VALEK600 - Vale
Opções
R$ 56,54
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$ 6,95
Valor Teórico
R$ 6,56
Valor Intrínseco
R$ 0,39
Valor Extrínseco
89,23 %
Delta
0,03150
Gamma
-0,03578
Theta
0,02976
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20206.656.457.226.826.9563.106.560.3989 %0.03151-0.035780.0297737 %1 %
21/10/20205.835.806.916.456.9162.856.310.6086 %0.03400-0.045920.0375041 %18 %
20/10/20205.805.786.275.905.8761.845.300.5785 %0.04098-0.039840.0395935 %-4 %
19/10/20206.626.127.046.526.1261.955.410.7183 %0.03961-0.044510.0436638 %-5 %
16/10/20206.636.416.866.596.4362.245.700.7383 %0.03749-0.043890.0444638 %-3 %
15/10/20206.506.506.686.566.6162.475.930.6884 %0.03615-0.040290.0437837 %-5 %
14/10/20206.436.436.956.776.9563.006.460.4988 %0.03260-0.031020.0377933 %10 %
13/10/20206.586.176.586.316.3362.145.600.7383 %0.03813-0.038180.0474135 %-
09/10/20205.665.505.705.585.7061.605.060.6484 %0.04261-0.031140.0480330 %-1 %
08/10/20205.095.005.775.445.7761.294.751.0278 %0.04215-0.040880.0576035 %15 %
07/10/20204.974.975.004.995.0060.173.631.3773 %0.04703-0.044740.0652436 %22 %
06/10/20204.474.104.474.314.1058.622.082.0264 %0.05090-0.049600.0726738 %-16 %
05/10/20204.584.584.894.604.8959.593.051.8469 %0.04532-0.049110.0716039 %18 %
02/10/20204.404.154.404.304.1558.321.782.3762 %0.04803-0.050880.0761839 %-6 %
01/10/20204.424.004.424.264.4058.862.322.0865 %0.04788-0.047180.0760338 %-1 %
30/09/20204.954.465.024.964.4659.112.571.8967 %0.04865-0.043680.0761236 %1 %
29/09/20204.404.404.404.404.4058.351.812.5962 %0.04478-0.050000.0800040 %-7 %
28/09/20204.734.734.734.734.7358.782.242.4964 %0.04300-0.049140.0805041 %-5 %
25/09/20204.454.455.004.625.0059.252.712.2966 %0.04222-0.046800.0805040 %4 %
24/09/20204.874.814.874.844.8158.662.122.6963 %0.04149-0.048850.0832041 %-7 %
23/09/20204.504.295.194.525.1959.102.562.6365 %0.03945-0.048620.0836842 %17 %
22/09/20204.374.204.454.294.4457.811.273.1759 %0.04153-0.048740.0865242 %-1 %
21/09/20204.564.254.614.454.5060.003.461.0476 %0.05424-0.025660.0733125 %-27 %
18/09/20205.955.956.156.066.1561.665.121.0380 %0.03949-0.027790.0687129 %6 %
17/09/20205.805.805.805.805.8062.085.540.2695 %0.02770-0.008610.0255615 %-
14/09/20205.905.805.905.815.8061.915.370.4390 %0.03761-0.013140.0456118 %-
10/09/20204.404.014.404.274.0158.531.992.0265 %0.05237-0.030660.0921729 %-16 %
09/09/20204.804.754.884.764.80--------4 %
08/09/20204.004.004.664.354.60---------
03/09/20203.453.454.554.454.55---------
31/08/20204.884.885.345.165.14---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK605Europeu57,040,50
VALEK598Americano57,541,00
VALEK603Europeu58,041,50
VALEK608Americano58,542,00
VALEK613Europeu59,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK560Europeu56,04-0,50
VALEK580Americano55,54-1,00
VALEK573Europeu55,04-1,50
VALEK568Americano54,54-2,00
VALEK540Europeu54,04-2,50