VALEW468 - Vale
Opções
R$ 44,54
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 62,85
1,01 (1,63 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 0,03
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,03
Valor Extrínseco
-0,89 %
Delta
0,00256
Gamma
-0,00635
Theta
0,00400
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.030.030.030.030.0362.850.000.03-1 %0.00256-0.006360.0040058 %-25 %
20/10/20200.040.040.040.040.0461.840.000.04-1 %0.00331-0.007510.0051456 %0 %
19/10/20200.040.040.050.040.0461.950.000.04-1 %0.00327-0.007140.0052655 %-
13/10/20200.060.060.060.060.0662.140.000.06-2 %0.00394-0.008230.0074654 %-
09/10/20200.080.070.090.080.0761.600.000.07-2 %0.00448-0.008520.0086952 %-22 %
08/10/20200.100.090.100.090.0961.290.000.09-2 %0.00519-0.009950.0104552 %-10 %
07/10/20200.100.100.100.100.1060.170.000.10-3 %0.00611-0.010240.0117150 %-
05/10/20200.150.150.160.150.1659.590.000.16-4 %0.00783-0.013560.0162051 %0 %
02/10/20200.200.160.200.180.1658.320.000.16-4 %0.00901-0.012830.0171147 %-27 %
01/10/20200.210.210.220.210.2258.860.000.22-5 %0.00944-0.015930.0203351 %38 %
30/09/20200.160.160.160.160.1659.110.000.16-4 %0.00824-0.012220.0172348 %-6 %
29/09/20200.160.160.170.160.1758.350.000.17-4 %0.00916-0.012240.0185046 %-11 %
28/09/20200.180.180.190.180.1958.780.000.19-4 %0.00907-0.013020.0196947 %-10 %
25/09/20200.230.210.230.220.2159.250.000.21-4 %0.00891-0.013750.0207948 %-
23/09/20200.260.250.260.250.2559.100.000.25-5 %0.00955-0.014780.0235149 %-34 %
22/09/20200.390.380.390.380.3857.810.000.38-7 %0.01223-0.019060.0303450 %-25 %
21/09/20200.510.510.510.510.5160.000.000.51-8 %0.01042-0.023980.0334158 %-
16/09/20200.400.390.400.390.3960.970.000.39-6 %0.00897-0.018680.0299055 %-
14/09/20200.410.410.410.410.4161.910.000.41-6 %0.00835-0.018780.0307356 %-
10/09/20200.500.500.500.500.5058.530.000.50-8 %0.01194-0.019500.0370550 %-
08/09/20200.700.700.700.700.70---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW476Europeu44,04-0,50
VALEW457Europeu42,29-2,25
VALEW443Europeu42,04-2,50
VALEW440Europeu41,79-2,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW470Europeu44,790,25
VALEW478Europeu45,541,00
VALEW50Europeu46,542,00
VALEW490Europeu46,792,25
VALEW495Europeu47,292,75