VALEW668 - Vale
Opções
R$ 64,54
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$ 2,31
Valor Teórico
R$ 1,09
Valor Intrínseco
R$ 1,22
Valor Extrínseco
-57,66 %
Delta
0,08900
Gamma
-0,05085
Theta
0,06139
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20202.792.113.142.602.3263.451.091.23-58 %0.08901-0.050860.0613928 %-9 %
22/10/20202.732.353.042.662.5563.101.441.11-61 %0.08667-0.047190.0618828 %-6 %
21/10/20203.602.553.602.782.7062.851.691.01-63 %0.08564-0.043310.0623927 %-24 %
20/10/20203.733.343.823.543.5761.842.700.87-68 %0.07231-0.042530.0592330 %3 %
19/10/20203.132.873.533.153.4561.952.590.86-68 %0.07429-0.039500.0611728 %3 %
16/10/20203.133.093.373.213.3562.242.301.05-65 %0.07274-0.041670.0653429 %1 %
15/10/20203.433.153.663.363.3262.472.071.25-62 %0.06992-0.043720.0687930 %14 %
14/10/20203.542.883.623.262.9163.001.541.37-59 %0.07395-0.041390.0725828 %-21 %
13/10/20204.443.414.463.853.6962.142.401.29-63 %0.06442-0.042700.0709231 %-
08/10/20204.904.305.014.524.4561.293.251.20-67 %0.05729-0.039450.0716832 %-19 %
07/10/20205.885.355.885.545.5160.174.371.14-70 %0.04928-0.040410.0685736 %-10 %
06/10/20206.146.146.146.146.1458.625.920.22-85 %0.04556-0.015510.0446226 %5 %
05/10/20205.855.855.855.855.8559.594.950.90-73 %0.04831-0.033540.0663234 %-
30/09/20206.166.166.166.166.1659.115.430.73-76 %0.04690-0.027430.0653332 %-
28/09/20206.186.186.696.396.6958.785.760.93-74 %0.04308-0.030900.0695435 %-
24/09/20206.426.426.426.426.4258.665.880.54-79 %0.04554-0.020780.0637329 %-
21/09/20208.458.458.458.458.4560.004.543.91-57 %0.02690-0.068750.0922762 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW663Europeu64,04-0,50
VALEW658Europeu63,54-1,00
VALEW630Europeu63,04-1,50
VALEW648Europeu62,54-2,00
VALEW643Europeu62,04-2,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW650Europeu65,040,50
VALEW678Europeu65,541,00
VALEW660Europeu66,041,50
VALEW688Europeu66,542,00
VALEW670Europeu67,042,50