VALEW528 - Vale
Opções
R$ 50,54
Preço de Exercício
16/11/2020
Vencimento
19 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 62,53
0,03 (0,05 %)
27/10/2020 17:00
Calculadora Black & Scholes
R$ 0,07
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,07
Valor Extrínseco
-2,52 %
Delta
0,00836
Gamma
-0,01470
Theta
0,00851
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
27/10/20200.080.070.090.070.0762.530.000.07-3 %0.00837-0.014700.0085249 %-22 %
26/10/20200.060.060.090.070.0962.500.000.09-3 %0.00934-0.016640.0102649 %50 %
23/10/20200.070.060.070.060.0663.450.000.06-2 %0.00691-0.011580.0079747 %-14 %
22/10/20200.070.070.070.070.0763.100.000.07-2 %0.00775-0.012220.0091646 %0 %
21/10/20200.100.060.100.070.0762.850.000.07-2 %0.00800-0.011480.0095244 %-42 %
20/10/20200.130.110.130.110.1261.840.000.12-4 %0.01140-0.016110.0139944 %0 %
19/10/20200.110.110.120.110.1261.950.000.12-4 %0.01123-0.015330.0142943 %0 %
16/10/20200.130.110.130.120.1262.240.000.12-4 %0.01079-0.014680.0144743 %0 %
15/10/20200.150.110.150.120.1262.470.000.12-4 %0.01047-0.014080.0146743 %20 %
14/10/20200.140.100.140.120.1063.000.000.10-3 %0.00910-0.011830.0132342 %-38 %
13/10/20200.210.150.210.160.1662.140.000.16-5 %0.01209-0.015900.0182043 %-
09/10/20200.240.220.260.240.2261.600.000.22-6 %0.01430-0.018330.0228342 %-12 %
08/10/20200.290.250.290.280.2561.290.000.25-7 %0.01540-0.019220.0250942 %-22 %
07/10/20200.440.320.440.340.3260.170.000.32-8 %0.01894-0.021470.0299641 %-41 %
06/10/20200.420.410.570.490.5458.620.000.54-13 %0.02521-0.028420.0401842 %15 %
05/10/20200.480.470.500.490.4759.590.000.47-11 %0.02172-0.025810.0373642 %-27 %
02/10/20200.560.560.650.590.6458.320.000.64-14 %0.02643-0.029520.0446242 %-3 %
01/10/20200.670.660.710.680.6658.860.000.66-14 %0.02449-0.029830.0449743 %16 %
30/09/20200.510.500.570.520.5759.110.000.57-12 %0.02353-0.026360.0429341 %-19 %
29/09/20200.540.540.700.630.7058.350.000.70-15 %0.02626-0.028620.0481041 %1 %
28/09/20200.600.550.690.630.6958.780.000.69-14 %0.02473-0.027990.0478642 %3 %
25/09/20200.800.670.800.680.6759.250.000.67-13 %0.02319-0.027130.0473142 %-19 %
24/09/20200.810.770.830.780.8358.660.000.83-15 %0.02499-0.029900.0524943 %8 %
23/09/20200.830.770.830.800.7759.100.000.77-14 %0.02363-0.028110.0512143 %-
21/09/20201.311.311.391.371.3860.000.001.38-18 %0.02027-0.041100.0612055 %-
17/09/20200.900.900.900.900.9062.080.000.90-13 %0.01671-0.031110.0525151 %-
03/09/20200.980.980.980.980.98---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW500Europeu50,04-0,50
VALEW518Europeu49,54-1,00
VALEW513Europeu49,04-1,50
VALEW485Europeu48,54-2,00
VALEW503Europeu48,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW533Europeu51,040,50
VALEW538Europeu51,541,00
VALEW556Europeu52,041,50
VALEW550Europeu52,542,00
VALEW530Europeu53,042,50