VALEK698 - Vale
Opções
R$ 67,54
Preço de Exercício
16/11/2020
Vencimento
27 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 62,05
0,10 (0,16 %)
20/10/2020 12:36
Calculadora Black & Scholes
R$ 0,42
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,42
Valor Extrínseco
16,30 %
Delta
0,04785
Gamma
-0,03278
Theta
0,04028
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
19/10/20200.580.410.610.540.4261.950.000.4216 %0.04794-0.032020.0419330 %-18 %
16/10/20200.620.510.620.550.5162.240.000.5118 %0.05030-0.034310.0468630 %-12 %
15/10/20200.540.490.640.580.5862.470.000.5820 %0.05192-0.035290.0507330 %-23 %
14/10/20200.580.530.750.610.7563.000.000.7524 %0.05493-0.038860.0576730 %34 %
13/10/20200.540.430.630.540.5662.140.000.5619 %0.04936-0.032250.0512929 %-
09/10/20200.540.480.540.500.5061.600.000.5017 %0.04557-0.028400.0496429 %-4 %
08/10/20200.430.420.540.510.5261.290.000.5217 %0.04351-0.028530.0502530 %18 %
07/10/20200.430.400.500.430.4460.170.000.4415 %0.03706-0.025740.0449031 %16 %
06/10/20200.490.370.490.430.3858.620.000.3812 %0.03022-0.023680.0393034 %-27 %
05/10/20200.460.460.570.470.5259.590.000.5215 %0.03487-0.027590.0478634 %21 %
02/10/20200.470.430.570.490.4358.320.000.4313 %0.02975-0.024410.0420935 %-16 %
01/10/20200.640.510.640.520.5158.860.000.5115 %0.03209-0.026200.0471535 %-9 %
30/09/20200.720.560.740.690.5659.110.000.5616 %0.03319-0.026890.0502834 %2 %
29/09/20200.710.550.720.640.5558.350.000.5515 %0.03061-0.026440.0487336 %-14 %
28/09/20200.800.640.840.680.6458.780.000.6417 %0.03223-0.028130.0534536 %-14 %
25/09/20200.720.710.790.750.7459.250.000.7418 %0.03385-0.029740.0583636 %-1 %
24/09/20200.830.750.850.780.7558.660.000.7518 %0.03191-0.029810.0577537 %-6 %
23/09/20200.730.720.810.750.8059.100.000.8019 %0.03329-0.029900.0610736 %-6 %
22/09/20201.000.771.000.830.8557.810.000.8518 %0.02950-0.031670.0594941 %-4 %
21/09/20201.020.891.020.990.8960.000.000.8921 %0.03633-0.029560.0676634 %-40 %
18/09/20201.411.411.491.451.4961.660.001.4929 %0.03923-0.037860.0836936 %37 %
17/09/20200.970.971.091.031.0962.080.001.0926 %0.04493-0.029320.0810429 %17 %
16/09/20201.000.931.060.980.9360.970.000.9323 %0.04039-0.027230.0745730 %-26 %
15/09/20201.511.251.551.411.2562.600.001.2529 %0.04637-0.029830.0875629 %2 %
14/09/20201.171.051.231.181.2361.910.001.2327 %0.04274-0.030000.0854130 %7 %
11/09/20201.031.031.151.091.1561.950.001.1527 %0.04373-0.028020.0853129 %42 %
10/09/20200.830.810.830.820.8158.530.000.8119 %0.03163-0.024960.0664834 %-16 %
09/09/20200.970.970.970.970.9760.000.000.9722 %0.03615-0.026210.0760732 %-4 %
08/09/20201.011.011.011.011.0159.270.001.0122 %0.03347-0.027130.0751834 %-
04/09/20200.930.931.071.021.0760.490.001.0724 %0.03761-0.025870.0824231 %8 %
03/09/20201.030.991.031.010.99---------
01/09/20201.291.291.391.331.39--------19 %
31/08/20201.211.171.211.191.17---------16 %
28/08/20201.351.351.391.371.39--------5 %
27/08/20201.231.231.331.281.33---------
24/08/20201.531.532.001.811.84---------
14/08/20201.501.501.501.501.50---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK680Europeu68,040,50
VALEK708Americano68,541,00
VALEK690Europeu69,041,50
VALEK718Americano69,542,00
VALEK723Europeu70,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK670Europeu67,04-0,50
VALEK688Americano66,54-1,00
VALEK660Europeu66,04-1,50
VALEK678Americano65,54-2,00
VALEK650Europeu65,04-2,50