VALEW558 - Vale
Opções
R$ 53,54
Preço de Exercício
16/11/2020
Vencimento
25 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 62,85
1,01 (1,63 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 0,13
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,13
Valor Extrínseco
-4,79 %
Delta
0,01584
Gamma
-0,01718
Theta
0,01642
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.200.120.210.140.1362.850.000.13-5 %0.01585-0.017190.0164338 %-43 %
20/10/20200.260.200.260.210.2361.840.000.23-8 %0.02187-0.024000.0237039 %-8 %
19/10/20200.220.200.250.230.2561.950.000.25-8 %0.02187-0.024290.0251539 %-34 %
16/10/20200.230.210.380.220.3862.240.000.38-10 %0.02253-0.031500.0306644 %0 %
15/10/20200.270.220.380.240.3862.470.000.38-10 %0.02178-0.030290.0310944 %81 %
14/10/20200.290.210.290.240.2163.000.000.21-6 %0.01782-0.019200.0236238 %-34 %
13/10/20200.430.310.430.320.3262.140.000.32-9 %0.02221-0.024260.0305339 %-
09/10/20200.460.420.520.460.4261.600.000.42-11 %0.02501-0.026590.0364639 %-13 %
08/10/20200.580.470.650.550.4861.290.000.48-12 %0.02651-0.027760.0396539 %-26 %
07/10/20200.810.610.860.780.6560.170.000.65-16 %0.03173-0.031400.0470338 %-39 %
06/10/20200.750.751.120.831.0758.620.001.07-22 %0.03816-0.039070.0581440 %24 %
05/10/20201.020.861.020.900.8659.590.000.86-19 %0.03395-0.034420.0541039 %-29 %
02/10/20201.270.971.271.101.2158.320.001.21-24 %0.03875-0.038950.0622740 %-1 %
01/10/20201.001.001.351.211.2258.860.001.22-23 %0.03547-0.039270.0622942 %14 %
30/09/20201.070.891.081.041.0759.110.001.07-21 %0.03519-0.035300.0609439 %-16 %
29/09/20201.040.991.281.121.2858.350.001.28-24 %0.03785-0.036920.0658239 %12 %
28/09/20201.021.001.141.121.1458.780.001.14-22 %0.03647-0.034030.0643338 %-6 %
25/09/20201.331.211.331.311.2159.250.001.21-22 %0.03344-0.035430.0651240 %-5 %
24/09/20201.351.271.411.361.2758.660.001.27-24 %0.03607-0.034370.0678839 %-6 %
23/09/20201.951.351.951.571.3559.100.001.35-23 %0.03318-0.035840.0687441 %-26 %
22/09/20201.861.832.081.941.8357.810.001.83-28 %0.03588-0.039740.0756842 %-13 %
21/09/20202.152.102.252.162.1160.000.002.11-25 %0.02557-0.048630.0749453 %29 %
18/09/20201.451.451.631.531.6361.660.001.63-21 %0.02291-0.042700.0699751 %4 %
17/09/20201.901.461.901.671.5762.080.001.57-20 %0.02205-0.041280.0696151 %-11 %
16/09/20201.641.641.821.761.7760.970.001.77-22 %0.02421-0.041820.0739050 %16 %
15/09/20201.301.251.521.351.5262.600.001.52-19 %0.02096-0.039260.0699451 %-2 %
14/09/20201.551.551.551.551.5561.910.001.55-20 %0.02249-0.037890.0720549 %-5 %
11/09/20202.011.582.011.821.6461.950.001.64-20 %0.02211-0.038570.0737449 %-26 %
10/09/20202.302.102.602.322.2258.530.002.22-28 %0.02975-0.039500.0838746 %11 %
09/09/20202.002.002.002.002.0060.000.002.00-25 %0.02597-0.038890.0812847 %-
03/09/20202.102.102.102.102.10--------0 %
02/09/20201.751.752.101.942.10---------
28/08/20202.102.102.102.102.10---------
26/08/20202.001.802.031.892.03---------3 %
25/08/20201.901.902.102.002.10---------
19/08/20201.751.751.851.751.85--------6 %
18/08/20201.501.501.751.691.75---------
11/08/20201.721.722.001.762.00---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW530Europeu53,04-0,50
VALEW550Europeu52,54-1,00
VALEW556Europeu52,04-1,50
VALEW538Europeu51,54-2,00
VALEW533Europeu51,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW540Europeu54,040,50
VALEW568Europeu54,541,00
VALEW573Europeu55,041,50
VALEW580Europeu55,542,00
VALEW560Europeu56,042,50