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					10.3862045	10.34086411
16										10
17	Uniformes	Normales	Transformación	Precio final	Ganancias de la opción		0		10	10.11283776	0.004	1
18	0.8675910735	1.115076006	0.04389850056	568.1514855	26.15148549		1.115076006	0.01128377582	10.01128378	10.15478981	0.008	2
19	0.659078433	0.4099493076	0.01849514301	553.9003104	11.90031039		1.525025313	0.004148395319	10.01543217	10.16456978	0.012	3
20	0.5379115534	0.09517365775	0.007154828704	547.6543891	5.654389069		1.620198971	0.0009630897015	10.01639526	10.27420889	0.016	4
21	0.8567711487	1.065924657	0.04212774178	567.1463165	25.14631647		2.686123628	0.01078639913	10.02718166	10.25610636	0.02	5
22	0.430886801	-0.174116887	-0.002546809332	542.3669344	0.3669343753		2.512006741	-0.001761939015	10.02541972	10.37430234	0.024	6
23	0.8726191598	1.138859691	0.04475534724	568.6385128	26.63851282		3.650866432	0.01152444979	10.03694417	10.49146919	0.028	7
24	0.8678063584	1.116081424	0.04393472241	568.1720654	26.17206535		4.766947855	0.01129394993	10.04823812	10.3395795	0.032	8
25	0.07626121282	-1.430678335	-0.04781651735	518.3615984	0		3.336269521	-0.01447744684	10.03376067	10.32118025	0.036	9
26	0.4302051044	-0.1758520092	-0.002609319984	542.3330317	0.3330317244		3.160417511	-0.001779497217	10.03198118	10.32885448	0.04	10
27	0.5292870064	0.07347770225	0.006373195961	547.2264917	5.226491718		3.233895214	0.0007435420683	10.03272472	10.37858252	0.044	11
28	0.6828817183	0.4757723602	0.02086652753	555.2153797	13.21537967		3.709667574	0.004814477779	10.0375392	10.43201777	0.048	12
29	0.6945507766	0.5087914024	0.02205609324	555.8762378	13.87623783		4.218458976	0.005148606994	10.0426878	10.38966591	0.052	13
30	0.3441387447	-0.4011937397	-0.01072762917	537.948028	0		3.817265237	-0.004059795202	10.03862801	10.34484407	0.056	14
31	0.3349364906	-0.4263223406	-0.01163292865	537.4612443	0		3.390942896	-0.004314078764	10.03431393	10.32866277	0.06	15
32	0.4385781449	-0.1545751146	-0.001842784602	542.7489086	0.7489085538		3.236367781	-0.001564190181	10.03274974	10.40463299	0.064	16
33	0.7663433914	0.7268575606	0.02991228788	560.260509	18.26050904		3.963225342	0.007355281363	10.04010502	10.22078404	0.068	17
34	0.04039144288	-1.746161541	-0.05918232256	512.5033563	0		2.217063801	-0.01766991243	10.02243511	10.10046002	0.072	18
35	0.1223395587	-1.163370736	-0.03818631824	523.3776377	0		1.053693065	-0.01177248413	10.01066262	10.01668356	0.076	19
36	0.2062065402	-0.8196545249	-0.02580337226	529.8988876	0		0.2340385397	-0.008294320618	10.0023683	10.05065881	0.08	20
37	0.6312584402	0.3351882038	0.01580175038	552.4104467	10.41044667		0.5692267435	0.003391866141	10.00576017	10.09312511	0.084	21
38	0.6618589066	0.4175417588	0.01876867364	554.0518398	12.05183982		0.9867685023	0.004225225523	10.0099854	10.07905441	0.088	22
39	0.4452129131	-0.1377654053	-0.001237186977	543.0776956	1.07769555		0.849003097	-0.001394087884	10.00859131	10.06449161	0.092	23
40	0.4432309666	-0.1427825319	-0.001417937272	542.979543	0.9795429674		0.7062205651	-0.001444857634	10.00714645	10.19792412	0.096	24
41	0.9049268469	1.310146423	0.05092623552	572.1583667	30.1583667		2.016366988	0.01325774964	10.0204042	10.219939	0.1	25
42	0.5844656918	0.2133312296	0.01141165099	549.9906254	7.990625422		2.229698217	0.002158760261	10.02256296	10.19384821	0.104	26
43	0.4004109509	-0.2522835504	-0.005362892884	540.8417323	0		1.977414667	-0.002552930033	10.02001003	10.29023377	0.108	27
