Opciones Calculadora.xlsx

	A	B	C	D	E	F	G	I	J	K	M	N
1
2
3				Teóricamente:	10.0156
4	Initial price S0	543.75
5
6	volatility^2	0.01557504							10.2151148
7									9.60663829
8	strike price	542							10.425954
9									9.72199332
10	Interest rate	5.25%							10.4538286
11									9.97257497
12	Maturity	0.08333							10.3823502
13
14	n=	1500			Promedio	Precio
15					10.49311134	10.44730426
16										10
17	Uniformes	Normales	Transformación	Precio final	Ganancias de la opción		0		10	10.07014301	0.004	1
18	0.7558958785	0.6931614413	0.02869832935	559.5807887	17.58078868		0.6931614413	0.00701430061	10.0070143	10.07294913	0.008	2
19	0.5109843878	0.02753725685	0.004718115302	546.3215368	4.321536829		0.7206986981	0.0002786574469	10.00729296	10.13344054	0.012	3
20	0.723561359	0.5934541159	0.02510620776	557.5743124	15.57431236		1.314152814	0.006005333418	10.01329829	10.13761978	0.016	4
21	0.5162547363	0.04075586181	0.005194337446	546.5817692	4.581769202		1.354908676	0.0004124203242	10.01371071	10.17327808	0.02	5
22	0.6359281581	0.3475959023	0.01624875828	552.6574337	10.6574337		1.702504578	0.003517423221	10.01722814	10.19818302	0.024	6
23	0.5955795493	0.2419216145	0.01244166698	550.5574164	8.557416411		1.944426193	0.002448074615	10.01967621	10.36631862	0.028	7
24	0.9483696148	1.62924686	0.06242235745	578.7739228	36.77392281		3.573673052	0.01648681903	10.03616303	10.38185609	0.032	8
25	0.558874876	0.1481172348	0.009062208783	548.699971	6.699970985		3.721790287	0.001498841032	10.03766187	10.41974486	0.036	9
26	0.6408193468	0.3606497327	0.01671904415	552.9174018	10.91740181		4.08244002	0.003649518698	10.04131139	10.38917827	0.04	10
27	0.385948471	-0.2898945094	-0.006717889996	540.1093896	0		3.79254551	-0.002933526178	10.03837786	10.51972687	0.044	11
28	0.892839215	1.241769631	0.04846284833	570.7506537	28.7506537		5.034315142	0.01256582517	10.05094369	10.45783293	0.048	12
29	0.2804770369	-0.5814249687	-0.0172207578	534.4663779	0		4.452890173	-0.005883607006	10.04506008	10.52211734	0.052	13
30	0.7282254356	0.6074548031	0.02561060571	557.8556226	15.85562264		5.060344976	0.006147010411	10.05120709	10.28268739	0.056	14
31	0.01226681256	-2.248668022	-0.07728595106	503.3086657	0		2.811676955	-0.02275492048	10.02845217	10.17605519	0.06	15
32	0.1527328665	-1.024782697	-0.03319345453	525.9973254	0		1.786894257	-0.01037007178	10.0180821	10.14677131	0.064	16
33	0.3880595818	-0.2843800266	-0.006519221619	540.2167029	0		1.502514231	-0.002877723537	10.01520437	10.16878581	0.068	17
34	0.5848836186	0.2144030506	0.01145026512	550.0118632	8.011863242		1.716917282	0.002169606327	10.01737398	10.10275395	0.072	18
35	0.2605328133	-0.6417036384	-0.01939239675	533.3069692	0		1.075213643	-0.006493584257	10.0108804	10.18600058	0.076	19
36	0.7922594274	0.8142859693	0.03306204115	562.0279735	20.02797349		1.889499612	0.008239994655	10.01912039	10.21769125	0.08	20
37	0.6207504285	0.307452276	0.01480251763	551.8587358	9.858735751		2.196951888	0.003111198285	10.02223159	10.38091677	0.084	21
38	0.9427915869	1.578647965	0.06059944842	577.7198316	35.71983165		3.775599853	0.01597479421	10.03820638	10.41510964	0.088	22
39	0.6275983461	0.3254991736	0.01545268702	552.2176541	10.21765407		4.101099027	0.003293820049	10.0415002	10.57819302	0.092	23
40	0.9391137043	1.547376057	0.05947282613	577.0693261	35.06932611		5.648475083	0.01565834475	10.05715855	10.77683824	0.096	24
41	0.9682545443	1.855738	0.07058207602	583.5158753	41.51587532		7.504213083	0.01877874822	10.0759373	10.82751198	0.1	25
42	0.6789149608	0.4646668124	0.02046643178	554.9932848	12.99328478		7.968879895	0.004702097537	10.08063939	10.82179511	0.104	26
