VALEK748 - Vale
Opções
R$ 72,54
Preço de Exercício
16/11/2020
Vencimento
18 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 60,26
-2,27 (-3,63 %)
28/10/2020 17:00
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
2,47 %
Delta
0,01047
Gamma
-0,01242
Theta
0,00777
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
28/10/20200.060.030.060.040.0560.260.000.052 %0.01047-0.012420.0077741 %-17 %
27/10/20200.060.060.070.060.0662.530.000.063 %0.01480-0.012760.0104534 %0 %
26/10/20200.080.060.090.080.0662.500.000.063 %0.01475-0.011920.0107933 %-33 %
23/10/20200.060.050.090.060.0963.450.000.095 %0.01975-0.014930.0151231 %50 %
22/10/20200.050.050.060.050.0663.100.000.063 %0.01600-0.010400.0119929 %0 %
21/10/20200.050.050.060.050.0662.850.000.063 %0.01548-0.009880.0121329 %0 %
20/10/20200.080.050.090.060.0661.840.000.063 %0.01363-0.009560.0116431 %-25 %
19/10/20200.110.080.130.100.0861.950.000.084 %0.01562-0.011330.0142931 %-20 %
16/10/20200.110.090.120.100.1062.240.000.105 %0.01767-0.012720.0169831 %-17 %
15/10/20200.110.090.130.120.1262.470.000.125 %0.01942-0.013870.0195431 %-8 %
14/10/20200.110.100.130.110.1363.000.000.136 %0.02132-0.013920.0216029 %18 %
13/10/20200.100.090.130.120.1162.140.000.115 %0.01813-0.012010.0190530 %-
09/10/20200.120.100.120.100.1161.600.000.115 %0.01707-0.011230.0191930 %-8 %
08/10/20200.100.100.120.110.1261.290.000.125 %0.01705-0.011630.0201631 %20 %
07/10/20200.110.100.110.100.1060.170.000.104 %0.01419-0.009980.0173532 %-17 %
06/10/20200.140.120.140.120.1258.620.000.124 %0.01326-0.011360.0180836 %-14 %
05/10/20200.140.140.150.140.1459.590.000.145 %0.01530-0.012160.0211134 %8 %
02/10/20200.150.130.170.160.1358.320.000.135 %0.01336-0.011360.0192936 %-24 %
01/10/20200.150.150.170.150.1758.860.000.176 %0.01541-0.013370.0234036 %0 %
30/09/20200.210.170.230.210.1759.110.000.176 %0.01574-0.012910.0240735 %-11 %
29/09/20200.220.190.230.200.1958.350.000.196 %0.01538-0.013800.0250237 %-17 %
28/09/20200.250.230.260.230.2358.780.000.237 %0.01692-0.015340.0286837 %-18 %
25/09/20200.260.260.280.260.2859.250.000.288 %0.01858-0.017100.0328837 %0 %
24/09/20200.320.280.320.300.2858.660.000.288 %0.01775-0.016820.0324438 %-18 %
23/09/20200.260.260.340.270.3459.100.000.349 %0.01930-0.018720.0369138 %3 %
22/09/20200.350.330.350.340.3357.810.000.339 %0.01745-0.018270.0348340 %-20 %
21/09/20200.590.410.590.560.4160.000.000.4111 %0.02158-0.020000.0430636 %-28 %
18/09/20200.650.570.670.630.5761.660.000.5714 %0.02602-0.023690.0541335 %33 %
17/09/20200.390.390.430.410.4362.080.000.4312 %0.02614-0.018790.0497631 %10 %
16/09/20200.410.390.410.400.3960.970.000.3911 %0.02323-0.017600.0456932 %-26 %
15/09/20200.590.530.650.590.53---------
11/09/20200.510.510.510.510.51--------50 %
10/09/20200.400.340.400.340.34---------19 %
09/09/20200.420.420.420.420.42---------
04/09/20200.490.490.490.490.49--------7 %
03/09/20200.490.460.490.470.46---------
01/09/20200.590.590.630.610.63--------15 %
31/08/20200.630.550.630.590.55---------18 %
28/08/20200.630.630.670.650.67--------10 %
27/08/20200.590.590.610.600.61---------12 %
26/08/20200.300.300.690.500.69---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK730Europeu73,040,50
VALEK758Americano73,541,00
VALEK740Europeu74,041,50
VALEK745Americano74,542,00
VALEK750Europeu75,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK720Europeu72,04-0,50
VALEK738Americano71,54-1,00
VALEK710Europeu71,04-1,50
VALEK728Americano70,54-2,00
VALEK723Europeu70,04-2,50