VALEK633 - Vale
Opções
R$ 61,04
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,05
1,21 (1,96 %)
21/10/2020 15:36
Calculadora Black & Scholes
R$ 2,56
Valor Teórico
R$ 2,01
Valor Intrínseco
R$ 0,55
Valor Extrínseco
75,51 %
Delta
0,12120
Gamma
-0,03595
Theta
0,06164
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
20/10/20202.622.422.932.622.5761.840.801.7758 %0.07369-0.056900.0649632 %-10 %
19/10/20203.002.803.473.192.8461.950.911.9359 %0.06685-0.059250.0666434 %-7 %
16/10/20203.323.073.333.183.0762.241.201.8761 %0.06424-0.057570.0678434 %-5 %
15/10/20203.112.793.353.153.2462.471.431.8162 %0.06262-0.055380.0689634 %-9 %
14/10/20203.153.013.673.263.5763.001.961.6165 %0.06046-0.051920.0689533 %18 %
13/10/20202.562.533.312.903.0262.141.101.9260 %0.06452-0.050830.0726832 %-
09/10/20203.062.543.062.772.7861.600.562.2256 %0.06441-0.048730.0764132 %3 %
08/10/20202.282.252.842.682.7061.290.252.4554 %0.06285-0.048660.0780132 %19 %
07/10/20202.152.032.562.272.2660.170.002.2648 %0.06114-0.048340.0783433 %22 %
06/10/20202.351.752.362.061.8558.620.001.8540 %0.05504-0.048230.0752236 %-20 %
05/10/20202.132.132.352.272.3059.590.002.3045 %0.05490-0.049520.0798836 %20 %
02/10/20201.881.872.252.011.9258.320.001.9239 %0.05156-0.047770.0770737 %-2 %
01/10/20202.201.892.251.991.9658.860.001.9641 %0.05515-0.044600.0800534 %-12 %
30/09/20202.362.222.632.472.2259.110.002.2243 %0.05258-0.046320.0824836 %8 %
29/09/20202.562.052.622.302.0558.350.002.0540 %0.04986-0.045650.0812137 %-12 %
28/09/20202.822.312.822.362.3358.780.002.3343 %0.04861-0.046900.0842238 %-6 %
25/09/20202.292.292.602.462.4859.250.002.4845 %0.04952-0.045690.0868536 %2 %
24/09/20202.842.442.842.672.4458.660.002.4443 %0.04641-0.046520.0864638 %-11 %
23/09/20202.212.102.802.472.7359.100.002.7345 %0.04521-0.047440.0891039 %14 %
22/09/20202.502.232.502.372.3957.810.002.3940 %0.04256-0.046670.0862841 %-3 %
21/09/20202.752.402.752.492.4760.000.002.4748 %0.05559-0.037660.0933731 %-24 %
18/09/20203.283.273.733.443.2761.660.622.6557 %0.05470-0.036870.0958829 %-1 %
17/09/20202.892.893.403.273.3162.081.042.2759 %0.05782-0.033500.0963427 %27 %
16/09/20203.622.603.622.732.6060.970.002.6053 %0.06254-0.031700.0982826 %-28 %
15/09/20203.623.623.623.623.6262.601.562.0663 %0.05635-0.031690.0972426 %10 %
14/09/20203.303.303.303.303.3061.910.872.4358 %0.05653-0.032400.1000527 %-6 %
11/09/20203.102.503.502.533.5061.950.912.5958 %0.05306-0.033650.1012228 %-
08/09/20201.901.901.901.901.9059.270.001.9043 %0.06099-0.027550.1005725 %-
31/08/20203.003.003.003.003.00---------
24/08/20204.304.224.304.284.22---------
14/08/20204.004.004.004.004.00---------
27/07/20203.703.703.703.703.70---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK638Americano61,540,50
VALEK643Europeu62,041,00
VALEK648Americano62,541,50
VALEK630Europeu63,042,00
VALEK658Americano63,542,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK628Americano60,54-0,50
VALEK623Europeu60,04-1,00
VALEK618Americano59,54-1,50
VALEK613Europeu59,04-2,00
VALEK608Americano58,54-2,50