VALEK573 - Vale
Opções
R$ 55,04
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,10
0,25 (0,40 %)
22/10/2020 17:00
Calculadora Black & Scholes
R$ 8,52
Valor Teórico
R$ 8,06
Valor Intrínseco
R$ 0,46
Valor Extrínseco
89,42 %
Delta
0,02501
Gamma
-0,04291
Theta
0,02937
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20208.528.528.528.528.5263.108.060.4689 %0.02502-0.042920.0293745 %-
20/10/20207.027.027.517.327.3261.846.800.5287 %0.03098-0.040030.0345040 %-3 %
19/10/20208.077.448.327.867.5661.956.910.6586 %0.03065-0.044900.0385743 %-5 %
16/10/20207.907.908.057.947.9262.247.200.7285 %0.02927-0.046540.0405645 %0 %
15/10/20207.967.947.967.957.9462.477.430.5188 %0.02774-0.034790.0353239 %-3 %
14/10/20208.208.208.208.208.2063.007.960.2494 %0.02048-0.018020.0215230 %8 %
13/10/20207.847.627.947.937.6262.147.100.5288 %0.02925-0.031880.0374836 %-
09/10/20206.926.926.926.926.9261.606.560.3691 %0.03016-0.021510.0324029 %0 %
08/10/20206.906.906.936.926.9261.296.250.6785 %0.03403-0.032910.0457835 %13 %
07/10/20206.106.106.116.106.1160.175.130.9880 %0.03967-0.039220.0556436 %21 %
06/10/20205.454.955.475.435.0658.623.581.4872 %0.04585-0.045410.0656238 %-11 %
05/10/20205.855.705.855.735.7059.594.551.1577 %0.04227-0.039500.0612936 %13 %
02/10/20205.045.045.045.045.0458.323.281.7670 %0.04453-0.046920.0700939 %-
30/09/20206.076.076.076.076.0759.114.072.0071 %0.03686-0.051210.0720544 %-2 %
29/09/20206.176.176.176.176.1758.353.312.8666 %0.03345-0.061160.0768052 %3 %
28/09/20205.905.906.005.956.0058.783.742.2669 %0.03632-0.051550.0757645 %1 %
25/09/20205.655.655.945.915.9259.254.211.7173 %0.03885-0.042490.0731539 %4 %
24/09/20206.305.726.306.175.7258.663.622.1069 %0.03851-0.045910.0773841 %-7 %
23/09/20205.885.886.175.896.1759.104.062.1170 %0.03601-0.046250.0777043 %16 %
22/09/20205.215.215.365.325.3057.812.772.5366 %0.03918-0.046800.0820842 %0 %
21/09/20205.305.305.305.305.3060.004.960.3491 %0.03942-0.011970.0376917 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK580Americano55,540,50
VALEK560Europeu56,041,00
VALEK600Americano56,541,50
VALEK605Europeu57,042,00
VALEK598Americano57,542,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK568Americano54,54-0,50
VALEK540Europeu54,04-1,00
VALEK558Americano53,54-1,50
VALEK530Europeu53,04-2,00
VALEK550Americano52,54-2,50