Accin sin dividendos

Variable
Precio Spot

22.0000

33.5000

25.0000

10.0000

60.0000

110.0000

Precio de ejercicio

20.0000

35.0000

26.5000

9.5500

60.0000

100.0000

Volatilidad

25.00%

22.00%

18.00%

35.00%

15.00%

30.00%

Tasa de inters (mxp)

9.00%

8.00%

7.50%

10.00%

6.00%

9.50%

Plazo al vencimiento

0.750

0.600

0.500

0.875

0.250

1.000

d1

0.860241

0.109837

(0.099536)

0.571596

0.237500

0.784367

d2

0.643735

(0.060575)

(0.226816)

0.244201

0.162500

0.484367

N(d 1 )

0.805172

0.543731

0.460356

0.716202

0.593865

0.783588

N(d 2 )

0.740126

0.475849

0.410284

0.596462

0.564544

0.685937

N(-d 1 )

0.194828

0.456269

0.539644

0.283798

0.406135

0.216412

N(-d 2 )

0.259874

0.524151

0.589716

0.403538

0.435456

0.314063

Call

3.877451

2.340806

1.036557

1.943042

2.263591 23.817364

Put

0.572006

2.200488

1.561209

0.692932

1.370307

4.754657

Put (x put-call parity)

0.572006

2.200488

1.561209

0.692932

1.370307

4.754657