VALEK668 - Vale
Opções
R$ 64,54
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$ 1,33
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 1,33
Valor Extrínseco
42,45 %
Delta
0,08797
Gamma
-0,05647
Theta
0,06143
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20201.250.951.451.201.3363.450.001.3342 %0.08798-0.056480.0614328 %14 %
22/10/20201.211.031.361.191.1763.100.001.1739 %0.08778-0.051340.0618027 %-3 %
21/10/20200.900.851.271.151.2162.850.001.2138 %0.08094-0.051730.0628729 %16 %
20/10/20201.060.931.251.061.0461.840.001.0432 %0.07006-0.050010.0598831 %-10 %
19/10/20201.421.121.561.371.1561.950.001.1534 %0.06856-0.050390.0626731 %-14 %
16/10/20201.451.311.551.401.3462.240.001.3437 %0.06726-0.051810.0663332 %-7 %
15/10/20201.361.231.551.431.4462.470.001.4438 %0.06757-0.050740.0691131 %-15 %
14/10/20201.381.281.691.511.6963.000.001.6942 %0.06759-0.051120.0730231 %23 %
13/10/20201.101.051.511.261.3762.140.001.3737 %0.06539-0.046700.0707431 %-
09/10/20201.251.101.291.191.2961.600.001.2934 %0.06122-0.043750.0711631 %8 %
08/10/20200.960.961.251.131.1961.290.001.1932 %0.06015-0.041030.0705730 %20 %
07/10/20200.940.871.100.990.9960.170.000.9927 %0.05333-0.038140.0653632 %27 %
06/10/20201.130.751.131.020.7858.620.000.7822 %0.04465-0.034420.0574434 %-23 %
05/10/20201.031.001.141.051.0159.590.001.0126 %0.04876-0.037520.0658033 %15 %
02/10/20200.950.881.110.920.8858.320.000.8823 %0.04232-0.035490.0604035 %-13 %
01/10/20201.220.921.251.001.0158.860.001.0125 %0.04426-0.036720.0653935 %-7 %
30/09/20201.231.061.361.201.0959.110.001.0926 %0.04496-0.036990.0684635 %4 %
29/09/20201.251.051.371.191.0558.350.001.0525 %0.04131-0.036450.0663236 %-11 %
28/09/20201.481.181.491.351.1858.780.001.1827 %0.04240-0.037500.0706036 %-9 %
25/09/20201.291.291.421.371.3059.250.001.3029 %0.04372-0.037950.0747135 %2 %
24/09/20201.591.271.591.541.2758.660.001.2727 %0.04109-0.037540.0733537 %-18 %
23/09/20201.201.181.541.321.5459.100.001.5430 %0.04076-0.040700.0786738 %16 %
22/09/20201.501.301.501.371.3357.810.001.3327 %0.03713-0.038310.0732440 %-7 %
21/09/20201.601.401.601.421.4360.000.001.4331 %0.04663-0.034910.0829832 %-24 %
18/09/20202.291.872.372.141.8761.660.001.8738 %0.05150-0.036250.0932230 %-3 %
17/09/20201.451.451.921.631.9262.080.001.9240 %0.05394-0.034730.0960829 %27 %
16/09/20201.651.511.661.641.5160.970.001.5134 %0.05217-0.031540.0907229 %-23 %
15/09/20202.301.952.482.321.9562.600.001.9542 %0.05801-0.031840.1003526 %-3 %
14/09/20202.012.012.012.012.0161.910.002.0140 %0.05124-0.034120.0991529 %9 %
11/09/20201.791.791.851.821.8561.950.001.8539 %0.05428-0.031340.0998427 %43 %
10/09/20201.451.291.451.291.29---------20 %
09/09/20201.611.611.611.611.61--------18 %
08/09/20201.551.371.601.511.37---------
04/09/20201.591.591.651.591.65--------6 %
03/09/20201.611.551.611.581.55---------11 %
02/09/20201.811.751.991.831.75---------19 %
01/09/20202.052.052.172.072.17--------20 %
31/08/20201.911.811.911.861.81---------
27/08/20201.991.992.082.052.08---------
25/08/20202.502.502.502.502.50---------10 %
24/08/20202.022.022.902.662.77---------
12/08/20202.502.502.502.502.50---------
05/08/20203.303.303.403.303.40---------
28/07/20202.502.502.502.502.50---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK650Europeu65,040,50
VALEK678Americano65,541,00
VALEK660Europeu66,041,50
VALEK688Americano66,542,00
VALEK670Europeu67,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK663Europeu64,04-0,50
VALEK658Americano63,54-1,00
VALEK630Europeu63,04-1,50
VALEK648Americano62,54-2,00
VALEK643Europeu62,04-2,50