VALEW533 - Vale
Opções
R$ 51,04
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,06
1,22 (1,97 %)
21/10/2020 15:39
Calculadora Black & Scholes
R$ 0,11
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,11
Valor Extrínseco
-3,69 %
Delta
0,01388
Gamma
-0,02218
Theta
0,01716
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
20/10/20200.140.120.140.120.1261.840.000.12-4 %0.01224-0.015920.0144242 %-8 %
19/10/20200.120.120.130.120.1361.950.000.13-4 %0.01240-0.016100.0153942 %0 %
16/10/20200.140.130.140.130.1362.240.000.13-4 %0.01191-0.015430.0155842 %-7 %
15/10/20200.130.130.140.130.1462.470.000.14-4 %0.01184-0.015640.0164642 %8 %
14/10/20200.160.130.170.140.1363.000.000.13-4 %0.01075-0.014310.0158142 %-24 %
13/10/20200.200.170.200.190.1762.140.000.17-5 %0.01320-0.016440.0193441 %-
09/10/20200.250.240.250.240.2461.600.000.24-6 %0.01566-0.019290.0245242 %-25 %
08/10/20200.350.320.360.350.3261.290.000.32-8 %0.01744-0.022680.0290143 %-11 %
07/10/20200.450.360.450.380.3660.170.000.36-9 %0.02078-0.022980.0324840 %-42 %
06/10/20200.550.530.620.540.6258.620.000.62-14 %0.02728-0.030640.0434142 %11 %
05/10/20200.600.540.600.570.5659.590.000.56-12 %0.02365-0.028660.0410943 %-19 %
02/10/20200.760.690.760.710.6958.320.000.69-15 %0.02845-0.030430.0470341 %-12 %
01/10/20200.830.760.830.780.7858.860.000.78-15 %0.02620-0.032800.0488044 %26 %
30/09/20200.620.620.620.620.6259.110.000.62-13 %0.02535-0.027410.0454641 %-17 %
29/09/20200.600.600.750.740.7558.350.000.75-16 %0.02819-0.029370.0505141 %3 %
28/09/20200.730.730.730.730.7358.780.000.73-15 %0.02652-0.028510.0500541 %-1 %
25/09/20200.850.740.860.820.7459.250.000.74-15 %0.02483-0.028510.0502042 %-20 %
24/09/20200.870.870.920.890.9258.660.000.92-17 %0.02656-0.031420.0555043 %7 %
23/09/20200.970.860.970.920.8659.100.000.86-16 %0.02516-0.029740.0543743 %-
21/09/20201.421.421.501.441.4560.000.001.45-19 %0.02126-0.041760.0632054 %-
17/09/20201.071.071.071.071.0762.080.001.07-15 %0.01759-0.034550.0567852 %-11 %
16/09/20201.161.161.201.171.2060.970.001.20-16 %0.01960-0.035260.0609451 %33 %
15/09/20200.900.900.900.900.9062.600.000.90-13 %0.01669-0.029680.0541949 %-
11/09/20201.201.201.201.201.2061.950.001.20-15 %0.01769-0.033940.0617352 %-33 %
10/09/20201.801.801.801.801.8058.530.001.80-22 %0.02375-0.038750.0739851 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW528Europeu50,54-0,50
VALEW500Europeu50,04-1,00
VALEW518Europeu49,54-1,50
VALEW513Europeu49,04-2,00
VALEW485Europeu48,54-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW538Europeu51,540,50
VALEW556Europeu52,041,00
VALEW550Europeu52,541,50
VALEW530Europeu53,042,00
VALEW558Europeu53,542,50