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					10.13833693	10.09407859
16										10
17	Uniformes	Normales	Transformación	Precio final	Ganancias de la opción		0		10	9.983157226	0.004	1
18	0.4339044543	-0.1664422733	-0.002270318657	542.5169145	0.5169145085		-0.1664422733	-0.001684277384	9.998315723	9.857350795	0.008	2
19	0.1065049719	-1.245331438	-0.04113908831	521.8345033	0		-1.411773711	-0.01260186811	9.985713855	9.847273448	0.012	3
20	0.4597646456	-0.101026667	0.00008638693885	543.7969749	1.796974927		-1.512800378	-0.001022317991	9.984691537	9.90583667	0.016	4
21	0.7216346579	0.5877044564	0.02489906675	557.4588278	15.45882781		-0.9250959217	0.005947150954	9.990638687	9.917256222	0.02	5
22	0.5453502194	0.1139220814	0.007830271728	548.0244234	6.02442336		-0.8111738403	0.00115281041	9.991791498	9.835276922	0.024	6
23	0.206996124	-0.8168883282	-0.02570371544	529.9516982	0		-1.628062168	-0.008266328675	9.983525169	9.947576809	0.028	7
24	0.8704133377	1.128347183	0.0443766167	568.4231928	26.42319283		-0.4997149858	0.01141807068	9.99494324	9.896912594	0.032	8
25	0.3073737865	-0.503308242	-0.0144064733	535.9726368	0		-1.003023228	-0.005093121312	9.989850119	9.976397272	0.036	9
26	0.7863028852	0.7936585616	0.03231890461	561.6104651	19.61046512		-0.2093646663	0.008031259965	9.997881379	9.859978005	0.04	10
27	0.1244160522	-1.153190738	-0.03781956694	523.5696224	0		-1.362555404	-0.01166946979	9.986211909	9.806542637	0.044	11
28	0.2961335785	-0.535553524	-0.01556816301	535.3503645	0		-1.898108928	-0.005419420624	9.980792488	9.77487715	0.048	12
29	0.3748271601	-0.3190952038	-0.007769893394	539.5414915	0		-2.217204132	-0.00322901643	9.977563472	9.910853946	0.052	13
30	0.9153855981	1.374686031	0.05325138186	573.4902665	31.49026646		-0.8425181007	0.01391084457	9.991474316	9.967637025	0.056	14
31	0.7143657762	0.5661843799	0.02412377034	557.0267995	15.02679948		-0.2763337208	0.005729383092	9.997203699	10.08421516	0.06	15
32	0.8761142706	1.155779259	0.0453649027	568.9852352	26.9852352		0.8794455384	0.01169566378	10.00889936	10.08469821	0.064	16
33	0.5018884802	0.004733735587	0.003896580667	545.8728991	3.872899076		0.8841792739	0.00004790203615	10.00894727	10.089743	0.068	17
34	0.5197134935	0.04943452735	0.005507000751	546.752692	4.752691983		0.9336138013	0.0005002422447	10.00944751	10.02941121	0.072	18
35	0.2772927118	-0.590902989	-0.01756221918	534.2839094	0		0.3427108123	-0.005979517829	10.00346799	9.944161047	0.076	19
36	0.2004593492	-0.8399816078	-0.0265356891	529.5109757	0		-0.4972707955	-0.008500016234	9.994967973	9.854957422	0.08	20
37	0.1876819745	-0.8864706756	-0.02821053479	528.6248688	0		-1.383741471	-0.008970452524	9.985997521	9.898844222	0.084	21
38	0.6700595182	0.4400775193	0.01958056175	554.5018506	12.50185057		-0.9436639518	0.004453271385	9.990450792	9.902084886	0.088	22
39	0.5129042805	0.0323518769	0.004891569966	546.4163071	4.416307066		-0.9113120749	0.0003273779762	9.99077817	9.837765094	0.092	23
40	0.2604687548	-0.6419009315	-0.01939950456	533.3031786	0		-1.553213006	-0.006495580722	9.984282589	9.782219371	0.096	24
41	0.2884353517	-0.5579614581	-0.01637544596	534.9183596	0		-2.111174465	-0.005646172974	9.978636416	9.95522658	0.1	25
42	0.9597454699	1.747739995	0.06669126898	581.2499387	39.24993867		-0.3634344693	0.01768588526	9.996322302	9.827347946	0.104	26
43	0.1021500683	-1.269395229	-0.04200602624	521.3823012	0		-1.632829698	-0.01284537655	9.983476925	9.938563453	0.108	27
44	0.86829194	1.118353327	0.04401657148	568.2185716	26.21857162		-0.5144763712	0.01131693997	9.994793865	9.894800695	0.112	28
