VALEK723 - Vale
Opções
R$ 70,04
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,10
0,25 (0,40 %)
22/10/2020 17:00
Calculadora Black & Scholes
R$ 0,10
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,10
Valor Extrínseco
6,26 %
Delta
0,02966
Gamma
-0,01533
Theta
0,01979
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.130.110.150.130.1163.100.000.116 %0.02967-0.015340.0198026 %-15 %
21/10/20200.120.120.140.120.1362.850.000.137 %0.02992-0.016540.0217827 %8 %
20/10/20200.160.120.210.150.1261.840.000.126 %0.02495-0.015260.0198529 %-33 %
19/10/20200.240.180.260.240.1861.950.000.188 %0.02856-0.019490.0253030 %-22 %
16/10/20200.270.230.270.240.2362.240.000.239 %0.03156-0.021970.0297730 %-15 %
15/10/20200.230.230.290.270.2762.470.000.2711 %0.03366-0.023350.0333130 %-4 %
14/10/20200.250.230.290.260.2863.000.000.2811 %0.03662-0.022490.0359128 %8 %
13/10/20200.250.200.280.240.2662.140.000.2610 %0.03197-0.021110.0334730 %-
09/10/20200.260.220.260.230.2461.600.000.249 %0.02930-0.018750.0324229 %-8 %
08/10/20200.200.200.260.210.2661.290.000.2610 %0.02867-0.019310.0336430 %24 %
07/10/20200.210.210.240.210.2160.170.000.218 %0.02387-0.016470.0288731 %5 %
06/10/20200.290.200.290.280.2058.620.000.207 %0.02000-0.015910.0262535 %-26 %
05/10/20200.250.250.280.260.2759.590.000.279 %0.02390-0.018730.0327034 %13 %
02/10/20200.270.240.280.260.2458.320.000.248 %0.02050-0.017140.0293236 %-17 %
01/10/20200.300.270.300.280.2958.860.000.299 %0.02263-0.018840.0336335 %-12 %
30/09/20200.350.330.390.370.3359.110.000.3310 %0.02386-0.019940.0367735 %6 %
29/09/20200.420.310.420.360.3158.350.000.319 %0.02195-0.018830.0348836 %-18 %
28/09/20200.500.380.500.430.3858.780.000.3811 %0.02381-0.020980.0397336 %-19 %
25/09/20200.440.440.470.460.4759.250.000.4713 %0.02572-0.023440.0452436 %4 %
24/09/20200.560.440.560.520.4558.660.000.4512 %0.02427-0.022450.0437837 %-8 %
23/09/20200.410.410.500.440.4959.100.000.4913 %0.02554-0.022980.0469836 %-11 %
22/09/20200.570.530.570.550.5557.810.000.5513 %0.02332-0.025040.0471041 %-10 %
21/09/20200.670.610.670.640.6160.000.000.6115 %0.02834-0.024850.0549235 %-30 %
18/09/20201.000.701.010.940.8761.660.000.8720 %0.03327-0.029340.0679834 %23 %
17/09/20200.570.570.710.650.7162.080.000.7118 %0.03509-0.024600.0658230 %20 %
16/09/20200.750.590.750.660.5960.970.000.5916 %0.03113-0.021990.0589931 %-27 %
15/09/20200.900.811.030.930.8162.600.000.8120 %0.03699-0.025200.0721530 %-2 %
14/09/20200.830.830.830.830.8361.910.000.8320 %0.03429-0.025720.0710731 %46 %
11/09/20200.710.570.750.570.5761.950.000.5716 %0.03464-0.019470.0634627 %8 %
10/09/20200.590.530.590.560.5358.530.000.5313 %0.02467-0.019980.0526435 %-18 %
09/09/20200.670.650.670.660.65---------
04/09/20200.630.630.730.680.73--------9 %
03/09/20200.710.670.710.690.67---------16 %
02/09/20200.810.770.810.790.80---------16 %
01/09/20200.930.930.950.940.95--------19 %
31/08/20201.000.801.000.870.80---------18 %
28/08/20200.980.980.980.980.98---------
26/08/20201.010.951.010.960.95---------
27/07/20201.101.101.101.101.10---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK728Americano70,540,50
VALEK710Europeu71,041,00
VALEK738Americano71,541,50
VALEK720Europeu72,042,00
VALEK748Americano72,542,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK718Americano69,54-0,50
VALEK690Europeu69,04-1,00
VALEK708Americano68,54-1,50
VALEK680Europeu68,04-2,00
VALEK698Americano67,54-2,50