ITUBW256 - Itaú Unibanco
Opções
R$ 25,56
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 24,67
0,38 (1,56 %)
21/10/2020 15:49
Calculadora Black & Scholes
R$ 1,55
Valor Teórico
R$ 0,89
Valor Intrínseco
R$ 0,66
Valor Extrínseco
-60,33 %
Delta
0,14025
Gamma
-0,02537
Theta
0,02339
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
20/10/20201.711.521.711.641.5624.291.270.29-72 %0.17339-0.015850.0220930 %-29 %
19/10/20202.401.902.402.012.2023.362.200.00-93 %0.09599-0.002570.0083921 %-12 %
16/10/20202.272.272.512.402.5123.112.450.06-88 %0.10518-0.006830.0127428 %24 %
15/10/20202.302.032.302.232.0323.492.07-0.04-99 %0.032830.001410.0018612 %-5 %
14/10/20202.001.952.132.062.1323.701.860.27-76 %0.13401-0.014210.0218733 %7 %
13/10/20202.081.832.201.992.0023.771.790.21-78 %0.14299-0.011400.0214629 %-
09/10/20202.141.492.262.061.8524.001.560.29-73 %0.14998-0.012370.0248629 %-4 %
08/10/20202.121.802.142.061.9324.071.490.44-69 %0.13724-0.015530.0273833 %-36 %
07/10/20203.002.793.032.963.0022.702.860.14-84 %0.09645-0.008980.0178134 %22 %
06/10/20202.502.462.552.512.4622.872.69-0.23------14 %
05/10/20202.802.642.932.872.8522.832.730.12-85 %0.10052-0.007550.0182430 %10 %
02/10/20202.602.602.602.602.6022.592.97-0.37------19 %
01/10/20203.203.203.303.253.2022.523.040.16-84 %0.09178-0.008750.0194834 %3 %
30/09/20203.183.113.183.113.1122.503.060.05-89 %0.08552-0.004590.0151228 %-3 %
29/09/20203.203.203.203.203.2022.403.160.04-90 %0.08164-0.004130.0146227 %-
15/09/20202.322.322.322.322.3223.731.830.49-69 %0.11611-0.010860.0344531 %-
28/08/20202.122.122.122.122.12---------
14/08/20202.182.182.182.182.18---------
04/08/20201.621.581.621.601.58---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ITUBW231Europeu25,31-0,25
ITUBW249Europeu25,06-0,50
ITUBW238Europeu24,81-0,75
ITUBW246Europeu24,56-1,00
ITUBW226Europeu24,31-1,25
ITUBW223Europeu24,06-1,50
ITUBW209Europeu23,81-1,75
ITUBW216Europeu23,56-2,00
ITUBW221Europeu23,31-2,25
ITUBW229Europeu23,06-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ITUBW227Europeu25,810,25
ITUBW253Europeu26,060,50
ITUBW237Europeu26,310,75
ITUBW259Europeu26,561,00
ITUBW269Europeu26,811,25
ITUBW268Europeu27,061,50
ITUBW254Europeu27,311,75
ITUBW264Europeu27,562,00
ITUBW267Europeu27,812,25
ITUBW281Europeu28,062,50