ITUBW246 - Itaú Unibanco
Opções
R$ 24,56
Preço de Exercício
16/11/2020
Vencimento
19 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 24,89
-0,73 (-2,85 %)
27/10/2020 17:00
Calculadora Black & Scholes
R$ 0,69
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,69
Valor Extrínseco
-41,70 %
Delta
0,18046
Gamma
-0,02930
Theta
0,02245
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
27/10/20200.310.290.740.510.6924.890.000.69-42 %0.18046-0.029300.0224638 %68 %
26/10/20200.480.350.560.410.4125.620.000.41-29 %0.15790-0.024070.0209635 %-15 %
23/10/20200.390.300.480.400.4825.440.000.48-32 %0.16314-0.023890.0225135 %23 %
22/10/20200.770.380.770.510.3925.770.000.39-27 %0.14742-0.021320.0217434 %-51 %
21/10/20200.840.651.040.770.8024.510.050.75-49 %0.20090-0.021010.0256231 %-15 %
20/10/20201.240.901.240.940.9424.290.270.67-53 %0.19506-0.020310.0260331 %-34 %
19/10/20201.751.201.801.421.4323.361.200.23-73 %0.19142-0.012640.0211827 %-14 %
16/10/20201.581.581.681.641.6723.111.450.22-76 %0.16808-0.012480.0205329 %14 %
15/10/20201.671.371.671.531.4623.491.070.39-67 %0.17402-0.015820.0246631 %6 %
14/10/20201.331.311.431.371.3823.700.860.52-62 %0.16879-0.017400.0267132 %-2 %
13/10/20201.371.251.461.341.4123.770.790.62-60 %0.15774-0.018580.0278434 %-
09/10/20201.651.051.651.161.2924.000.560.73-56 %0.15682-0.017970.0298333 %0 %
08/10/20201.931.201.931.351.2924.070.490.80-54 %0.15110-0.018170.0306434 %-40 %
07/10/20202.022.022.152.122.1522.701.860.29-75 %0.13256-0.012210.0236432 %13 %
06/10/20201.711.711.911.881.9122.871.690.22-76 %0.14896-0.009520.0234527 %-8 %
05/10/20202.352.072.352.262.0722.831.730.34-73 %0.13478-0.012330.0257632 %-12 %
02/10/20201.871.872.361.992.3622.591.970.39-72 %0.11950-0.013670.0259936 %-
29/09/20202.322.322.502.322.5022.402.160.34-74 %0.11531-0.011740.0259635 %21 %
28/09/20201.831.522.231.982.0622.901.660.40-70 %0.13222-0.011590.0290031 %-
24/09/20202.232.022.232.202.0223.031.530.49-67 %0.12964-0.012230.0312232 %-14 %
23/09/20202.262.192.352.292.3522.482.080.27-76 %0.12296-0.008910.0266830 %5 %
22/09/20202.122.052.252.152.2323.101.460.77-62 %0.10903-0.015720.0338839 %-5 %
21/09/20202.472.262.492.332.3422.901.660.68-65 %0.10892-0.014570.0332838 %10 %
18/09/20202.001.952.132.052.1323.101.460.67-64 %0.11638-0.013510.0343335 %23 %
17/09/20201.921.731.951.891.7323.690.870.86-57 %0.12283-0.013790.0372634 %-1 %
16/09/20201.791.601.791.751.7423.660.900.84-57 %0.12334-0.013320.0375833 %1 %
15/09/20201.601.601.731.601.7323.730.830.90-56 %0.12063-0.013480.0383234 %15 %
14/09/20201.501.501.501.501.50--------0 %
11/09/20201.501.501.501.501.50--------0 %
10/09/20201.501.501.501.501.50---------1 %
09/09/20201.431.401.511.431.51---------4 %
08/09/20201.571.571.571.571.57---------
03/09/20201.551.401.551.461.45---------
01/09/20201.801.801.801.801.80---------3 %
31/08/20201.851.851.851.851.85--------14 %
28/08/20201.621.621.621.621.62---------
20/08/20201.901.901.901.901.90--------7 %
19/08/20201.781.781.781.781.78---------1 %
18/08/20201.801.801.801.801.80--------7 %
17/08/20201.691.691.691.691.69---------
12/08/20201.531.501.531.511.50---------
29/07/20200.870.750.870.810.75---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ITUBW226Europeu24,31-0,25
ITUBW223Europeu24,06-0,50
ITUBW209Europeu23,81-0,75
ITUBW216Europeu23,56-1,00
ITUBW221Europeu23,31-1,25
ITUBW229Europeu23,06-1,50
ITUBW206Europeu22,81-1,75
ITUBW224Europeu22,56-2,00
ITUBW214Europeu22,31-2,25
ITUBW219Europeu22,06-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ITUBW238Europeu24,810,25
ITUBW249Europeu25,060,50
ITUBW231Europeu25,310,75
ITUBW256Europeu25,561,00
ITUBW227Europeu25,811,25
ITUBW253Europeu26,061,50
ITUBW237Europeu26,311,75
ITUBW259Europeu26,562,00
ITUBW269Europeu26,812,25
ITUBW268Europeu27,062,50