VALEW7 - Vale
Opções
R$ 35,54
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$ 0,01
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,01
Valor Extrínseco
-0,24 %
Delta
0,00056
Gamma
-0,00273
Theta
0,00123
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.020.010.020.010.0162.850.000.010 %0.00057-0.002740.0012380 %0 %
20/10/20200.010.010.010.010.0161.840.000.010 %0.00061-0.002580.0012976 %0 %
19/10/20200.010.010.010.010.0161.950.000.010 %0.00061-0.002450.0013275 %-50 %
16/10/20200.020.020.020.020.0262.240.000.020 %0.00091-0.004180.0022379 %0 %
15/10/20200.020.020.020.020.0262.470.000.020 %0.00090-0.003990.0022878 %0 %
14/10/20200.020.020.020.020.0263.000.000.020 %0.00086-0.003830.0023177 %0 %
13/10/20200.020.020.020.020.0262.140.000.020 %0.00092-0.003650.0023974 %-
09/10/20200.020.020.050.020.0261.600.000.020 %0.00096-0.003350.0025170 %0 %
08/10/20200.030.020.030.020.0261.290.000.020 %0.00098-0.003220.0025868 %-33 %
07/10/20200.030.030.030.030.0360.170.000.03-1 %0.00135-0.004310.0035768 %-40 %
06/10/20200.050.050.050.050.0558.620.000.05-1 %0.00203-0.006220.0053069 %0 %
05/10/20200.050.040.060.040.0559.590.000.05-1 %0.00188-0.006060.0052969 %0 %
02/10/20200.050.050.060.050.0558.320.000.05-1 %0.00208-0.005800.0055166 %0 %
01/10/20200.040.040.050.040.0558.860.000.05-1 %0.00199-0.005640.0055466 %0 %
30/09/20200.050.040.060.040.0559.110.000.05-1 %0.00195-0.005480.0056065 %0 %
29/09/20200.050.040.050.040.0558.350.000.05-1 %0.00208-0.005280.0057763 %0 %
28/09/20200.050.050.050.050.0558.780.000.05-1 %0.00200-0.005150.0058063 %0 %
25/09/20200.070.050.070.060.0559.250.000.05-1 %0.00193-0.005020.0058363 %-29 %
24/09/20200.070.070.070.070.0758.660.000.07-1 %0.00241-0.006370.0074664 %0 %
23/09/20200.080.060.090.070.0759.100.000.07-1 %0.00232-0.006220.0074964 %-22 %
22/09/20200.080.080.100.090.0957.810.000.09-2 %0.00291-0.007310.0091463 %-
17/09/20200.090.090.090.090.0962.080.000.09-1 %0.00210-0.007030.0088068 %-
15/09/20200.090.090.090.090.0962.600.000.09-1 %0.00202-0.006740.0089367 %0 %
14/09/20200.090.090.090.090.0961.910.000.09-1 %0.00212-0.006550.0091365 %-
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEW6Europeu34,54-1,00
VALEW5Europeu33,54-2,00
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEW8Europeu36,541,00
VALEW39Europeu37,041,50