JBSSW215 - JBS
Opções
R$ 20,96
Preço de Exercício
16/11/2020
Vencimento
19 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 20,42
-0,67 (-3,18 %)
27/10/2020 17:00
Calculadora Black & Scholes
R$ 1,10
Valor Teórico
R$ 0,54
Valor Intrínseco
R$ 0,56
Valor Extrínseco
-58,07 %
Delta
0,19356
Gamma
-0,02718
Theta
0,01844
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
27/10/20200.880.881.161.081.1020.420.540.56-58 %0.19356-0.027180.0184443 %24 %
26/10/20200.640.640.890.810.8921.090.000.89-45 %0.16303-0.031270.0199848 %24 %
23/10/20200.540.540.750.670.7221.300.000.72-41 %0.17293-0.026720.0205143 %53 %
22/10/20200.540.430.540.450.4722.030.000.47-30 %0.14704-0.023470.0194442 %-2 %
21/10/20200.470.400.500.450.4822.090.000.48-29 %0.14088-0.022850.0199442 %2 %
20/10/20200.520.450.600.480.4722.360.000.47-27 %0.12371-0.022760.0199144 %-22 %
19/10/20200.420.410.670.530.6022.140.000.60-31 %0.12372-0.024410.0215146 %50 %
16/10/20200.500.360.510.420.4023.200.000.40-21 %0.08930-0.021390.0187849 %-35 %
15/10/20201.100.501.100.610.6222.400.000.62-29 %0.10829-0.024050.0222249 %-27 %
14/10/20201.590.841.590.890.8521.480.000.85-40 %0.13697-0.022820.0245144 %-55 %
13/10/20201.901.901.901.901.9019.671.290.61-64 %0.13175-0.021090.0223048 %-
09/10/20201.771.752.041.842.0419.301.660.38-71 %0.13682-0.015180.0207641 %28 %
08/10/20201.661.591.661.591.5920.120.840.75-58 %0.13829-0.019410.0252244 %-4 %
07/10/20201.561.541.651.541.6519.961.000.65-61 %0.14152-0.017560.0250642 %1 %
06/10/20201.571.531.631.591.6320.110.850.78-58 %0.13419-0.018650.0261744 %16 %
05/10/20201.401.401.401.401.4020.460.500.90-53 %0.13810-0.018130.0275242 %-15 %
02/10/20201.631.631.641.631.6420.080.880.76-58 %0.13473-0.017220.0269642 %1 %
01/10/20201.611.601.631.621.6320.510.451.18-51 %0.11286-0.021100.0285949 %23 %
30/09/20201.381.331.401.381.3320.670.291.04-50 %0.13242-0.017320.0292741 %-11 %
29/09/20201.341.341.541.431.5020.360.600.90-54 %0.13268-0.016480.0290941 %4 %
28/09/20201.301.271.441.321.4420.620.341.10-50 %0.12380-0.017460.0300743 %40 %
25/09/20201.021.021.201.101.0321.600.001.03-39 %0.11121-0.017600.0306743 %8 %
24/09/20201.080.951.081.000.9521.660.000.95-38 %0.11502-0.016290.0309541 %-8 %
23/09/20200.810.811.030.891.0321.620.001.03-39 %0.11015-0.016750.0314842 %-
15/09/20200.470.470.470.470.4724.100.000.47-19 %0.06259-0.012570.0263743 %-24 %
14/09/20200.620.620.620.620.62---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
JBSSW212Europeu20,71-0,25
JBSSW21Europeu20,46-0,50
JBSSW205Europeu19,96-1,00
JBSSW197Europeu19,71-1,25
JBSSW194Europeu19,46-1,50
JBSSW190Europeu18,96-2,00
JBSSW185Europeu18,46-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
JBSSW214Europeu21,460,50
JBSSW219Europeu21,961,00
JBSSW230Europeu22,461,50
JBSSW229Europeu22,962,00
JBSSW237Europeu23,212,25
JBSSW234Europeu23,462,50
JBSSW242Europeu23,712,75