44	0.8249462184	0.934380674	0.03738865186	564.4649178	22.4649178		2.911795341	0.009455267621	10.0294653	10.14863351	0.112	28
45	0.08693977336	-1.359843205	-0.04526456446	519.6861221	0		1.551952136	-0.01376064573	10.01570465	10.09108354	0.116	29
46	0.2876079678	-0.5603863573	-0.01646280697	534.8716307	0		0.9915657783	-0.005670711228	10.01003394	10.10281876	0.12	30
47	0.545746543	0.114922042	0.007866296964	548.0441664	6.044166425		1.10648782	0.001162929299	10.01119687	10.24941247	0.124	31
48	0.9242014598	1.433913041	0.055385133	574.7152584	32.71525842		2.540400861	0.01451017976	10.02570705	10.16656025	0.128	32
49	0.2121940377	-0.7988315807	-0.0250531912	530.2965568	0		1.74156928	-0.008083607238	10.01762344	10.28614814	0.132	33
50	0.8774676072	1.16242029	0.04560415684	569.1213836	27.12138355		2.90398957	0.01176286629	10.02938631	10.34662305	0.136	34
51	0.7193781443	0.5809951667	0.02465735347	557.3240989	15.3240989		3.484984737	0.005879257716	10.03526557	10.36398726	0.14	35
52	0.5658611202	0.1658464891	0.009700934543	549.0505517	7.050551742		3.650831226	0.001678248472	10.03694381	10.41194949	0.144	36
53	0.6762803596	0.4573224709	0.02020183971	554.8464574	12.84645738		4.108153697	0.004627778026	10.04157159	10.39447229	0.148	37
54	0.4341263172	-0.1658784149	-0.002250004725	542.5279353	0.5279352721		3.942275282	-0.001678571539	10.03989302	10.33516417	0.152	38
55	0.2864289254	-0.5638476052	-0.01658750416	534.8049378	0		3.378427677	-0.005705736594	10.03418728	10.40702153	0.156	39
56	0.7539821699	0.6870746938	0.02847904419	559.4580944	17.45809437		4.06550237	0.006952707056	10.04113999	10.36670188	0.16	40
57	0.3509116648	-0.3828603256	-0.01006713755	538.3034555	0		3.682642045	-0.003874274094	10.03726572	10.31626227	0.164	41
58	0.3153227579	-0.480818479	-0.01359624232	536.4070745	0		3.201823566	-0.004865540911	10.03240018	10.41985378	0.168	42
59	0.8394793217	0.9923201923	0.039476019	565.6443939	23.64439389		4.194143758	0.01004157432	10.04244175	10.32016934	0.172	43
60	0.1722272563	-0.9454003717	-0.03033357473	527.5037676	0		3.248743387	-0.009566779121	10.03287497	10.28606296	0.176	44
61	0.3719901492	-0.3265869717	-0.008039796746	539.3958871	0		2.922156415	-0.003304827792	10.02957014	10.10719677	0.18	45
62	0.04286009484	-1.718419151	-0.058182857	513.0158418	0		1.203737264	-0.01738917918	10.01218096	10.14988598	0.184	46
63	0.6618018037	0.417385591	0.01876304744	554.0487226	12.04872262		1.621122855	0.004223645217	10.01640461	10.12168438	0.188	47
64	0.3918209747	-0.2745760748	-0.006166018013	540.4075431	0		1.34654678	-0.00277851452	10.0136261	10.12959048	0.192	48
65	0.5307637266	0.07718981151	0.006506930848	547.2996799	5.299679885		1.423736591	0.0007811059729	10.0144072	10.1094419	0.196	49
66	0.4220846159	-0.1965633776	-0.003355481345	541.9285147	0		1.227173214	-0.001989081529	10.01241812	10.06321581	0.2	50
67	0.3256826091	-0.4518664184	-0.01255319637	536.9668636	0		0.7753067952	-0.004572566657	10.00784555	9.924389074	0.204	51
68	0.08639651319	-1.363283988	-0.04538852435	519.6217058	0		-0.5879771926	-0.013795464	9.994050089	9.731876903	0.208	52
69	0.02762392335	-1.91692196	-0.06533424956	509.3601513	0		-2.504899153	-0.01939788637	9.974652203	9.605961963	0.212	53
70	0.1005210619	-1.278588152	-0.04233721654	521.209653	0		-3.783487305	-0.0129384024	9.9617138	9.641561158	0.216	54
71	0.6429018289	0.3662261344	0.01691994325	553.0284936	11.02849358		-3.41726117	0.003705947915	9.965419748	9.707174509	0.22	55
72	0.749368556	0.6725040102	0.02795411117	559.1644934	17.16449341		-2.74475716	0.006805262105	9.97222501	9.696924901	0.224	56
