VALEW648 - Vale
Opções
R$ 62,54
Preço de Exercício
16/11/2020
Vencimento
24 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 63,25
0,15 (0,24 %)
23/10/2020 12:32
Calculadora Black & Scholes
R$ 1,53
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 1,53
Valor Extrínseco
-41,95 %
Delta
0,08231
Gamma
-0,05646
Theta
0,06129
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
22/10/20201.701.391.901.611.5363.100.001.53-43 %0.08505-0.051170.0631429 %-10 %
21/10/20202.201.562.351.751.7062.850.001.70-45 %0.08325-0.050030.0652429 %-27 %
20/10/20202.592.192.712.382.3461.840.701.64-53 %0.07888-0.050080.0662330 %-2 %
19/10/20202.141.872.382.082.3861.950.591.79-52 %0.07513-0.050190.0682031 %3 %
16/10/20202.181.992.312.142.3162.240.302.01-50 %0.07215-0.049980.0702931 %4 %
15/10/20202.262.102.492.272.2262.470.072.15-48 %0.07100-0.048360.0721231 %12 %
14/10/20202.391.902.452.131.9963.000.001.99-44 %0.06923-0.046650.0736831 %-20 %
13/10/20203.192.323.192.612.4862.140.402.08-50 %0.06831-0.045980.0750331 %-
09/10/20203.072.963.343.122.9661.600.942.02-53 %0.06308-0.045510.0771832 %-2 %
08/10/20203.773.013.903.443.0161.291.251.76-55 %0.06605-0.040970.0777630 %-21 %
07/10/20204.503.634.504.073.8360.172.371.46-62 %0.06062-0.039810.0751032 %-24 %
06/10/20204.164.165.214.575.0558.623.921.13-69 %0.05282-0.037400.0690134 %15 %
05/10/20204.754.404.754.464.4059.592.951.45-64 %0.05527-0.039330.0757634 %-16 %
02/10/20204.754.745.264.855.2658.324.221.04-70 %0.05180-0.033850.0695033 %-
29/09/20204.474.475.054.495.0558.354.190.86-72 %0.05469-0.027050.0709529 %-
25/09/20205.055.055.055.055.0559.253.291.76-62 %0.04770-0.038770.0833936 %-
22/09/20206.336.336.336.336.3357.814.731.60-66 %0.04176-0.037340.0812739 %-8 %
21/09/20206.056.056.976.496.8760.002.544.33-52 %0.02878-0.066030.0934159 %25 %
18/09/20205.144.955.515.195.5061.660.884.62-48 %0.03098-0.059820.0971853 %6 %
17/09/20206.345.196.355.635.1962.080.464.73-47 %0.03137-0.057390.0988351 %-10 %
16/09/20205.835.786.045.915.7860.971.574.21-50 %0.03170-0.055610.0985451 %16 %
15/09/20205.154.975.155.094.9762.600.004.97-45 %0.03083-0.055250.1015650 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW643Europeu62,04-0,50
VALEW638Europeu61,54-1,00
VALEW633Europeu61,04-1,50
VALEW628Europeu60,54-2,00
VALEW623Europeu60,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW630Europeu63,040,50
VALEW658Europeu63,541,00
VALEW663Europeu64,041,50
VALEW668Europeu64,542,00
VALEW650Europeu65,042,50