45	0.3317296471	-0.4351420895	-0.01195067472	537.2904952	0		-0.9496184607	-0.004403328347	9.990390537	9.874107033	0.116	29
46	0.4181332609	-0.2066713651	-0.00371963834	541.7312036	0		-1.156289826	-0.002091367171	9.98829917	9.745654928	0.12	30
47	0.0992977803	-1.285563159	-0.04258850272	521.0786967	0		-2.441852985	-0.01300898451	9.975290185	9.942025651	0.124	31
48	0.9767707616	1.991203886	0.07546245903	586.3706167	44.37061673		-0.4506490985	0.02014956661	9.995439752	10.0402302	0.128	32
49	0.8354994686	0.9761279493	0.03889266662	565.3145201	23.31452011		0.5254788509	0.009877720345	10.00531747	9.89985318	0.132	33
50	0.08353748204	-1.381663769	-0.04605068641	519.2777459	0		-0.856184918	-0.0139814543	9.991336018	9.946955441	0.136	34
51	0.6808863519	0.4701787765	0.02066500941	555.103505	13.10350498		-0.3860061415	0.004757874692	9.996093892	9.803715445	0.14	35
52	0.0773589349	-1.423063081	-0.04754216524	518.5038315	0		-1.809069223	-0.01440038589	9.981693507	9.855893436	0.144	36
53	0.7005394607	0.5259526904	0.02267435707	556.2200223	14.22002226		-1.283116533	0.005322267018	9.987015774	9.848530421	0.148	37
54	0.4705743958	-0.07382605884	0.001066333916	544.3301283	2.330128317		-1.356942591	-0.0007470671891	9.986268706	9.865815657	0.152	38
55	0.5688479344	0.1734418509	0.009974570037	549.200812	7.200812018		-1.18350074	0.001755108129	9.988023815	9.800761698	0.156	39
56	0.257324936	-0.6516145302	-0.01974945304	533.1165826	0		-1.835115271	-0.00659387543	9.981429939	9.824326535	0.16	40
57	0.5939060655	0.2376044881	0.01228613535	550.471794	8.471793975		-1.597510783	0.002404388367	9.983834327	9.898900041	0.164	41
58	0.7734093294	0.7501218158	0.03075042121	560.7302789	18.73027889		-0.8473889668	0.007590699073	9.991425027	9.929986359	0.168	42
59	0.6218473268	0.3103361458	0.01490641382	551.9160747	9.916074749		-0.537052821	0.003140380995	9.994565408	9.944396658	0.172	43
60	0.5570161453	0.1434083238	0.008892562463	548.6068939	6.60689395		-0.3936444972	0.001451190204	9.996016598	10.20714411	0.176	44
61	0.9954863617	2.611019426	0.09779234076	599.6114866	57.61148661		2.217374929	0.02642165889	10.02243826	10.18339094	0.18	45
62	0.4090582998	-0.2299680462	-0.004558939874	541.2767185	0		1.987406883	-0.002327113008	10.02011114	10.22926353	0.184	46
63	0.6718960001	0.4451546466	0.01976347367	554.6032848	12.60328485		2.432561529	0.004504648302	10.02461579	10.45067779	0.188	47
64	0.9837822578	2.139002269	0.08078714064	589.5011808	47.50118081		4.571563799	0.02164518109	10.04626097	10.37637061	0.192	48
65	0.2411383186	-0.7026455999	-0.02158793188	532.1373595	0		3.868918199	-0.007110273547	10.0391507	10.35620362	0.196	49
66	0.4238460692	-0.1920639174	-0.003193380835	542.0163687	0.01636871668		3.676854281	-0.001943550193	10.03720715	10.40304603	0.2	50
67	0.6725554682	0.4469806052	0.01982925686	554.6397696	12.63976962		4.123834886	0.004523125703	10.04173027	10.54498797	0.204	51
68	0.9112258814	1.348342535	0.05230231376	572.9462433	30.94624335		5.472177422	0.01364426713	10.05537454	10.53512815	0.208	52
69	0.4631900494	-0.09240017717	0.0003971705289	543.9660044	1.966004368		5.379777245	-0.0009350240514	10.05443952	10.49728884	0.212	53
70	0.3613177489	-0.3549387231	-0.009061215561	538.8452192	0		5.024838521	-0.003591727343	10.05084779	10.52989266	0.216	54
71	0.6205522234	0.3069314457	0.01478375385	551.8483809	9.848380895		5.331769967	0.003105927852	10.05395372	10.56265846	0.22	55
72	0.6207690411	0.3075011891	0.0148042798	551.8597082	9.859708224		5.639271156	0.00311169325	10.05706541	10.65365851	0.224	56
