VALEW518 - Vale
Opções
R$ 49,54
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$ 0,05
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,05
Valor Extrínseco
-1,76 %
Delta
0,00581
Gamma
-0,00954
Theta
0,00701
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20200.060.040.060.050.0563.100.000.05-2 %0.00581-0.009540.0070147 %-17 %
21/10/20200.070.060.070.060.0662.850.000.06-2 %0.00653-0.010360.0081746 %-40 %
20/10/20200.100.080.100.080.1061.840.000.10-3 %0.00927-0.014310.0118946 %0 %
19/10/20200.090.090.100.090.1061.950.000.10-3 %0.00914-0.013620.0121545 %-9 %
16/10/20200.090.090.110.100.1162.240.000.11-3 %0.00915-0.014020.0130146 %10 %
15/10/20200.100.100.100.100.1062.470.000.10-3 %0.00855-0.012490.0124945 %0 %
14/10/20200.120.100.120.100.1063.000.000.10-3 %0.00801-0.012060.0125245 %-23 %
13/10/20200.160.130.180.150.1362.140.000.13-4 %0.00986-0.013890.0153544 %-
09/10/20200.190.170.210.180.1761.600.000.17-5 %0.01158-0.015500.0188943 %-11 %
08/10/20200.230.190.250.200.1961.290.000.19-5 %0.01247-0.016090.0206543 %-30 %
07/10/20200.330.240.340.310.2760.170.000.27-7 %0.01589-0.019540.0261643 %-36 %
06/10/20200.360.320.420.320.4258.620.000.42-10 %0.02130-0.024710.0344042 %11 %
05/10/20200.460.370.460.390.3859.590.000.38-9 %0.01838-0.022920.0323643 %-25 %
02/10/20200.450.440.510.470.5158.320.000.51-11 %0.02265-0.026190.0388843 %-7 %
01/10/20200.500.500.600.560.5558.860.000.55-12 %0.02117-0.027240.0399245 %10 %
30/09/20200.400.400.500.460.5059.110.000.50-11 %0.02030-0.024900.0387143 %-12 %
29/09/20200.490.440.570.460.5758.350.000.57-12 %0.02270-0.025800.0424242 %4 %
28/09/20200.460.460.550.500.5558.780.000.55-12 %0.02136-0.024800.0418442 %0 %
25/09/20200.710.550.710.640.5559.250.000.55-11 %0.02009-0.024470.0417843 %-20 %
24/09/20200.620.600.690.620.6958.660.000.69-13 %0.02193-0.027330.0469644 %10 %
23/09/20201.000.631.000.750.6359.100.000.63-12 %0.02065-0.025340.0454243 %-
21/09/20201.221.041.251.051.0460.000.001.04-15 %0.01864-0.035000.0541353 %51 %
18/09/20200.690.690.690.690.6961.660.000.69-11 %0.01548-0.026920.0455549 %-8 %
17/09/20200.750.750.750.750.7562.080.000.75-11 %0.01491-0.028130.0471451 %-18 %
16/09/20200.810.810.920.900.9260.970.000.92-13 %0.01684-0.030750.0527051 %16 %
15/09/20200.670.670.790.720.7962.600.000.79-11 %0.01421-0.028180.0486552 %-9 %
14/09/20200.870.870.870.870.8761.910.000.87-12 %0.01528-0.028960.0517651 %2 %
11/09/20200.950.851.000.870.8561.950.000.85-12 %0.01520-0.027890.0518351 %-
09/09/20201.281.281.281.281.28---------
03/09/20201.621.621.621.621.62---------
31/08/20201.321.321.321.321.32---------
25/08/20201.101.101.101.101.10---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW513Europeu49,04-0,50
VALEW485Europeu48,54-1,00
VALEW503Europeu48,04-1,50
VALEW510Europeu47,54-2,00
VALEW495Europeu47,29-2,25
VALEW490Europeu46,79-2,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW500Europeu50,040,50
VALEW528Europeu50,541,00
VALEW533Europeu51,041,50
VALEW538Europeu51,542,00
VALEW556Europeu52,042,50