VALEK648 - Vale
Opções
R$ 62,54
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$ 2,34
Valor Teórico
R$ 0,91
Valor Intrínseco
R$ 1,43
Valor Extrínseco
60,02 %
Delta
0,08473
Gamma
-0,05775
Theta
0,06056
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20201.951.772.562.192.3463.450.911.4360 %0.08473-0.057760.0605729 %9 %
22/10/20202.181.902.412.182.1563.100.561.5957 %0.08603-0.055310.0631228 %-1 %
21/10/20201.781.662.272.112.1762.850.311.8655 %0.08011-0.056860.0652530 %19 %
20/10/20202.001.702.111.871.8261.840.001.8247 %0.07555-0.057230.0662632 %-7 %
19/10/20202.351.942.562.251.9561.950.001.9548 %0.07292-0.056580.0682132 %-17 %
16/10/20202.342.192.552.382.3662.240.002.3651 %0.06480-0.060690.0702935 %1 %
15/10/20202.202.132.472.282.3462.470.002.3452 %0.06839-0.055050.0721232 %-15 %
14/10/20202.192.152.752.372.7563.000.462.2956 %0.06388-0.055560.0737233 %23 %
13/10/20201.801.802.432.152.2362.140.002.2350 %0.06728-0.051480.0750332 %-
09/10/20202.091.792.281.992.0061.600.002.0046 %0.06686-0.047450.0771231 %2 %
08/10/20201.671.652.071.851.9661.290.001.9645 %0.06418-0.047100.0778331 %17 %
07/10/20201.601.451.831.621.6760.170.001.6739 %0.05897-0.046120.0753733 %24 %
06/10/20201.761.251.801.451.3558.620.001.3532 %0.05156-0.044000.0696736 %-18 %
05/10/20201.591.581.721.661.6559.590.001.6537 %0.05426-0.045210.0760234 %18 %
02/10/20201.421.371.671.501.4058.320.001.4032 %0.04882-0.043170.0714236 %-7 %
01/10/20201.821.401.911.591.5158.860.001.5134 %0.05101-0.042380.0752435 %-8 %
30/09/20201.781.602.041.761.6459.110.001.6435 %0.05086-0.042710.0780535 %4 %
29/09/20202.031.572.031.801.5758.350.001.5733 %0.04689-0.042570.0762037 %-10 %
28/09/20201.851.742.241.891.7458.780.001.7435 %0.04734-0.043090.0798137 %-8 %
25/09/20201.771.772.051.901.9059.250.001.9037 %0.04813-0.043020.0832636 %2 %
24/09/20202.231.872.232.041.8758.660.001.8736 %0.04508-0.043290.0823438 %-12 %
23/09/20201.661.622.201.952.1359.100.002.1338 %0.04439-0.044780.0859438 %10 %
22/09/20202.001.632.001.811.9357.810.001.9334 %0.04037-0.044410.0821141 %-3 %
21/09/20202.201.952.202.041.9960.000.001.9940 %0.05206-0.037620.0906932 %-26 %
18/09/20202.932.683.052.832.6861.660.002.6849 %0.05311-0.038600.0972731 %3 %
17/09/20201.951.952.752.542.6062.080.002.6051 %0.05843-0.034620.0991527 %22 %
16/09/20202.212.112.212.162.1360.970.002.1344 %0.05772-0.033330.0975628 %-28 %
15/09/20203.302.943.303.032.9462.600.062.8854 %0.05637-0.034140.1018927 %9 %
14/09/20202.652.652.702.672.7061.910.002.7050 %0.05498-0.034330.1023628 %-6 %
11/09/20202.882.882.882.882.8861.950.002.8851 %0.05210-0.035370.1035530 %75 %
10/09/20202.001.652.001.921.65---------23 %
09/09/20202.352.152.352.312.15--------4 %
08/09/20202.072.072.072.072.07---------
04/09/20202.422.422.422.422.42--------46 %
03/09/20201.661.661.661.661.66---------27 %
02/09/20202.552.282.552.312.28---------14 %
01/09/20202.662.662.662.662.66--------16 %
31/08/20202.302.302.302.302.30---------10 %
28/08/20202.552.552.552.552.55--------3 %
27/08/20202.492.472.672.522.47---------9 %
26/08/20203.001.973.022.672.72---------1 %
25/08/20202.762.762.762.762.76---------19 %
24/08/20203.013.013.583.323.40--------7 %
21/08/20202.262.263.192.723.19---------13 %
20/08/20203.673.673.673.673.67--------6 %
19/08/20203.473.473.473.473.47---------14 %
18/08/20204.024.024.024.024.02--------23 %
17/08/20203.283.283.283.283.28--------9 %
14/08/20202.942.943.002.993.00--------8 %
13/08/20202.772.772.772.772.77---------17 %
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK630Europeu63,040,50
VALEK658Americano63,541,00
VALEK663Europeu64,041,50
VALEK668Americano64,542,00
VALEK650Europeu65,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK643Europeu62,04-0,50
VALEK638Americano61,54-1,00
VALEK633Europeu61,04-1,50
VALEK628Americano60,54-2,00
VALEK623Europeu60,04-2,50