73	0.8027181053	0.8513701105	0.03439805878	562.7793546	20.77935459		6.490641267	0.008615259779	10.06568067	10.63226397	0.228	57
74	0.421345976	-0.1984513406	-0.003423498339	541.8916556	0		6.292189926	-0.002008186371	10.06367249	10.63614428	0.232	58
75	0.5143848632	0.03606532178	0.00502535297	546.4894132	4.489413171		6.328255248	0.0003649553963	10.06403744	10.6163644	0.236	59
76	0.4270945041	-0.1837762248	-0.00289480298	542.178227	0.178226964		6.144479023	-0.001859684641	10.06217776	10.65715323	0.24	60
77	0.6479077694	0.3796779886	0.01740456859	553.2965702	11.29657015		6.524157012	0.003842071109	10.06601983	10.53458902	0.244	61
78	0.12787201	-1.136507999	-0.03721854361	523.8843945	0		5.387649013	-0.01150065233	10.05451917	10.63278493	0.248	62
79	0.8215114446	0.9211404367	0.03691165038	564.1957314	22.1957314		6.30878945	0.00932128584	10.06384046	10.5300526	0.252	63
80	0.1698407003	-0.9547949525	-0.03067203006	527.3252613	0		5.353994497	-0.009661845594	10.05417862	10.69477456	0.256	64
81	0.9389311581	1.545862893	0.05941831192	577.0378685	35.03786849		6.899857391	0.01564303262	10.06982165	10.62735826	0.26	65
82	0.2666633468	-0.6229358272	-0.01871625525	533.6676821	0		6.276921564	-0.00630366736	10.06351798	10.638149	0.264	66
83	0.5399629696	0.1003404302	0.007340970242	547.7563398	5.756339788		6.377261994	0.001015373763	10.06453335	10.75018442	0.268	67
84	0.8510002509	1.040732968	0.04122016947	566.6318237	24.63182369		7.417994962	0.01053147717	10.07506483	10.83133588	0.272	68
85	0.772161925	0.7459855395	0.03060140501	560.6467272	18.64672722		8.163980502	0.0075488429	10.08261367	10.84640223	0.276	69
86	0.554666384	0.1374599696	0.008678263147	548.4893405	6.489340464		8.301440471	0.001390997091	10.08400467	11.03949922	0.28	70
87	0.9607366822	1.759299596	0.06710772273	581.4920528	39.4920528		10.06074007	0.01780286019	10.10180753	11.15566098	0.284	71
88	0.8507913985	1.039833629	0.04118776927	566.613465	24.613465		11.1005737	0.0105223765	10.11232991	11.19467461	0.288	72
89	0.6351775055	0.3455978139	0.01617677383	552.6176524	10.61765239		11.44617151	0.003497203988	10.11582711	11.15375796	0.292	73
90	0.3589778184	-0.3611923814	-0.009286513963	538.7238319	0		11.08497913	-0.003655009916	10.1121721	11.20157192	0.296	74
91	0.6640810423	0.4236269257	0.01898790186	554.1733169	12.17331693		11.50860605	0.004286803083	10.11645891	11.19142704	0.3	75
92	0.4643426651	-0.08949902273	0.0005016894244	544.0228621	2.022862065		11.41910703	-0.0009056664326	10.11555324	11.22273039	0.304	76
93	0.6088838168	0.2764110552	0.01368420622	551.2419308	9.241930785		11.69551809	0.002797083215	10.11835032	11.31675869	0.308	77
94	0.7961538102	0.8279613653	0.03355471995	562.304941	20.30494098		12.52347945	0.008378379932	10.1267287	11.17976231	0.312	78
95	0.11579139	-1.196291614	-0.03937234739	522.7572646	0		11.32718784	-0.01210561998	10.11462308	11.17049343	0.316	79
96	0.4673510563	-0.08193033391	0.000774363979	544.1712235	2.171223483		11.2452575	-0.0008290766867	10.11379401	11.25940358	0.32	80
97	0.7842287507	0.7865548489	0.0320629816	561.4667545	19.46675447		12.03181235	0.007959375447	10.12175338	11.32296157	0.324	81
98	0.7115210524	0.5578337781	0.02382292607	556.8592464	14.85924637		12.58964613	0.005644880942	10.12739826	11.31401848	0.328	82
99	0.4688937891	-0.07805088225	0.0009141276524	544.2472842	2.247284167		12.51159525	-0.0007898193962	10.12660844	11.11482599	0.332	83
100	0.04094469065	-1.739827107	-0.05895411409	512.6203272	0		10.77176814	-0.01760581246	10.10900263	11.30962058	0.336	84