VALEK598 - Vale
Opções
R$ 57,54
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 63,10
0,25 (0,40 %)
22/10/2020 17:00
Calculadora Black & Scholes
R$ 5,93
Valor Teórico
R$ 5,56
Valor Intrínseco
R$ 0,37
Valor Extrínseco
88,28 %
Delta
0,03827
Gamma
-0,03353
Theta
0,03161
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20205.645.556.255.955.9463.105.560.3888 %0.03828-0.033530.0316232 %-2 %
21/10/20205.204.976.105.746.0462.855.310.7382 %0.04032-0.050160.0428839 %18 %
20/10/20205.104.925.455.185.1061.844.300.8079 %0.04841-0.047560.0474935 %-3 %
19/10/20205.605.256.105.665.2561.954.410.8479 %0.04690-0.047100.0490436 %-6 %
16/10/20206.055.606.055.735.6162.244.700.9179 %0.04364-0.048340.0506237 %-3 %
15/10/20205.505.406.045.765.8062.474.930.8780 %0.04219-0.045380.0505537 %-7 %
14/10/20205.605.606.305.926.2563.005.460.7982 %0.03887-0.041820.0488836 %13 %
13/10/20205.075.035.855.485.5562.144.600.9579 %0.04408-0.043330.0547335 %-
09/10/20204.994.705.054.924.9761.604.060.9178 %0.04951-0.037440.0575431 %-1 %
08/10/20204.404.295.024.475.0261.293.751.2774 %0.04743-0.044410.0640235 %15 %
07/10/20204.133.944.384.264.3860.172.631.7567 %0.05026-0.048820.0708236 %21 %
06/10/20204.403.624.403.763.6258.621.082.5459 %0.05153-0.052960.0758439 %-11 %
05/10/20204.004.004.264.064.0759.592.052.0264 %0.05127-0.047850.0752236 %15 %
02/10/20203.673.504.103.573.5558.320.782.7757 %0.05051-0.051380.0786739 %3 %
01/10/20203.873.453.873.553.4558.861.322.1361 %0.05692-0.042940.0789933 %-12 %
30/09/20204.103.904.504.263.9059.111.572.3362 %0.05063-0.046150.0801436 %5 %
29/09/20204.003.704.464.253.7058.350.812.8957 %0.04845-0.048890.0823738 %-15 %
28/09/20204.484.204.484.274.3358.781.243.0959 %0.04259-0.052900.0834342 %2 %
25/09/20204.004.004.264.044.2659.251.712.5562 %0.04618-0.046230.0837838 %6 %
24/09/20204.374.034.494.274.0358.661.122.9159 %0.04577-0.047000.0857439 %-11 %
23/09/20203.753.504.553.834.5559.101.562.9961 %0.04173-0.049090.0866241 %15 %
22/09/20203.893.703.973.903.9757.810.273.7055 %0.04194-0.049990.0882542 %1 %
21/09/20204.103.904.193.973.9260.002.461.4669 %0.05804-0.029730.0828026 %-
17/09/20204.154.154.154.154.1562.084.54-0.39------10 %
16/09/20204.604.604.604.604.6060.973.431.1775 %0.05250-0.025900.0792125 %-
09/09/20204.154.154.204.154.20--------3 %
08/09/20204.054.054.104.084.08---------
02/09/20205.074.535.074.794.75---------
26/08/20205.395.395.395.395.39--------4 %
25/08/20205.385.195.385.215.19---------15 %
24/08/20206.036.006.246.106.10---------
20/08/20206.216.216.216.216.21--------2 %
19/08/20206.266.076.286.156.08---------
13/08/20205.565.265.565.265.26---------7 %
12/08/20205.415.415.795.655.65--------8 %
11/08/20205.245.165.245.195.22---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK603Europeu58,040,50
VALEK608Americano58,541,00
VALEK613Europeu59,041,50
VALEK618Americano59,542,00
VALEK623Europeu60,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK605Europeu57,04-0,50
VALEK600Americano56,54-1,00
VALEK560Europeu56,04-1,50
VALEK580Americano55,54-2,00
VALEK573Europeu55,04-2,50