VALEK678 - Vale
Opções
R$ 65,54
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$ 0,90
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,90
Valor Extrínseco
33,39 %
Delta
0,08508
Gamma
-0,05017
Theta
0,05705
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20200.780.661.030.850.9163.450.000.9133 %0.08508-0.050180.0570527 %14 %
22/10/20200.890.720.970.840.8063.100.000.8031 %0.08235-0.045240.0563126 %-5 %
21/10/20200.700.640.920.810.8462.850.000.8430 %0.07628-0.045520.0573528 %20 %
20/10/20200.850.670.930.770.7061.840.000.7025 %0.06485-0.042010.0528629 %-16 %
19/10/20201.020.811.171.000.8361.950.000.8327 %0.06357-0.044400.0567130 %-16 %
16/10/20201.210.981.211.040.9962.240.000.9930 %0.06359-0.046500.0611931 %-12 %
15/10/20201.150.941.171.101.1362.470.001.1332 %0.06314-0.047610.0648331 %-12 %
14/10/20201.020.961.281.131.2863.000.001.2835 %0.06590-0.047130.0693530 %27 %
13/10/20200.940.781.151.071.0162.140.001.0130 %0.06216-0.041730.0652930 %-
09/10/20201.040.821.040.900.9361.600.000.9328 %0.05810-0.038130.0648030 %1 %
08/10/20200.770.730.980.920.9261.290.000.9227 %0.05536-0.037320.0646730 %21 %
07/10/20200.770.670.850.720.7660.170.000.7622 %0.04834-0.034000.0588231 %19 %
06/10/20200.880.620.880.780.6458.620.000.6418 %0.03972-0.031560.0519334 %-25 %
05/10/20200.860.790.900.830.8559.590.000.8523 %0.04394-0.035340.0607134 %21 %
02/10/20200.740.700.860.780.7058.320.000.7019 %0.03821-0.031810.0543835 %-15 %
01/10/20201.040.751.040.840.8258.860.000.8221 %0.04031-0.033530.0596935 %-9 %
30/09/20201.030.901.121.040.9059.110.000.9023 %0.04111-0.034250.0630535 %6 %
29/09/20201.000.831.111.020.8558.350.000.8521 %0.03790-0.033100.0605736 %-13 %
28/09/20201.260.981.261.100.9858.780.000.9823 %0.03911-0.034750.0653536 %-16 %
25/09/20201.001.001.171.041.1659.250.001.1626 %0.04001-0.037050.0707137 %5 %
24/09/20201.191.071.211.141.1058.660.001.1024 %0.03793-0.035760.0688537 %-13 %
23/09/20201.090.931.331.081.2759.100.001.2726 %0.03861-0.037610.0736738 %10 %
22/09/20201.501.101.501.131.1557.810.001.1524 %0.03459-0.036240.0688240 %-9 %
21/09/20201.601.251.601.301.2660.000.001.2628 %0.04287-0.034010.0786633 %-29 %
18/09/20201.971.772.011.951.7761.660.001.7735 %0.04634-0.037740.0905033 %16 %
17/09/20201.371.371.531.451.5362.080.001.5335 %0.05264-0.032300.0917028 %16 %
16/09/20201.371.301.501.351.3260.970.001.3230 %0.04787-0.030890.0862030 %-28 %
15/09/20201.831.831.831.831.8362.600.001.8338 %0.05180-0.033520.0977429 %8 %
14/09/20201.691.691.691.691.6961.910.001.6935 %0.04910-0.032790.0953430 %9 %
11/09/20201.561.491.561.521.5561.950.001.5534 %0.05149-0.030150.0956028 %37 %
10/09/20201.131.131.131.131.13---------19 %
09/09/20201.391.391.391.391.39--------1 %
08/09/20201.291.291.371.331.37---------
04/09/20201.251.251.431.251.43--------8 %
03/09/20201.371.331.371.351.33---------15 %
02/09/20201.571.571.571.571.57---------13 %
01/09/20201.751.751.811.781.81--------17 %
31/08/20201.651.551.651.601.55---------18 %
28/08/20201.831.831.891.861.89---------
24/08/20202.022.022.502.262.50---------
14/08/20202.002.002.002.002.00--------0 %
13/08/20202.002.002.002.002.00---------5 %
12/08/20202.102.102.102.102.10---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK660Europeu66,040,50
VALEK688Americano66,541,00
VALEK670Europeu67,041,50
VALEK698Americano67,542,00
VALEK680Europeu68,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK650Europeu65,04-0,50
VALEK668Americano64,54-1,00
VALEK663Europeu64,04-1,50
VALEK658Americano63,54-2,00
VALEK630Europeu63,04-2,50