VALEK658 - Vale
Opções
R$ 63,54
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$ 1,78
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 1,78
Valor Extrínseco
51,30 %
Delta
0,08854
Gamma
-0,05845
Theta
0,06251
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20201.701.321.961.651.7963.450.001.7951 %0.08855-0.058460.0625229 %12 %
22/10/20201.641.421.841.641.6063.100.001.6048 %0.08991-0.054160.0640628 %-1 %
21/10/20201.301.241.731.581.6262.850.001.6246 %0.08355-0.054610.0654629 %17 %
20/10/20201.521.291.641.431.3861.840.001.3840 %0.07458-0.054090.0641331 %-12 %
19/10/20201.801.492.021.731.5661.950.001.5641 %0.07052-0.055520.0666132 %-11 %
16/10/20201.871.712.031.841.7562.240.001.7544 %0.06894-0.055480.0693832 %-5 %
15/10/20201.981.611.981.791.8462.470.001.8445 %0.06950-0.053280.0716831 %-14 %
14/10/20201.721.702.162.002.1563.000.002.1549 %0.06768-0.053280.0744432 %21 %
13/10/20201.481.371.941.661.7862.140.001.7843 %0.06695-0.050050.0739731 %-
09/10/20201.651.391.701.551.5861.600.001.5840 %0.06569-0.045380.0749130 %2 %
08/10/20201.271.231.601.431.5561.290.001.5538 %0.06286-0.044710.0751931 %20 %
07/10/20201.201.131.401.221.2960.170.001.2933 %0.05706-0.042270.0710832 %17 %
06/10/20201.390.971.391.171.1058.620.001.1027 %0.04791-0.040990.0649036 %-15 %
05/10/20201.381.271.411.341.3059.590.001.3031 %0.05210-0.041590.0715434 %19 %
02/10/20201.251.091.381.221.0958.320.001.0927 %0.04619-0.038850.0659635 %-10 %
01/10/20201.511.141.511.241.2158.860.001.2129 %0.04825-0.039100.0703634 %-12 %
30/09/20201.461.341.651.511.3759.110.001.3731 %0.04788-0.040610.0739435 %7 %
29/09/20201.421.281.661.531.2858.350.001.2829 %0.04445-0.039480.0715236 %-10 %
28/09/20201.791.431.801.641.4358.780.001.4331 %0.04524-0.040310.0755436 %-11 %
25/09/20201.501.481.711.611.6059.250.001.6033 %0.04596-0.041070.0796136 %0 %
24/09/20201.891.551.891.741.6058.660.001.6032 %0.04283-0.041510.0786938 %-13 %
23/09/20201.521.401.871.531.8359.100.001.8334 %0.04263-0.043150.0827738 %14 %
22/09/20202.001.512.001.601.6157.810.001.6130 %0.03898-0.041500.0780640 %-8 %
21/09/20202.151.712.152.031.7560.000.001.7536 %0.04872-0.037370.0876533 %-29 %
18/09/20202.552.452.672.572.4561.660.002.4544 %0.04953-0.040280.0963133 %-2 %
17/09/20201.751.752.492.052.4962.080.002.4946 %0.05194-0.038100.0986531 %31 %
16/09/20202.501.812.502.311.9060.970.001.9040 %0.05345-0.034020.0952129 %-31 %
15/09/20202.802.752.802.792.7562.600.002.7549 %0.05158-0.037150.1022930 %22 %
14/09/20202.502.152.502.252.2561.910.002.2545 %0.05493-0.033540.1014228 %-
10/09/20201.511.511.511.511.51---------21 %
09/09/20201.801.801.901.831.90--------4 %
08/09/20201.981.821.981.901.82---------
26/08/20202.902.902.902.902.90---------
24/08/20202.512.513.133.113.12--------18 %
21/08/20202.652.642.652.642.64---------
14/08/20201.601.601.601.601.60---------45 %
13/08/20202.902.892.952.942.89--------106 %
12/08/20201.401.401.401.401.40---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK663Europeu64,040,50
VALEK668Americano64,541,00
VALEK650Europeu65,041,50
VALEK678Americano65,542,00
VALEK660Europeu66,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK630Europeu63,04-0,50
VALEK648Americano62,54-1,00
VALEK643Europeu62,04-1,50
VALEK638Americano61,54-2,00
VALEK633Europeu61,04-2,50