s SPOT 50

N(d1) DISTR NOR STANDARD D1

k STRIKE 50
e 2.71828182845904 2.7182818285
r TASA LIBRE RIESGO 10.00%
T-t PLAZO 0.5
N(d2) DISTR NOR STANDARD D2
V Volatilidad 25.00%

d1 0.3712310601
Sonris
d2 0.1944543648
CALL $ 4.7911175
12
PUT $ 2.3525888

Sensibilidad preci call/Stock Price (Delta) 10

Stock 8
$ 4.7911175
36 6
Axis Title
37
38
4
39
40
41 2
42
43 0
35 40
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
Sensibilidad del Put / Precio de ejercicio
 Sonrisa de Volatilidad
$4.7911175

Sensibilidad precio del put / Sigm

Volatilidad

10%
11%
12%
13%
14%
15%
16%
17%
18%
40 45 50 55 60
19%
Axis Title 20%
21%
22%
23%
24%
25%
26%
27%
28%
29%
30%
 Sonrisa de Volatilidad
$4.7911175
$12.0000000

$10.0000000
ensibilidad precio del put / Sigma

$8.0000000
$ 2.3525888

$6.0000000
Axis Title

$4.0000000

$2.0000000

$-
0.08 0.13 0.18 0.23
Axis Title
olatilidad
1175

Sensibilidad del call / madurez

Volatilidad
$ 4.7911175
0.00 $4.7
0.10
12
0.20
0.30 10
0.40
0.50 8
0.60
6
0.70
0.18 0.23 0.28 0.80 4
0.90
xis Title 2
1.00
1.10 0
1.20 0.00 0.50 1.00 1.50
1.30
1.40
1.50
1.60
1.70
1.80
1.90
2.00
 Sensibilidad del call / Tasa de Interes
Volatilidad

$4.7911175

$4.7911175

0.50 1.00 1.50 2.00 2.50

s SPOT 50
N(d1) DISTR NOR STANDARD D1
k STRIKE 50
e 2.71828182845904 2.7182818285
r TASA LIBRE RIESGO 10.00%
T-t PLAZO 0.5
N(d2) DISTR NOR STANDARD D2
V Volatilidad 25.00%

d1 0.3712310601
d2 0.1944543648
CALL $ 4.7911175
PUT $ 2.3525888

Spot Call Valor Intrinseco

$ 4.7911175
36 0 12
37 0
38 0
10
39 0
40 0
41 0 8
42 0
43 0
44 0 6
45 0
46 0
47 0 4
48 0
49 0
2
50 0
51 1
52 2
0
53 3 30 35 40
54 4
55 5
56 6
57 7
58 8
59 9
60 10
12

10

6 Column D
Column E

0
30 35 40 45 50 55 60 65