43	0.4791937769	-0.05217713241	0.001846272358	544.7548379	2.754837912		7.916702763	-0.0005279954566	10.0801114	10.93933175	0.108	27
44	0.8584333192	1.073307077	0.04239370569	567.297177	25.29717698		8.990009839	0.01086110397	10.0909725	10.84751542	0.112	28
45	0.2034308957	-0.8294288327	-0.0261555079	529.7123241	0		8.160581007	-0.008393229659	10.08257927	10.6862433	0.116	29
46	0.07089013225	-1.46919368	-0.04920409647	517.6428294	0		6.691387327	-0.01486719473	10.06771208	10.85049719	0.12	30
47	0.9356112083	1.518940065	0.05844837241	576.478448	34.47844801		8.210327391	0.01537059275	10.08308267	10.77154416	0.124	31
48	0.2360498943	-0.7190667567	-0.02217953126	531.8226405	0		7.491260635	-0.00727644397	10.07580623	10.67351356	0.128	32
49	0.184230397	-0.8993602697	-0.02867490377	528.3794488	0		6.591900365	-0.009100886046	10.06670534	10.64575069	0.132	33
50	0.3985725207	-0.2570436958	-0.005534385012	540.7489902	0		6.334856669	-0.002601099318	10.06410424	10.62809436	0.136	34
51	0.4349056128	-0.1638982742	-0.002178666875	542.5666394	0.5666394288		6.170958395	-0.001658533924	10.06244571	10.44789812	0.14	35
52	0.04691963794	-1.675484161	-0.05663605285	513.8099909	0		4.495474234	-0.01695470763	10.045491	10.49108644	0.144	36
53	0.6585450532	0.4084955544	0.01844276914	553.8713012	11.87130125		4.903969788	0.004133684371	10.04962469	10.5823117	0.148	37
54	0.8049124228	0.8592997633	0.03468373766	562.9401517	20.94015173		5.763269551	0.008695502224	10.05832019	10.55654309	0.152	38
55	0.4049186552	-0.2406359165	-0.004943267577	541.0687308	0		5.522633635	-0.002435064266	10.05588512	10.53943361	0.156	39
56	0.4363759045	-0.160164099	-0.002044137026	542.6396357	0.639635747		5.362469536	-0.001620746727	10.05426438	10.4641363	0.16	40
57	0.2400902736	-0.7060122052	-0.02170921941	532.0728218	0		4.656457331	-0.007144341197	10.04712004	10.64893422	0.164	41
58	0.9595244506	1.745194038	0.06659954667	581.1966275	39.19662752		6.401651369	0.01766012199	10.06478016	10.51853739	0.168	42
59	0.1131257812	-1.210071227	-0.03986878079	522.4978148	0		5.191580142	-0.01224505987	10.0525351	10.51849864	0.172	43
60	0.4998547905	-0.000363986259	0.003712926792	545.7726566	3.772656607		5.191216156	-0.000003683281969	10.05253141	10.61362492	0.176	44
61	0.8142615416	0.8937102925	0.03592343399	563.6384593	21.63845933		6.084926449	0.009043712297	10.06157513	10.64207349	0.18	45
62	0.6044484682	0.264878497	0.0132687267	551.0129486	9.012948627		6.349804946	0.002680381932	10.06425551	10.65758143	0.184	46
63	0.5572518048	0.1440051659	0.008914064689	548.6186903	6.618690346		6.493810112	0.001457229821	10.06571274	10.71757825	0.188	47
64	0.7110017116	0.556313476	0.02376815467	556.8287472	14.82874724		7.050123587	0.005629496567	10.07134223	10.84499854	0.192	48
65	0.8799777911	1.174875777	0.04605288639	569.3768224	27.37682245		8.224999364	0.01188890695	10.08323114	10.84609438	0.196	49
66	0.5039835387	0.009985416701	0.00408578118	545.9761883	3.976188279		8.234984781	0.0001010453125	10.08333219	10.7575081	0.2	50
67	0.2097959882	-0.8071293278	-0.02535213128	530.1380536	0		7.427855453	-0.008167574535	10.07516461	10.53063682	0.204	51
68	0.01857568862	-2.084096642	-0.07135699446	506.3016247	0		5.343758811	-0.02108957521	10.05407504	10.45428544	0.208	52
69	0.2368433352	-0.7164935147	-0.02208682595	531.8719455	0		4.627265296	-0.007250404593	10.04682463	10.50056345	0.212	53
70	0.6691081648	0.4374518747	0.01948596856	554.4494009	12.44940095		5.064717171	0.004426701731	10.05125133	10.51017923	0.216	54
71	0.5360528483	0.09049445089	0.006986252524	547.5620754	5.562075366		5.155211622	0.0009157394573	10.05216707	10.45723922	0.22	55
