VALEK638 - Vale
Opções
R$ 61,54
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 63,25
0,15 (0,24 %)
23/10/2020 12:32
Calculadora Black & Scholes
R$ 2,76
Valor Teórico
R$ 1,71
Valor Intrínseco
R$ 1,05
Valor Extrínseco
67,29 %
Delta
0,08380
Gamma
-0,05298
Theta
0,05710
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20202.822.483.052.792.7663.101.561.2065 %0.07963-0.053220.0593029 %-5 %
21/10/20202.172.162.902.662.9062.851.311.5962 %0.07051-0.059910.0627533 %23 %
20/10/20202.752.162.752.402.3561.840.302.0555 %0.07328-0.058790.0659932 %-6 %
19/10/20202.902.503.152.732.5061.950.412.0955 %0.07012-0.058140.0676633 %-11 %
16/10/20203.022.733.152.842.8062.240.702.1057 %0.06534-0.058610.0691434 %-3 %
15/10/20202.722.663.062.812.9062.470.931.9759 %0.06557-0.055080.0704433 %-12 %
14/10/20202.712.683.303.163.3063.001.461.8462 %0.06154-0.053930.0710733 %19 %
13/10/20202.442.253.002.692.7862.140.602.1857 %0.06481-0.052230.0739932 %-
09/10/20202.682.292.782.492.5961.600.062.5353 %0.06339-0.050280.0771732 %7 %
08/10/20202.212.002.572.382.4361.290.002.4351 %0.06389-0.048300.0784532 %17 %
07/10/20201.951.822.201.962.0860.170.002.0845 %0.06005-0.048420.0778033 %26 %
06/10/20202.171.302.201.711.6558.620.001.6537 %0.05448-0.046590.0735936 %-20 %
05/10/20202.001.922.132.032.0659.590.002.0642 %0.05515-0.048140.0789835 %18 %
02/10/20201.791.692.081.821.7558.320.001.7537 %0.05063-0.046700.0755637 %-2 %
01/10/20202.161.712.191.851.7958.860.001.7939 %0.05408-0.043860.0786834 %-12 %
30/09/20202.161.942.452.182.0459.110.002.0441 %0.05182-0.045730.0814236 %10 %
29/09/20202.221.862.392.171.8658.350.001.8638 %0.04930-0.044430.0797237 %-11 %
28/09/20202.522.092.662.422.0958.780.002.0940 %0.04883-0.045290.0829937 %-11 %
25/09/20202.152.132.412.332.3559.250.002.3543 %0.04816-0.046070.0861037 %10 %
24/09/20202.622.132.622.462.1358.660.002.1340 %0.04757-0.043950.0850937 %-16 %
23/09/20202.121.972.582.062.5359.100.002.5343 %0.04495-0.046840.0883439 %13 %
22/09/20202.252.052.412.282.2457.810.002.2438 %0.04179-0.046190.0851241 %-5 %
21/09/20202.412.252.432.352.3560.000.002.3545 %0.05363-0.038460.0928632 %-26 %
18/09/20203.373.173.493.363.1761.660.123.0554 %0.05241-0.038950.0968031 %1 %
17/09/20202.732.733.203.023.1462.080.542.6056 %0.05662-0.035020.0978628 %25 %
16/09/20202.612.512.612.562.5160.970.002.5150 %0.05931-0.033340.0985427 %-
25/08/20203.783.763.783.773.76---------1 %
24/08/20203.513.514.003.703.78---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK643Europeu62,040,50
VALEK648Americano62,541,00
VALEK630Europeu63,041,50
VALEK658Americano63,542,00
VALEK663Europeu64,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK633Europeu61,04-0,50
VALEK628Americano60,54-1,00
VALEK623Europeu60,04-1,50
VALEK618Americano59,54-2,00
VALEK613Europeu59,04-2,50