VALEW638 - Vale
Opções
R$ 61,54
Preço de Exercício
16/11/2020
Vencimento
23 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 1,01
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 1,01
Valor Extrínseco
-31,97 %
Delta
0,07651
Gamma
-0,05056
Theta
0,05605
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20201.400.901.521.121.0163.450.001.01-32 %0.07651-0.050570.0560530 %-12 %
22/10/20201.281.051.461.211.1563.100.001.15-35 %0.07843-0.049500.0594329 %-12 %
21/10/20202.001.192.001.421.3062.850.001.30-37 %0.07776-0.049150.0622630 %-29 %
20/10/20201.931.742.211.901.8461.840.001.84-45 %0.07764-0.050920.0659831 %-2 %
19/10/20201.671.481.881.661.8861.950.001.88-45 %0.07395-0.050540.0676431 %3 %
16/10/20201.751.601.831.721.8262.240.001.82-42 %0.07070-0.049550.0690531 %6 %
15/10/20201.891.682.021.841.7162.470.001.71-41 %0.07019-0.046740.0702931 %11 %
14/10/20201.971.522.011.691.5463.000.001.54-37 %0.06663-0.044830.0706530 %-24 %
13/10/20202.621.882.622.072.0362.140.002.03-43 %0.06583-0.046760.0739832 %-
09/10/20202.402.402.822.602.4861.600.002.48-47 %0.06161-0.046970.0771633 %-10 %
08/10/20203.202.593.292.782.7561.290.252.50-49 %0.05920-0.047240.0784434 %-16 %
07/10/20203.803.113.883.593.2960.171.371.92-55 %0.06069-0.043200.0777733 %-26 %
06/10/20203.993.934.723.944.4758.622.921.55-63 %0.05385-0.042620.0737436 %18 %
05/10/20203.803.794.053.843.7959.591.951.84-58 %0.05667-0.042040.0788434 %-18 %
02/10/20204.354.104.754.574.6258.323.221.40-65 %0.05394-0.038100.0745834 %-1 %
01/10/20204.114.115.004.564.6558.862.681.97-60 %0.04882-0.044930.0796439 %6 %
30/09/20204.163.784.423.994.4059.112.431.97-59 %0.05047-0.042440.0816137 %-7 %
29/09/20204.134.004.774.474.7558.353.191.56-63 %0.05142-0.037340.0791335 %8 %
28/09/20204.073.874.604.344.4058.782.761.64-62 %0.05331-0.036030.0821033 %-2 %
25/09/20205.044.455.044.834.4759.252.292.18-57 %0.04817-0.041370.0860937 %-11 %
24/09/20204.564.495.054.715.0558.662.882.17-59 %0.04482-0.042450.0856239 %9 %
23/09/20205.634.655.635.074.6559.102.442.21-58 %0.04677-0.040160.0881137 %-18 %
22/09/20205.935.706.226.035.7057.813.731.97-62 %0.04271-0.040220.0848140 %-6 %
21/09/20205.985.986.256.006.0760.001.544.53-50 %0.02993-0.063740.0935257 %32 %
18/09/20204.594.594.594.594.5961.660.004.59-45 %0.03316-0.055190.0965849 %-3 %
17/09/20204.894.554.944.774.7562.080.004.75-44 %0.03050-0.058090.0978852 %-8 %
16/09/20204.614.615.175.105.1460.970.574.57-47 %0.03209-0.054790.0982850 %20 %
15/09/20204.584.274.604.574.2762.600.004.27-42 %0.03160-0.052610.1002748 %0 %
14/09/20204.254.254.254.254.2561.910.004.25-44 %0.03453-0.047760.1013145 %-
02/09/20205.005.005.005.005.00---------
27/08/20205.505.505.505.505.50---------
05/08/20206.666.666.666.666.66---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW633Europeu61,04-0,50
VALEW628Europeu60,54-1,00
VALEW623Europeu60,04-1,50
VALEW618Europeu59,54-2,00
VALEW613Europeu59,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW643Europeu62,040,50
VALEW648Europeu62,541,00
VALEW630Europeu63,041,50
VALEW658Europeu63,542,00
VALEW663Europeu64,042,50