VALEW600 - Vale
Opções
R$ 56,54
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$ 0,28
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,28
Valor Extrínseco
-10,49 %
Delta
0,03263
Gamma
-0,02758
Theta
0,02993
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.500.260.500.360.2962.850.000.29-10 %0.03264-0.027580.0299434 %-36 %
20/10/20200.620.450.620.500.4561.840.000.45-15 %0.04102-0.033600.0385234 %-12 %
19/10/20200.470.400.510.450.5161.950.000.51-16 %0.04003-0.035000.0409735 %2 %
16/10/20200.470.440.520.480.5062.240.000.50-15 %0.03786-0.033410.0410735 %-2 %
15/10/20200.570.490.610.520.5162.470.000.51-15 %0.03626-0.032720.0418335 %16 %
14/10/20200.660.440.660.490.4463.000.000.44-13 %0.03285-0.029020.0395335 %-33 %
13/10/20200.900.590.910.700.6662.140.000.66-17 %0.03798-0.035110.0481736 %-
09/10/20200.920.851.000.910.8661.600.000.86-21 %0.04031-0.037510.0551636 %-14 %
08/10/20201.220.921.251.061.0061.290.001.00-22 %0.04121-0.039210.0589537 %-22 %
07/10/20201.641.201.641.451.2960.170.001.29-27 %0.04646-0.041360.0655736 %-32 %
06/10/20201.501.432.001.721.9058.620.001.90-36 %0.05081-0.045390.0726838 %14 %
05/10/20201.901.611.901.661.6659.590.001.66-31 %0.04601-0.043830.0713738 %-20 %
02/10/20202.201.772.202.012.0758.320.002.07-37 %0.05068-0.043770.0759237 %-11 %
01/10/20202.122.122.352.182.3358.860.002.33-36 %0.04265-0.049390.0768943 %14 %
30/09/20201.831.642.051.762.0559.110.002.05-34 %0.04435-0.044430.0771040 %-8 %
29/09/20202.041.772.232.002.2358.350.002.23-38 %0.04777-0.042420.0797038 %7 %
28/09/20201.821.792.121.802.0958.780.002.09-36 %0.04627-0.041040.0799837 %0 %
25/09/20202.462.082.462.132.0859.250.002.08-34 %0.04288-0.041660.0803539 %-9 %
24/09/20202.192.192.282.272.2858.660.002.28-36 %0.04454-0.040990.0827938 %1 %
23/09/20203.272.153.272.662.2659.100.002.26-35 %0.04170-0.041400.0832339 %-24 %
22/09/20203.152.953.203.032.9757.810.002.97-41 %0.04189-0.044020.0865142 %-9 %
21/09/20202.882.883.483.203.2860.000.003.28-34 %0.02910-0.056360.0862854 %40 %
18/09/20202.412.322.432.362.3461.660.002.34-29 %0.02879-0.047490.0829848 %-2 %
17/09/20202.552.382.552.472.3862.080.002.38-28 %0.02718-0.048020.0835750 %-13 %
16/09/20202.772.752.772.752.7560.970.002.75-31 %0.02880-0.048800.0873250 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW560Europeu56,04-0,50
VALEW580Europeu55,54-1,00
VALEW573Europeu55,04-1,50
VALEW568Europeu54,54-2,00
VALEW540Europeu54,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW605Europeu57,040,50
VALEW598Europeu57,541,00
VALEW603Europeu58,041,50
VALEW608Europeu58,542,00
VALEW613Europeu59,042,50