VALEW510 - Vale
Opções
R$ 47,54
Preço de Exercício
16/11/2020
Vencimento
23 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 0,04
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,04
Valor Extrínseco
-1,29 %
Delta
0,00391
Gamma
-0,00878
Theta
0,00521
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.050.030.050.040.0463.100.000.04-1 %0.00406-0.008230.0054452 %0 %
21/10/20200.040.040.040.040.0462.850.000.04-1 %0.00418-0.007740.0056550 %-43 %
20/10/20200.070.070.070.070.0761.840.000.07-2 %0.00617-0.011250.0085950 %0 %
19/10/20200.070.060.070.060.0761.950.000.07-2 %0.00609-0.010700.0087849 %-13 %
16/10/20200.080.080.080.080.0862.240.000.08-2 %0.00625-0.011350.0096750 %14 %
15/10/20200.070.070.070.070.0762.470.000.07-2 %0.00573-0.009790.0090448 %0 %
14/10/20200.070.070.070.070.0763.000.000.07-2 %0.00540-0.009440.0090848 %-22 %
13/10/20200.100.090.100.090.0962.140.000.09-3 %0.00665-0.010850.0111347 %-
09/10/20200.130.120.130.120.1261.600.000.12-3 %0.00796-0.012380.0139847 %-
07/10/20200.180.180.180.180.1860.170.000.18-5 %0.01090-0.015190.0190945 %-22 %
06/10/20200.250.220.250.230.2358.620.000.23-6 %0.01426-0.016970.0233043 %-8 %
05/10/20200.300.250.300.270.2559.590.000.25-6 %0.01291-0.017840.0238946 %-29 %
02/10/20200.300.290.350.340.3558.320.000.35-8 %0.01635-0.021350.0297845 %-8 %
01/10/20200.340.340.380.340.3858.860.000.38-8 %0.01553-0.022240.0308647 %-
29/09/20200.330.300.330.310.3058.350.000.30-7 %0.01575-0.017410.0289842 %-19 %
28/09/20200.360.340.370.340.3758.780.000.37-8 %0.01558-0.019880.0319444 %-3 %
25/09/20200.410.380.410.390.3859.250.000.38-8 %0.01480-0.019930.0323145 %-12 %
24/09/20200.430.430.430.430.4358.660.000.43-9 %0.01623-0.020850.0352445 %-2 %
23/09/20200.630.430.630.450.4459.100.000.44-9 %0.01545-0.020870.0356045 %-33 %
22/09/20200.660.660.660.660.6657.810.000.66-12 %0.01885-0.026090.0441647 %-18 %
21/09/20200.840.800.840.830.8060.000.000.80-12 %0.01499-0.030870.0455355 %-
14/09/20200.520.520.520.520.5261.910.000.52-8 %0.01176-0.021110.0387450 %-17 %
11/09/20200.720.630.720.660.6361.950.000.63-9 %0.01207-0.023680.0425252 %-
02/09/20200.900.900.900.900.90---------
28/08/20200.820.820.820.820.82---------4 %
27/08/20200.600.600.850.820.85--------0 %
26/08/20200.750.750.850.800.85---------
19/08/20200.750.750.750.750.75--------0 %
18/08/20200.700.700.750.730.75---------
11/08/20201.001.001.001.001.00--------1 %
10/08/20200.990.990.990.990.99---------
06/08/20201.061.061.061.061.06---------
29/07/20201.181.181.181.181.18---------20 %
28/07/20201.421.421.501.471.48---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW495Europeu47,29-0,25
VALEW490Europeu46,79-0,75
VALEW50Europeu46,54-1,00
VALEW478Europeu45,54-2,00
VALEW470Europeu44,79-2,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW503Europeu48,040,50
VALEW485Europeu48,541,00
VALEW513Europeu49,041,50
VALEW518Europeu49,542,00
VALEW500Europeu50,042,50