VALEK758 - Vale
Opções
R$ 73,54
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 63,10
0,25 (0,40 %)
22/10/2020 17:00
Calculadora Black & Scholes
R$ 0,05
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,05
Valor Extrínseco
2,74 %
Delta
0,01291
Gamma
-0,00921
Theta
0,01015
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.050.040.050.040.0563.100.000.053 %0.01292-0.009220.0101630 %25 %
21/10/20200.050.030.050.040.0462.850.000.042 %0.01128-0.007350.0089329 %-20 %
20/10/20200.070.040.080.050.0561.840.000.053 %0.01116-0.008450.0099032 %-17 %
19/10/20200.100.060.110.070.0661.950.000.063 %0.01229-0.009250.0114532 %-25 %
16/10/20200.090.080.090.080.0862.240.000.084 %0.01438-0.010950.0142232 %0 %
15/10/20200.080.070.100.080.0862.470.000.084 %0.01477-0.010410.0147731 %-11 %
14/10/20200.080.070.090.080.0963.000.000.094 %0.01648-0.010790.0167329 %29 %
13/10/20200.070.070.080.070.0762.140.000.073 %0.01347-0.008680.0139629 %-
09/10/20200.090.080.100.080.0861.600.000.084 %0.01347-0.008980.0152530 %-11 %
08/10/20200.070.070.090.070.0961.290.000.094 %0.01372-0.009520.0163731 %13 %
07/10/20200.090.080.090.080.0860.170.000.083 %0.01173-0.008540.0146132 %0 %
06/10/20200.090.070.090.080.0858.620.000.083 %0.01027-0.008440.0137235 %-27 %
05/10/20200.120.110.120.110.1159.590.000.114 %0.01275-0.010290.0177334 %10 %
02/10/20200.130.100.130.110.1058.320.000.104 %0.01106-0.009430.0160036 %-23 %
01/10/20200.130.120.130.120.1358.860.000.134 %0.01284-0.011090.0194736 %-24 %
30/09/20200.170.160.180.160.1759.110.000.175 %0.01448-0.013130.0232837 %13 %
29/09/20200.180.150.200.160.1558.350.000.155 %0.01306-0.011740.0212737 %-21 %
28/09/20200.230.180.230.200.1958.780.000.196 %0.01468-0.013540.0251137 %-14 %
25/09/20200.210.200.230.210.2259.250.000.227 %0.01597-0.014580.0281637 %-4 %
24/09/20200.260.230.260.230.2358.660.000.237 %0.01551-0.014800.0284638 %-18 %
23/09/20200.260.220.280.230.2859.100.000.288 %0.01698-0.016550.0325738 %-
21/09/20200.420.350.450.370.3660.000.000.369 %0.01938-0.018590.0393637 %-38 %
18/09/20200.520.520.580.540.5861.660.000.5813 %0.02394-0.024580.0529337 %29 %
17/09/20200.310.310.450.420.4562.080.000.4512 %0.02397-0.019890.0490833 %29 %
16/09/20200.370.350.370.350.3560.970.000.3510 %0.02082-0.016650.0421033 %-19 %
15/09/20200.480.430.550.490.4362.600.000.4312 %0.02496-0.018180.0505131 %5 %
14/09/20200.450.410.500.410.4161.910.000.4111 %0.02329-0.017470.0484132 %-5 %
11/09/20200.350.350.450.420.4361.950.000.4311 %0.02357-0.017670.0500932 %43 %
10/09/20200.330.300.330.310.3058.530.000.308 %0.01669-0.014260.0366436 %-19 %
09/09/20200.370.370.370.370.37---------3 %
08/09/20200.350.350.390.370.38---------
04/09/20200.400.370.420.390.42--------5 %
03/09/20200.410.400.410.400.40---------11 %
02/09/20200.450.450.450.450.45---------17 %
01/09/20200.510.510.570.530.54--------6 %
31/08/20200.510.510.510.510.51---------11 %
28/08/20200.530.530.570.550.57--------8 %
27/08/20200.470.470.530.500.53---------5 %
26/08/20200.230.230.570.550.56---------
13/08/20200.800.780.800.780.78---------
24/07/20200.640.640.640.640.64---------15 %
23/07/20200.790.750.790.770.75---------16 %
22/07/20200.890.890.890.890.89---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK740Europeu74,040,50
VALEK745Americano74,541,00
VALEK750Europeu75,041,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK730Europeu73,04-0,50
VALEK748Americano72,54-1,00
VALEK720Europeu72,04-1,50
VALEK738Americano71,54-2,00
VALEK710Europeu71,04-2,50