ABCDEFGHIJKLMNOPQRSTUVWXYZ
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Teóricamente:10.0156
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Initial price S0543.75
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6
volatility^20.0155750410.2151148
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9.60663829
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strike price54210.425954
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9.72199332
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Interest rate5.25%10.4538286
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9.97257497
12
Maturity0.0833310.3823502
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n=1500PromedioPrecio
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9.8086448429.765825756
16
10
17
UniformesNormales
Transformación
Precio final
Ganancias de la opción
01010.029105170.0041
18
0.6131814630.28762073070.01408805335551.46459329.4645932160.28762073070.00291051715610.002910529.7895740110.0082
19
0.00913240206-2.360205703-0.08130428083501.29026350-2.072584972-0.023883602469.9790269159.7236677130.0123
20
0.2529314616-0.6652932873-0.02024225293532.85392750-2.737878259-0.006732294729.972294629.8450152450.0164
21
0.89125860691.2332492480.0481558874570.575482428.57548243-1.5046290120.012479604959.9847742259.8666802990.025
22
0.58607779680.21746701970.01156064968550.07257948.072579411-1.2871619920.0022006115149.9869748369.8378935950.0246
23
0.3865518827-0.2883174306-0.006661073121540.14007780-1.575479423-0.0029175672649.9840572699.7720246230.0287
24
0.2540975463-0.6616507223-0.02011102349532.92385830-2.237130145-0.0066954345549.9773618359.7018492770.0328
25
0.2389576515-0.7096595153-0.0218406198532.00291180-2.94678966-0.0071812493819.9701805859.5934518880.0369
26
0.1347716225-1.104115025-0.03605153306524.496130-4.050904685-0.011172858499.9590077279.5045747550.0410
27
0.1799608371-0.9155143467-0.02925688116528.07203340-4.966419032-0.0092643538129.9497433739.4517787030.04411
28
0.2915259568-0.5489322966-0.01605015545535.09239180-5.515351328-0.0055548042839.9441885699.5649069560.04812
29
0.88155376151.1827897670.04633800099569.539183227.53918324-4.3325615610.01196899099.956157569.5213521990.05213
30
0.3263580767-0.4499920774-0.01248567013537.00312410-4.782553639-0.0045535996599.951603969.4731653590.05614
31
0.3084930156-0.5001264671-0.01429184458536.03407820-5.282680106-0.0050609240139.9465430369.4566122510.0615
32
0.4314526691-0.1726769813-0.002494934343542.39507040.3950703843-5.455357087-0.0017473681939.9447956689.4373339460.06416
33
0.4201704561-0.2014574307-0.003531797714541.83297230-5.656814518-0.0020386058649.9427570629.3747953950.06817
34
0.2562789249-0.6548600719-0.01986637906533.05425110-6.31167459-0.0066267180039.9361303449.5610929710.07218
35
0.97522287531.9637917330.07447489077585.791821643.79182158-4.3478828570.019872175129.9560025199.4675825760.07619
36
0.1668967372-0.9665011451-0.03109376505527.10291670-5.314384002-0.0097803039359.9462222159.600126450.0820
37
0.91674000691.3834726560.05356793455573.671835131.67183509-3.9309113470.013999758959.9602219749.7211970180.08421
38
0.89366709661.2462685850.04862493058570.843169728.84316974-2.6846427620.012611351379.9728333259.7722050.08822
39
0.6979534580.51852347810.02240670739556.071170114.07117007-2.1661192840.0052470886759.9780804149.6715947420.09223
40
0.1544771455-1.017418699-0.03292815427526.13689110-3.183537982-0.010295553359.9677848619.7225173220.09624
41
0.69857629860.52031017910.02247107625556.106964914.10696489-2.6632278030.0052651688189.9730500299.8898332080.125
42
0.95549325541.7006246670.06499386121580.264157438.26415738-0.96260313670.017209111659.9902591419.7599154770.10426
43
0.097115535-1.298163754-0.04304246003520.84220290-2.260766891-0.013136493569.9771226489.7989083640.10827
44
0.65350884810.39481109820.01794976393553.598307111.59830711-1.8659557920.003995207419.9811178559.8617032120.11228
45
0.73672486420.63328082720.02654103102558.374907216.37490717-1.2326749650.0064083513999.9875262069.987876530.11629
46
0.89694689841.2643450580.04927616547571.215043829.215043810.031670092630.0127942724210.000320489.9750109420.1230
47
0.4493540213-0.1272935784-0.0008599220617543.28261841.282618364-0.09562348577-0.0012881204469.9990323589.9803075510.12431
48
0.52092403270.052472841780.005616461062546.8125434.812542979-0.043150643990.00053098782519.9995633469.9269277550.12832
49
0.298560123-0.5285462639-0.01531571485535.48552970-0.5716969079-0.0053485121379.99421483410.001321110.13233
50
0.77052454580.74057543220.03040649693560.537463318.537463290.16887852430.00749409646410.001708939.9608110810.13634
51
0.3444780994-0.4002719861-0.01069442147537.96589230-0.2313934618-0.0040504677119.99765846310.005494960.1435
52
0.6712287430.44330863090.0196969679554.566401812.566401750.21191516910.00448596793610.0021444310.147638110.14436
53
0.91982626891.4039039210.05430400473574.094253332.094253261.615819090.0142065088210.0163509410.122309250.14837
54
0.4025852301-0.2466611693-0.005160337293540.951293901.36915792-0.00249603553710.013854910.094712650.15238
55
0.3938041561-0.2694176408-0.005980176881540.507982401.09974028-0.00272631483810.0111285910.094103040.15639
