VALEK628 - Vale
Opções
R$ 60,54
Preço de Exercício
16/11/2020
Vencimento
23 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$ 3,75
Valor Teórico
R$ 2,91
Valor Intrínseco
R$ 0,84
Valor Extrínseco
74,72 %
Delta
0,06562
Gamma
-0,05196
Theta
0,05011
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20203.252.953.913.233.7563.452.910.8475 %0.06563-0.051970.0501131 %9 %
22/10/20203.533.093.773.333.4563.102.560.8973 %0.07039-0.049080.0532329 %-1 %
21/10/20202.602.603.603.363.4862.852.311.1769 %0.06651-0.054630.0578932 %21 %
20/10/20203.052.763.252.962.8861.841.301.5862 %0.07103-0.056430.0634132 %-6 %
19/10/20203.503.053.843.383.0561.951.411.6462 %0.06741-0.056150.0649733 %-9 %
16/10/20203.753.353.783.553.3662.241.701.6664 %0.06261-0.056220.0660634 %-5 %
15/10/20203.443.233.703.463.5362.471.931.6065 %0.06102-0.053780.0669533 %-8 %
14/10/20203.343.303.973.613.8563.002.461.3969 %0.05906-0.049360.0662532 %13 %
13/10/20202.852.803.623.223.4062.141.601.8063 %0.06067-0.051780.0710933 %-
09/10/20203.132.763.143.003.1361.601.062.0759 %0.06134-0.049660.0752233 %4 %
08/10/20202.572.503.152.893.0161.290.752.2658 %0.06087-0.049180.0771033 %18 %
07/10/20202.202.202.802.452.5560.170.002.5551 %0.05972-0.049710.0784634 %29 %
06/10/20202.651.692.692.171.9858.620.001.9842 %0.05692-0.048110.0763035 %-21 %
05/10/20202.382.342.602.512.5059.590.002.5048 %0.05538-0.049760.0803436 %21 %
02/10/20202.202.062.452.212.0758.320.002.0742 %0.05284-0.048120.0782337 %-8 %
01/10/20202.722.062.752.392.2558.860.002.2544 %0.05399-0.046920.0812136 %-9 %
30/09/20202.602.352.982.702.4759.110.002.4746 %0.05215-0.047650.0832636 %9 %
29/09/20202.602.262.902.412.2658.350.002.2643 %0.05009-0.046820.0823837 %-10 %
28/09/20203.002.503.102.722.5058.780.002.5045 %0.04939-0.047100.0850037 %-10 %
25/09/20202.522.522.882.682.7859.250.002.7847 %0.04837-0.047430.0874337 %8 %
24/09/20202.942.583.022.872.5858.660.002.5845 %0.04752-0.046290.0871938 %-13 %
23/09/20202.352.353.002.512.9759.100.002.9747 %0.04496-0.048290.0895939 %16 %
22/09/20202.752.452.752.472.5657.810.002.5642 %0.04312-0.047200.0872841 %-3 %
21/09/20203.212.603.212.672.6460.000.002.6450 %0.05669-0.037200.0935230 %-25 %
18/09/20203.933.503.993.703.5061.661.122.3860 %0.05462-0.036020.0944529 %-1 %
17/09/20203.073.073.553.303.5562.081.542.0163 %0.05751-0.032430.0942127 %23 %
16/09/20203.012.893.012.952.8960.970.432.4656 %0.06104-0.032020.0974326 %-
14/09/20203.003.003.003.003.0061.911.371.6363 %0.06997-0.025270.0966021 %-
08/09/20202.652.652.802.782.80---------
04/09/20202.782.782.782.782.78---------
24/08/20204.084.084.454.204.45--------9 %
21/08/20204.164.084.164.154.08---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK633Europeu61,040,50
VALEK638Americano61,541,00
VALEK643Europeu62,041,50
VALEK648Americano62,542,00
VALEK630Europeu63,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK623Europeu60,04-0,50
VALEK618Americano59,54-1,00
VALEK613Europeu59,04-1,50
VALEK608Americano58,54-2,00
VALEK603Europeu58,04-2,50