72	0.30932502	-0.497764501	-0.01420675084	536.0796933	0		4.657447121	-0.005037022597	10.04713005	10.69135805	0.224	56
73	0.9865314809	2.21242898	0.08343245953	591.0626638	49.06266382		6.869876101	0.02238820716	10.06951826	10.91794052	0.228	57
74	0.9818843443	2.094321935	0.07917745759	588.5530341	46.55303406		8.964198036	0.0211930479	10.09071131	10.90904402	0.232	58
75	0.4679100427	-0.08052453257	0.0008250103012	544.1987845	2.198784452		8.883673503	-0.0008148509775	10.08989646	10.67504886	0.236	59
76	0.0170165415	-2.119679497	-0.07263892576	505.6529966	0		6.763994006	-0.02144964838	10.06844681	10.47661942	0.24	60
77	0.03311209757	-1.836903144	-0.06245143912	510.8306587	0		4.927090863	-0.01858815288	10.04985865	10.4783134	0.244	61
78	0.5063742221	0.01597848522	0.004301691403	546.0940828	4.094082846		4.943069348	0.0001616909019	10.05002034	10.46086601	0.248	62
79	0.4346504232	-0.1645466238	-0.002202024742	542.5539664	0.5539663777		4.778522724	-0.00166509476	10.04835525	10.34980821	0.252	63
80	0.1470579468	-1.049135209	-0.03407079412	525.5360495	0		3.729387515	-0.01061650187	10.03773875	10.2362471	0.256	64
81	0.1391170709	-1.08429473	-0.0353374741	524.8707849	0		2.645092785	-0.0109722912	10.02676646	10.33924906	0.26	65
82	0.8399823607	0.9943853899	0.03955042117	565.6864806	23.68648062		3.639478175	0.01006247265	10.03682893	10.21999404	0.264	66
83	0.1271798814	-1.139823688	-0.03733799683	523.8218186	0		2.499654487	-0.01153420476	10.02529472	10.34237293	0.268	67
84	0.8816608131	1.183330035	0.04635746504	569.5502689	27.55026888		3.682984521	0.01197445803	10.03726918	10.22067774	0.272	68
85	0.1224562915	-1.162795254	-0.03816558555	523.3884889	0		2.520189267	-0.01176666066	10.02550252	10.32050058	0.276	69
86	0.8327681945	0.965162132	0.03849760489	565.0912301	23.09123008		3.485351399	0.009766754076	10.03526928	10.45648083	0.28	70
87	0.9035490343	1.302042283	0.05063427046	571.9913408	29.99134083		4.787393682	0.01317574152	10.04844502	10.37908364	0.284	71
88	0.2322495876	-0.7314584487	-0.02262596249	531.5852712	0		4.055935233	-0.007401839077	10.04104318	10.56786934	0.288	72
89	0.9638689694	1.797463543	0.06848264215	582.2921074	40.29210739		5.853398776	0.01818905218	10.05923223	10.69468216	0.292	73
90	0.8821570769	1.185839102	0.04644785834	569.6017547	27.60175474		7.039237878	0.011999848	10.07123208	10.7309779	0.296	74
91	0.6313309625	0.3353805008	0.0158086782	552.4142737	10.41427369		7.374618379	0.003393812049	10.07462589	10.87917278	0.3	75
92	0.9138296419	1.364721129	0.05289237973	573.2844192	31.28441919		8.739339507	0.01381000684	10.0884359	10.86127138	0.304	76
93	0.4354136483	-0.1626077346	-0.002132173046	542.591866	0.5918660158		8.576731773	-0.001645474581	10.08679042	10.95244865	0.308	77
94	0.7966106092	0.8295755911	0.03361287511	562.3376429	20.33764287		9.406307364	0.008394714749	10.09518514	11.04827011	0.312	78
95	0.8063633525	0.8645728212	0.03487370831	563.047104	21.047104		10.27088019	0.008748861818	10.103934	11.11687958	0.316	79
96	0.7302855665	0.6136768838	0.02583476648	557.980686	15.980686		10.88455707	0.00620997344	10.11014397	11.07582381	0.32	80
97	0.3575718723	-0.3649566784	-0.009422128998	538.6507778	0		10.51960039	-0.003693101923	10.10645087	11.22904524	0.324	81
98	0.9141996639	1.367078594	0.05297731131	573.3331112	31.33311121		11.88667898	0.01383386271	10.12028473	11.48394104	0.328	82
99	0.9875583537	2.243209737	0.08454138731	591.7184732	49.71847318		14.12988872	0.02269968652	10.14298442	11.4162398	0.332	83
100	0.2800879637	-0.582580216	-0.0172623775	534.444134	0		13.54730851	-0.005895297287	10.13708912	11.49266117	0.336	84