56
0.4976192775-0.0059676218040.003511046537545.6624873.6624870051.093772658-0.0000603880867610.011068210.20786160.1640
57
0.86729501211.1136951850.04384875422568.123222726.123222732.2074678430.0112698028910.02233810.050371550.16441
58
0.06367400064-1.524643661-0.05120177391516.609778200.6828241821-0.0154283090810.0069096910.147220410.16842
59
0.82952125720.9522750940.03803332799564.828932222.828932181.6350992760.0096363464210.0165460410.262178480.17243
60
0.86854660541.1195471470.04405958085568.243010926.243010862.7546464240.0113290205910.0278750610.163272620.17644
61
0.1704397998-0.9524287208-0.03058678265527.370216401.802217703-0.00963790101310.0182371610.180810470.1845
62
0.56770209290.17052685780.009869552581549.14313947.1431393741.9727445610.00172561047310.019962779.9305227240.18446
63
0.007560957371-2.429446065-0.08379877959500.04135390-0.4567015045-0.024584265669.99537850610.110597660.18847
64
0.96343126381.7919718710.06828479557582.176914340.176914291.3352703660.0181334803610.0135119910.344938950.19248
65
0.98900256072.2904563080.08624352331592.726516250.726516163.6257266740.023177788210.0366897710.351532840.19649
66
0.52511230340.062988837270.005995317222547.01974555.0197455273.6887155110.000637402217410.0373271810.290652690.250
67
0.2805548809-0.5811939253-0.01721243408534.470826603.107521586-0.00588126901210.0314459110.262080020.20451
68
0.3918949753-0.2743834621-0.00615907882540.411293102.833138124-0.00277656541610.0286693410.275931520.20852
69
0.55305609910.13338639840.008531505997548.40885166.4088516382.9665245220.00134977544910.0300191210.220336030.21253
70
0.296446456-0.5346485404-0.01553555947535.367819102.431875982-0.00541026283410.0246088510.205460050.21654
71
0.4428146172-0.1438369373-0.001455923975542.95891740.95891735632.288039044-0.00145552746710.0231533310.276025340.2255
72
0.75278992040.6832954650.02834289121559.381927717.381927672.9713345090.0069144639510.0300677910.173949560.22456
73
0.1631412283-0.9816294038-0.03163878563526.81571301.989705106-0.00993339114910.02013449.9996972040.22857
74
0.04527147009-1.692540629-0.05725054035513.49435800.2971644767-0.0171273069410.0030070910.184195840.23258
75
0.96587044721.8232924750.06941317224582.834199940.83419992.1204569520.018450422610.021457529.9939865190.23659
76
0.03246974996-1.845674376-0.06276743729510.669262600.2747825761-0.0186769115110.002780610.06880240.2460
77
0.77028453370.73978422430.03037799235560.521485618.521485631.01456680.00748609000210.010266699.9728678650.24461
78
0.1732094323-0.9415582282-0.03019515514527.576789500.07300857223-0.00952789936210.000738799.9832467840.24862
79
0.54095690220.10284474070.007431192175547.80576175.8057616530.17585331290.00104071560310.001779519.7670167380.25263
80
0.01616136364-2.14039662-0.07338529443505.27573390-1.964543307-0.021659290939.9801202199.7593735570.25664
81
0.4691795055-0.077332532750.0009400073833544.26136932.261369322-2.04187584-0.00078255021039.9793376699.7172490270.2665
82
0.3348559944-0.4265433202-0.01164088981537.45696550-2.46841916-0.004316314929.9750213549.5226970210.26466
83
0.02393453453-1.978528925-0.06755374253508.23088370-4.446948085-0.020021305029.9550000499.4387941590.26867
84
0.1919599299-0.8706965546-0.02764224595528.92536580-5.317644639-0.0088108296439.946189229.5308933880.27268
85
0.83253961530.96424966670.03846473181565.072654123.0726541-4.3533949730.0097575205759.955946749.4413755070.27669
86
0.1766604305-0.9281671705-0.0297127201527.83137240-5.281562143-0.0093923913869.9465543499.5023963090.2870
87
0.73848890860.6386937450.02673604035558.483806116.4838061-4.6428683980.0064631262779.9530174759.493679340.28471
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0.4638841429-0.090653039830.0004601140463544.00024462.000244579-4.733521438-0.00091734426469.9521001319.4669979430.28872
89
0.3906095127-0.2777307867-0.006279671733540.34612730-5.011252224-0.0028104379599.9492896939.6024980930.29273
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0.92138027171.4144171540.05468276139574.311736532.31173647-3.596835070.014312895269.9636025889.5323102010.29674
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0.71704598350.57408832630.0244085231557.18543715.18543699-4.1072883320.0058093654059.9584371649.6941382220.30877
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0.92851189561.4647973750.05649779231575.355076633.35507659-2.6424909570.014822707259.9732598729.5030706890.31278
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0.3097738443-0.4964914926-0.01416088861536.10427970-5.086707765-0.0050241406579.9485261379.4603306590.3280
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0.52085770780.052306361790.005610463344546.80926344.809263361-5.0344014040.0005293031669.949055449.4363590950.32481
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0.4011377307-0.250403321-0.005295154508540.87836930-5.284804725-0.002533903459.9465215369.4410616650.32882
99
0.5196388190.049247118180.005500249025546.74900054.749000471-5.2355576060.00049834579739.9470198829.267829820.33283
100
0.03489688348-1.813246786-0.06159917963511.26620450-7.048804392-0.018348767379.9286711159.3707706130.33684