VALEW503 - Vale
Opções
R$ 48,04
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,10
0,25 (0,40 %)
22/10/2020 17:00
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
-1,35 %
Delta
0,00431
Gamma
-0,00817
Theta
0,00558
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.040.040.040.040.0463.100.000.04-1 %0.00431-0.008170.0055950 %-20 %
21/10/20200.050.050.050.050.0562.850.000.05-2 %0.00497-0.009180.0067050 %-29 %
20/10/20200.080.070.080.070.0761.840.000.07-2 %0.00656-0.011160.0088349 %-
15/10/20200.070.070.070.070.0762.470.000.07-2 %0.00608-0.009720.0092847 %-13 %
14/10/20200.090.080.090.080.0863.000.000.08-2 %0.00608-0.010400.0101248 %-20 %
13/10/20200.110.100.110.100.1062.140.000.10-3 %0.00738-0.011680.0121747 %-
09/10/20200.140.130.160.140.1361.600.000.13-4 %0.00872-0.013040.0150246 %-13 %
08/10/20200.200.150.200.150.1561.290.000.15-4 %0.00953-0.013910.0167745 %-21 %
07/10/20200.250.180.250.190.1960.170.000.19-5 %0.01182-0.015650.0201744 %-34 %
06/10/20200.280.280.290.280.2958.620.000.29-7 %0.01617-0.019840.0268344 %7 %
05/10/20200.320.270.320.290.2759.590.000.27-6 %0.01403-0.018650.0254845 %-
01/10/20200.410.410.430.410.4258.860.000.42-9 %0.01684-0.023570.0330846 %-
29/09/20200.330.330.330.330.3358.350.000.33-8 %0.01718-0.018390.0311341 %-20 %
28/09/20200.350.340.410.360.4158.780.000.41-9 %0.01691-0.021110.0343144 %0 %
25/09/20200.470.410.470.450.4159.250.000.41-9 %0.01596-0.020780.0342745 %-
23/09/20200.770.470.770.510.4959.100.000.49-10 %0.01669-0.022230.0382045 %-30 %
22/09/20200.810.700.810.770.7057.810.000.70-13 %0.02011-0.026750.0462146 %-19 %
21/09/20200.920.840.930.910.8660.000.000.86-12 %0.01585-0.032050.0477255 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW510Europeu47,54-0,50
VALEW495Europeu47,29-0,75
VALEW490Europeu46,79-1,25
VALEW50Europeu46,54-1,50
VALEW478Europeu45,54-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW485Europeu48,540,50
VALEW513Europeu49,041,00
VALEW518Europeu49,541,50
VALEW500Europeu50,042,00
VALEW528Europeu50,542,50