VALEK618 - Vale
Opções
R$ 59,54
Preço de Exercício
16/11/2020
Vencimento
22 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 4,57
Valor Teórico
R$ 3,91
Valor Intrínseco
R$ 0,66
Valor Extrínseco
80,12 %
Delta
0,05464
Gamma
-0,04800
Theta
0,04372
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20203.753.754.834.524.5763.453.910.6680 %0.05465-0.048010.0437333 %6 %
22/10/20203.963.824.524.324.3163.103.560.7578 %0.05782-0.048030.0475932 %2 %
21/10/20203.353.354.324.134.2462.853.310.9375 %0.05775-0.051540.0521833 %22 %
20/10/20203.623.473.863.703.4761.842.301.1769 %0.06666-0.051720.0585032 %-11 %
19/10/20204.253.744.474.003.9061.952.411.4968 %0.05731-0.059210.0614937 %-5 %
16/10/20204.394.074.394.234.1162.242.701.4169 %0.05560-0.055890.0619436 %-3 %
15/10/20204.013.934.374.134.2562.472.931.3271 %0.05478-0.052100.0622535 %-10 %
14/10/20204.064.044.704.364.7063.003.461.2473 %0.05063-0.050030.0616735 %18 %
13/10/20203.363.364.314.043.9962.142.601.3969 %0.05730-0.048020.0662033 %-
09/10/20203.733.404.503.593.6561.602.061.5966 %0.05969-0.046130.0711532 %2 %
08/10/20203.113.013.743.443.5761.291.751.8264 %0.05841-0.047400.0738733 %16 %
07/10/20202.062.063.313.013.0760.170.632.4457 %0.05827-0.049770.0773634 %27 %
06/10/20203.002.373.212.672.4158.620.002.4148 %0.05738-0.049640.0776936 %-18 %
05/10/20202.852.853.092.982.9559.590.052.9053 %0.05540-0.049730.0801536 %15 %
02/10/20202.552.502.982.702.5658.320.002.5647 %0.05215-0.050850.0798138 %-2 %
01/10/20203.102.473.152.572.6158.860.002.6149 %0.05568-0.046680.0820635 %-11 %
30/09/20203.172.783.503.222.9359.110.002.9351 %0.05194-0.048470.0836637 %10 %
29/09/20202.952.673.373.132.6758.350.002.6747 %0.05066-0.047930.0836937 %-11 %
28/09/20203.522.963.553.302.9958.780.002.9950 %0.04870-0.048690.0857138 %-14 %
25/09/20203.263.223.493.263.4959.250.003.4952 %0.04472-0.051350.0874641 %12 %
24/09/20203.413.103.413.233.1158.660.003.1150 %0.04631-0.048430.0879439 %-9 %
23/09/20202.812.713.452.953.4159.100.003.4152 %0.04495-0.048580.0897039 %16 %
22/09/20203.242.853.242.932.9557.810.002.9546 %0.04367-0.048170.0886241 %-5 %
21/09/20203.502.963.503.073.1260.000.462.6656 %0.05612-0.036980.0924830 %-22 %
18/09/20204.534.014.534.154.0161.662.121.8965 %0.05340-0.033830.0899628 %9 %
17/09/20203.573.573.693.633.6962.082.541.1572 %0.06459-0.024170.0840121 %10 %
16/09/20203.363.363.363.363.3660.971.431.9362 %0.06066-0.030280.0937925 %-
14/09/20203.903.903.993.963.9961.912.371.6268 %0.05609-0.028340.0919525 %-
28/07/20205.005.005.005.005.00---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK623Europeu60,040,50
VALEK628Americano60,541,00
VALEK633Europeu61,041,50
VALEK638Americano61,542,00
VALEK643Europeu62,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK613Europeu59,04-0,50
VALEK608Americano58,54-1,00
VALEK603Europeu58,04-1,50
VALEK598Americano57,54-2,00
VALEK605Europeu57,04-2,50