.300.3021.700.000.30-15 %0.06172-0.014330.0165051 %0 %
05/10/20200.280.270.300.280.3021.800.000.30-14 %0.05964-0.013980.0166551 %-
01/10/20200.490.460.490.480.4620.750.000.46-21 %0.08250-0.015540.0210248 %12 %
30/09/20200.410.410.410.410.4120.800.000.41-20 %0.08282-0.014020.0206946 %-35 %
29/09/20200.630.630.630.630.6320.210.000.63-27 %0.09218-0.016690.0238749 %-
22/09/20200.670.670.670.670.6720.720.000.67-24 %0.07480-0.016390.0250552 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
GGBRW181Europeu18,18-0,25
GGBRW179Europeu17,93-0,50
GGBRW176Europeu17,68-0,75
GGBRW174Europeu17,43-1,00
GGBRW172Europeu17,18-1,25
GGBRW169Europeu16,93-1,50
GGBRW166Europeu16,68-1,75
GGBRW164Europeu16,43-2,00
GGBRW161Europeu16,18-2,25
GGBRW159Europeu15,93-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
GGBRW186Europeu18,680,25
GGBRW189Europeu18,930,50
GGBRW191Europeu19,180,75
GGBRW194Europeu19,431,00
GGBRW196Europeu19,681,25
GGBRW199Europeu19,931,50
GGBRW201Europeu20,181,75
GGBRW204Europeu20,432,00
GGBRW206Europeu20,682,25
GGBRW209Europeu20,932,50