VALEK605 - Vale
Opções
R$ 57,04
Preço de Exercício
16/11/2020
Vencimento
23 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 6,79
Valor Teórico
R$ 6,41
Valor Intrínseco
R$ 0,38
Valor Extrínseco
88,98 %
Delta
0,03249
Gamma
-0,03785
Theta
0,02950
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20205.805.806.916.776.8063.456.410.3989 %0.03250-0.037850.0295137 %2 %
22/10/20206.706.646.706.656.6463.106.060.5885 %0.03558-0.046930.0368040 %3 %
21/10/20205.705.516.475.856.4762.855.810.6684 %0.03708-0.047980.0401340 %20 %
20/10/20205.635.305.655.575.3961.844.800.5983 %0.04534-0.039680.0415633 %-7 %
19/10/20206.005.716.556.095.8261.954.910.9180 %0.04195-0.051420.0486340 %-4 %
16/10/20206.306.016.306.186.0762.245.200.8781 %0.04014-0.048300.0485039 %-4 %
15/10/20206.206.036.376.226.3262.475.430.8981 %0.03842-0.047450.0494139 %-1 %
14/10/20206.086.056.406.276.4063.005.960.4488 %0.03543-0.027960.0370830 %8 %
13/10/20205.255.256.195.445.9562.145.100.8581 %0.04103-0.041350.0514335 %-
09/10/20205.255.055.405.285.0561.604.560.4985 %0.04782-0.024880.0446125 %-5 %
08/10/20205.035.035.335.295.3361.294.251.0877 %0.04555-0.041160.0601334 %7 %
07/10/20204.104.105.004.285.0060.173.131.8769 %0.04429-0.053550.0698141 %29 %
06/10/20203.883.883.883.883.8858.621.582.3062 %0.05089-0.051900.0745038 %-19 %
05/10/20204.504.504.804.514.8059.592.552.2565 %0.04372-0.054490.0743842 %20 %
02/10/20204.273.804.273.864.0058.321.282.7260 %0.04700-0.053800.0776741 %0 %
01/10/20203.933.753.993.913.9958.861.822.1763 %0.05094-0.046260.0776736 %-14 %
30/09/20204.654.654.654.654.6559.112.072.5863 %0.04305-0.052670.0792242 %15 %
29/09/20204.064.054.064.054.0558.351.312.7460 %0.04656-0.049600.0813040 %-15 %
28/09/20205.104.585.104.584.7858.781.743.0461 %0.03999-0.054880.0823645 %1 %
25/09/20204.344.344.724.394.7259.252.212.5164 %0.04301-0.047970.0824040 %9 %
24/09/20204.794.354.794.354.3558.661.622.7361 %0.04444-0.047080.0844939 %-10 %
23/09/20203.433.434.834.014.8359.102.062.7763 %0.04102-0.048430.0852141 %16 %
22/09/20204.003.974.234.124.1857.810.773.4157 %0.04202-0.049180.0875242 %-3 %
21/09/20204.154.154.314.224.3160.002.961.3571 %0.05433-0.029500.0796527 %-26 %
18/09/20205.805.805.855.835.8561.664.621.2377 %0.04121-0.030550.0741830 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK598Americano57,540,50
VALEK603Europeu58,041,00
VALEK608Americano58,541,50
VALEK613Europeu59,042,00
VALEK618Americano59,542,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK600Americano56,54-0,50
VALEK560Europeu56,04-1,00
VALEK580Americano55,54-1,50
VALEK573Europeu55,04-2,00
VALEK568Americano54,54-2,50