VALEK708 - Vale
Opções
R$ 68,54
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$ 0,30
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,30
Valor Extrínseco
12,59 %
Delta
0,03955
Gamma
-0,02780
Theta
0,03376
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
19/10/20200.360.280.440.370.3161.950.000.3113 %0.03979-0.027200.0352430 %-14 %
16/10/20200.440.360.460.400.3662.240.000.3614 %0.04232-0.028420.0391630 %-20 %
15/10/20200.360.350.460.420.4562.470.000.4516 %0.04443-0.031330.0442730 %-8 %
14/10/20200.390.380.490.410.4963.000.000.4918 %0.04842-0.030950.0483629 %20 %
13/10/20200.400.330.460.400.4162.140.000.4115 %0.04214-0.027400.0437329 %-
09/10/20200.400.340.400.370.3961.600.000.3914 %0.03884-0.025040.0430929 %-3 %
08/10/20200.350.310.420.350.4061.290.000.4014 %0.03730-0.024860.0434830 %25 %
07/10/20200.340.300.380.320.3260.170.000.3211 %0.03135-0.021340.0376331 %7 %
06/10/20200.400.300.410.320.3058.620.000.3010 %0.02593-0.020600.0339834 %-23 %
05/10/20200.420.390.440.410.3959.590.000.3912 %0.03018-0.023350.0410033 %15 %
02/10/20200.410.340.440.390.3458.320.000.3411 %0.02579-0.021270.0366135 %-17 %
01/10/20200.430.390.430.410.4158.860.000.4112 %0.02813-0.023200.0415735 %-2 %
30/09/20200.530.420.590.500.4259.110.000.4213 %0.02898-0.022730.0432234 %-5 %
29/09/20200.500.440.580.490.4458.350.000.4412 %0.02702-0.023290.0430036 %-17 %
28/09/20200.650.530.680.610.5358.780.000.5314 %0.02879-0.025480.0481236 %-9 %
25/09/20200.610.580.650.590.5859.250.000.5815 %0.03038-0.026020.0517435 %-5 %
24/09/20200.750.600.760.710.6158.660.000.6115 %0.02880-0.026690.0519537 %-14 %
23/09/20200.640.550.740.590.7159.100.000.7117 %0.03021-0.028490.0568437 %-1 %
22/09/20200.800.670.800.690.7257.810.000.7216 %0.02700-0.029090.0545841 %-10 %
21/09/20201.140.791.140.820.8060.000.000.8019 %0.03294-0.028540.0633835 %-27 %
18/09/20201.211.101.271.111.1061.660.001.1024 %0.03787-0.032380.0760834 %22 %
17/09/20200.810.810.910.880.9062.080.000.9023 %0.04105-0.027130.0746129 %14 %
16/09/20200.910.790.970.860.7960.970.000.7920 %0.03657-0.025450.0686931 %-32 %
15/09/20201.311.171.311.241.1762.600.001.1726 %0.04165-0.030150.0836131 %17 %
14/09/20201.051.001.051.001.0061.910.001.0023 %0.03967-0.027440.0787730 %3 %
11/09/20200.890.890.970.930.9761.950.000.9723 %0.04007-0.026270.0791929 %41 %
10/09/20200.750.690.750.730.6958.530.000.6916 %0.02878-0.023070.0610135 %-15 %
09/09/20200.810.810.810.810.8160.000.000.8119 %0.03306-0.024090.0698132 %-1 %
08/09/20200.850.820.850.830.8259.270.000.8219 %0.03084-0.024380.0684634 %-
04/09/20200.810.800.930.860.9360.490.000.9321 %0.03447-0.024500.0768831 %11 %
03/09/20200.910.840.910.870.84---------22 %
02/09/20201.240.981.241.061.07---------10 %
01/09/20201.131.131.191.161.19--------17 %
31/08/20201.191.021.191.031.02---------13 %
28/08/20201.171.171.171.171.17--------4 %
27/08/20201.131.131.131.131.13---------
24/08/20201.751.611.751.701.64---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK690Europeu69,040,50
VALEK718Americano69,541,00
VALEK723Europeu70,041,50
VALEK728Americano70,542,00
VALEK710Europeu71,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK680Europeu68,04-0,50
VALEK698Americano67,54-1,00
VALEK670Europeu67,04-1,50
VALEK688Americano66,54-2,00
VALEK660Europeu66,04-2,50