73	0.4584484692	-0.1043432732	-0.00003309929244	543.7320026	1.732002558		-2.849100433	-0.001055879686	9.971169131	9.80234504	0.228	57
74	0.8586636364	1.074334636	0.04243072522	567.3181784	25.31817845		-1.774765797	0.01087150214	9.982040633	9.889579808	0.232	58
75	0.8104205068	0.8794469472	0.03540957334	563.3489021	21.34890211		-0.89531885	0.00889937739	9.99094001	9.924653433	0.236	59
76	0.6370076021	0.3504716056	0.01635236025	552.7146931	10.71469307		-0.5448472445	0.003546523292	9.994486534	9.87053618	0.24	60
77	0.2949940964	-0.5388531411	-0.01568703718	535.2867289	0		-1.083700386	-0.0054528104	9.989033723	9.881596573	0.244	61
78	0.5440862415	0.1107337059	0.007715405218	547.9614773	5.961477323		-0.9729666796	0.001120546318	9.990154269	9.585822491	0.248	62
79	0.001548729059	-2.957896793	-0.1028370926	490.6114596	0		-3.930863473	-0.02993181104	9.960222458	9.721583587	0.252	63
80	0.9191795898	1.399574348	0.05414802468	574.004713	32.004713		-2.531289125	0.01416269662	9.974385155	9.802183874	0.256	64
81	0.7936959362	0.8193125253	0.03324313116	562.1297604	20.12976036		-1.7119766	0.008290859825	9.982676015	9.856915188	0.26	65
82	0.7094491911	0.5517763137	0.02360469588	556.7377361	14.73773613		-1.160200286	0.005583583713	9.988259599	9.956660806	0.264	66
83	0.8413463206	1.000006508	0.03975293125	565.8010494	23.80104944		-0.1601937785	0.01011935437	9.998378953	9.906631558	0.268	67
84	0.3097543008	-0.4965469073	-0.01416288501	536.1032094	0		-0.6567406858	-0.005024701415	9.993354252	9.82967086	0.272	68
85	0.2213319453	-0.7677026	-0.02393171809	530.8916037	0		-1.424443286	-0.007768604101	9.985585647	9.880590428	0.276	69
86	0.6956438857	0.5119125301	0.02216853703	555.9387462	13.93874618		-0.9125307556	0.005180190586	9.990765838	9.78704269	0.28	70
87	0.174733927	-0.9356219792	-0.02998129194	527.6896308	0		-1.848152735	-0.009467828746	9.981298009	9.860208198	0.284	71
88	0.7699744339	0.7387626548	0.03034118862	560.5008567	18.50085673		-1.10939008	0.007475752446	9.988773762	9.86555357	0.288	72
89	0.5213621119	0.05357248834	0.005656077651	546.8342063	4.834206256		-1.055817592	0.0005421154658	9.989315877	9.744804024	0.292	73
90	0.1132310233	-1.209522827	-0.03984902376	522.5081379	0		-2.265340418	-0.01223951044	9.977076367	9.689301152	0.296	74
91	0.2867686496	-0.562849605	-0.01655154955	534.8241669	0		-2.828190023	-0.005695637542	9.971380729	9.617057152	0.3	75
92	0.2306169695	-0.7368165138	-0.02281899567	531.4826675	0		-3.565006537	-0.007456058884	9.96392467	9.466846378	0.304	76
93	0.06135377275	-1.543508093	-0.05188139633	516.2587979	0		-5.10851463	-0.01561920371	9.948305467	9.447135685	0.308	77
94	0.4184918535	-0.2057531909	-0.003686559592	541.7491237	0		-5.314267821	-0.002082075901	9.946223391	9.387613739	0.312	78
95	0.2667652833	-0.6226256275	-0.01870507979	533.6736462	0		-5.936893448	-0.00630052836	9.939922862	9.42746258	0.316	79
96	0.6625670512	0.4194792756	0.0188384759	554.0905152	12.09051523		-5.517414173	0.004244831815	9.944167694	9.549589087	0.32	80
97	0.8997560246	1.280162614	0.04984601915	571.5406456	29.54064557		-4.237251558	0.01295433484	9.957122029	9.562911604	0.324	81
98	0.5548261417	0.1378642353	0.008692827489	548.4973289	6.497328908		-4.099387323	0.001395087972	9.958517117	9.568110004	0.328	82
99	0.5214205588	0.05371920385	0.00566136332	546.8370966	4.837096648		-4.045668119	0.0005436001224	9.959060717	9.499868393	0.332	83
100	0.2404637006	-0.7048117403	-0.02166597067	532.0958337	0		-4.75047986	-0.007132193347	9.951928524	9.370615786	0.336	84