PETRK247 - Petrobrás
Opções
R$ 24,20
Preço de Exercício
16/11/2020
Vencimento
27 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 19,84
0,32 (1,64 %)
20/10/2020 12:36
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
4,52 %
Delta
0,03355
Gamma
-0,00432
Theta
0,00388
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
19/10/20200.050.030.050.040.0419.520.000.044 %0.03922-0.005480.0049744 %-33 %
16/10/20200.060.040.060.050.0619.330.000.066 %0.04360-0.007160.0062348 %0 %
15/10/20200.050.050.070.050.0619.750.000.066 %0.04822-0.006690.0067843 %-14 %
14/10/20200.080.070.100.080.0719.970.000.077 %0.05363-0.007100.0077741 %-22 %
13/10/20200.080.070.090.080.0920.130.000.098 %0.06008-0.008100.0092441 %-
09/10/20200.110.080.110.090.0919.800.000.098 %0.05534-0.007640.0091843 %-25 %
08/10/20200.100.080.130.100.1220.440.000.1210 %0.06985-0.008700.0117839 %33 %
07/10/20200.110.080.110.090.0919.790.000.098 %0.05525-0.007100.0095141 %-25 %
06/10/20200.160.120.170.140.1219.930.000.1210 %0.06137-0.008380.0113642 %-8 %
05/10/20200.160.120.160.130.1320.030.000.1310 %0.06396-0.008530.0121641 %30 %
02/10/20200.120.100.130.110.1019.020.000.108 %0.04815-0.007220.0095346 %-38 %
01/10/20200.120.100.160.120.1619.850.000.1612 %0.06380-0.009390.0134644 %23 %
30/09/20200.160.130.160.130.1319.610.000.1310 %0.05816-0.007960.0120643 %0 %
29/09/20200.150.120.160.130.1319.310.000.1310 %0.05462-0.007860.0117945 %-24 %
28/09/20200.230.170.230.180.1719.630.000.1712 %0.06155-0.009090.0140744 %-19 %
25/09/20200.210.190.230.200.2120.130.000.2114 %0.07062-0.009940.0166042 %-5 %
24/09/20200.220.200.260.230.2220.400.000.2215 %0.07555-0.009800.0177440 %-4 %
23/09/20200.280.230.290.270.2320.230.000.2315 %0.07288-0.009970.0179141 %-26 %
22/09/20200.210.210.370.310.3120.800.000.3119 %0.08403-0.011400.0216740 %-9 %
21/09/20200.400.330.400.350.3420.900.000.3420 %0.08580-0.011740.0228940 %-29 %
18/09/20200.580.460.580.500.4821.650.000.4826 %0.09929-0.013370.0278438 %-13 %
17/09/20200.470.470.580.520.5522.150.000.5530 %0.11037-0.013410.0307335 %10 %
16/09/20200.520.500.560.530.5021.730.000.5027 %0.10061-0.012990.0290537 %-6 %
15/09/20200.570.510.620.540.5321.670.000.5327 %0.09764-0.013300.0295638 %-4 %
14/09/20200.570.530.570.550.5521.680.000.5528 %0.09700-0.013330.0301639 %-14 %
11/09/20200.710.640.740.680.6421.880.000.6430 %0.09764-0.014090.0320839 %-14 %
10/09/20200.840.740.840.760.7422.120.000.7433 %0.09843-0.014750.0340239 %-19 %
09/09/20200.910.880.960.920.9122.730.000.9139 %0.10474-0.015180.0372538 %8 %
08/09/20200.900.770.900.830.8422.260.000.8435 %0.09656-0.015150.0358040 %-
04/09/20201.040.951.040.960.9522.920.000.9540 %0.10788-0.014260.0391636 %-1 %
03/09/20201.020.951.021.000.96--------0 %
02/09/20201.040.961.040.990.96--------1 %
01/09/20200.900.901.030.950.95--------23 %
31/08/20200.840.760.840.790.77---------13 %
28/08/20200.800.800.880.840.88--------0 %
27/08/20200.900.830.900.870.88--------4 %
26/08/20200.980.851.200.920.85---------18 %
25/08/20201.041.041.041.041.04---------5 %
24/08/20201.101.071.121.101.10--------13 %
21/08/20201.020.961.020.970.97---------11 %
20/08/20201.181.041.181.091.09---------13 %
19/08/20201.281.251.341.291.25---------
11/08/20201.671.671.671.671.67---------
06/08/20201.661.661.661.661.66---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
PETRK252Europeu24,450,25
PETRK246Americano24,700,50
PETRK249Europeu24,950,75
PETRK251Americano25,201,00
PETRK263Europeu25,451,25
PETRK256Americano25,701,50
PETRK259Europeu25,951,75
PETRK26Americano26,202,00
PETRK264Europeu26,452,25
PETRK275Americano26,702,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
PETRK239Europeu23,95-0,25
PETRK236Americano23,70-0,50
PETRK234Europeu23,45-0,75
PETRK232Americano23,20-1,00
PETRK223Europeu22,95-1,25
PETRK226Americano22,70-1,50
PETRK224Europeu22,45-1,75
PETRK222Americano22,20-2,00
PETRK214Europeu21,95-2,25
PETRK208Americano21,70-2,50