VALEW618 - Vale
Opções
R$ 59,54
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$ 0,72
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,72
Valor Extrínseco
-23,46 %
Delta
0,06014
Gamma
-0,04236
Theta
0,05058
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20201.080.661.120.800.7362.850.000.73-23 %0.06014-0.042370.0505931 %-38 %
20/10/20201.141.041.371.151.1861.840.001.18-31 %0.06403-0.050180.0591033 %4 %
19/10/20201.030.901.161.001.1461.950.001.14-31 %0.06338-0.047090.0600932 %2 %
16/10/20201.120.991.151.041.1262.240.001.12-29 %0.05975-0.045770.0606833 %2 %
15/10/20201.121.041.251.131.1062.470.001.10-28 %0.05718-0.044190.0613333 %11 %
14/10/20201.240.941.291.050.9963.000.000.99-26 %0.05306-0.041330.0602233 %-25 %
13/10/20201.711.231.731.501.3262.140.001.32-31 %0.05649-0.044440.0664433 %-
09/10/20201.671.661.931.711.6961.600.001.69-35 %0.05504-0.046210.0719135 %-11 %
08/10/20202.331.752.331.861.9061.290.001.90-37 %0.05424-0.046860.0743435 %-17 %
07/10/20202.692.102.872.632.3060.170.002.30-43 %0.05855-0.045010.0773634 %-30 %
06/10/20202.502.503.343.033.2958.620.922.37-52 %0.05556-0.046700.0777137 %21 %
05/10/20202.952.722.972.852.7359.590.002.73-47 %0.05607-0.044640.0801535 %-20 %
02/10/20203.083.073.423.193.4258.321.222.20-54 %0.05614-0.042710.0797035 %-6 %
01/10/20203.153.153.783.563.6258.860.682.94-50 %0.04774-0.049580.0820641 %10 %
30/09/20203.052.763.292.883.2959.110.432.86-49 %0.05062-0.045140.0836538 %-7 %
29/09/20203.452.963.603.213.5458.351.192.35-53 %0.05345-0.040920.0836335 %1 %
28/09/20202.962.873.503.263.5058.780.762.74-50 %0.05010-0.042860.0857137 %4 %
25/09/20203.973.363.973.723.3659.250.293.07-48 %0.04822-0.043280.0874938 %-12 %
24/09/20203.493.493.833.523.8358.660.882.95-50 %0.04620-0.044000.0879439 %9 %
23/09/20204.863.474.863.933.5059.100.443.06-48 %0.04733-0.041720.0897237 %-25 %
22/09/20204.824.614.834.774.6457.811.732.91-53 %0.04211-0.045440.0886942 %-5 %
21/09/20204.294.255.024.544.8760.000.004.87-44 %0.03009-0.062100.0923656 %28 %
18/09/20203.493.303.893.573.8061.660.003.80-39 %0.03072-0.055990.0933151 %2 %
17/09/20204.463.604.514.273.7462.080.003.74-37 %0.02959-0.055700.0941752 %-7 %
16/09/20203.503.504.174.114.0260.970.004.02-41 %0.03184-0.052790.0958549 %23 %
15/09/20203.583.003.583.533.2862.600.003.28-36 %0.03051-0.049670.0955148 %-14 %
14/09/20203.853.833.853.833.8361.910.003.83-38 %0.02959-0.052260.0976150 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW613Europeu59,04-0,50
VALEW608Europeu58,54-1,00
VALEW603Europeu58,04-1,50
VALEW598Europeu57,54-2,00
VALEW605Europeu57,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW623Europeu60,040,50
VALEW628Europeu60,541,00
VALEW633Europeu61,041,50
VALEW638Europeu61,542,00
VALEW643Europeu62,042,50