ITUBW281 - Itaú Unibanco
Opções
R$ 28,06
Preço de Exercício
16/11/2020
Vencimento
22 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 25,44
-0,33 (-1,28 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 2,72
Valor Teórico
R$ 2,62
Valor Intrínseco
R$ 0,10
Valor Extrínseco
-86,90 %
Delta
0,10045
Gamma
-0,01217
Theta
0,01336
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20202.222.172.722.322.7225.442.620.10-87 %0.10046-0.012170.0133734 %10 %
22/10/20202.502.472.522.482.4725.772.290.18-82 %0.11640-0.015870.0173635 %-22 %
21/10/20203.303.153.303.253.1524.513.55-0.40------17 %
20/10/20203.793.773.793.783.7924.293.770.02-94 %0.05693-0.005370.0082734 %-12 %
19/10/20204.274.274.334.314.3223.364.70-0.38------8 %
16/10/20204.794.704.794.774.7023.114.95-0.25-----6 %
15/10/20204.374.374.434.404.4323.494.57-0.14-----3 %
14/10/20204.284.254.324.294.3223.704.36-0.04-99 %0.021000.000650.0026426 %3 %
13/10/20204.094.094.204.184.2023.774.29-0.09------
08/10/20204.694.244.694.464.2424.073.990.25-83 %0.07143-0.015000.0197046 %-
06/10/20204.754.754.954.904.9222.875.19-0.27-----0 %
05/10/20204.904.904.904.904.9022.835.23-0.33-----0 %
02/10/20204.874.854.904.864.9022.595.47-0.57------
29/09/20205.305.305.305.305.3022.405.66-0.36-----6 %
28/09/20204.974.975.055.015.0122.905.16-0.15------
14/09/20204.394.394.394.394.3924.054.010.38-78 %0.07042-0.011830.0292742 %-
08/09/20203.753.754.093.924.09---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ITUBW267Europeu27,81-0,25
ITUBW264Europeu27,56-0,50
ITUBW254Europeu27,31-0,75
ITUBW268Europeu27,06-1,00
ITUBW269Europeu26,81-1,25
ITUBW259Europeu26,56-1,50
ITUBW237Europeu26,31-1,75
ITUBW253Europeu26,06-2,00
ITUBW227Europeu25,81-2,25
ITUBW256Europeu25,56-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ITUBW284Europeu28,560,50
ITUBW283Europeu29,061,00
ITUBW289Europeu29,561,50
ITUBW299Europeu29,811,75
ITUBW311Europeu30,062,00
ITUBW314Europeu30,312,25