Call

PRECIO DE SUBYACENTE
PRECIO DE EJERCICIO
TASA LIBRE DE RSGO INT
TASA LIBRE DE RSGO EXT
VOLATILIDAD
PERIODO DE TIEMPO
VALOR DE LA PRIMA

S0

ln(S/K)
R-RF
(^2)/2
e^(-RT)
e^(-RFT)
(-R*T)
(-RF*T)

0
0.0384
0.0002
0.9983136457
0.9998055745
-0.0016877778
-0.000194444

K
R
RF

T=14 DIAS
p

13.905
13.905
0.0434
0.005
0.02
0.03889
1800000

_1=ln _0/+(+^2/2) /()

_2=_1
= [ _0 ^() (_1 )][^() (_2)]
=[^() (_2 )] [ _0 ^() (_1)]

D1
D2

C
P
Cp
Pp

Call
0.3806
0.3767
0.0335
0.0127
60261.51
22920.03

N(D1)
N(D2)
N(-D1)
N(-D2)
N(0.38)
N(0.39)
N(-0.38)
N(-0.39)
0.06
N(0.37)
N(0.38)
N(-0.37)
N(-0.38)
0.67

0.6482
0.6468
0.3518
0.3532
0.6480
0.6517
0.3520
0.3483
0.6443
0.6480
0.3557
0.3520

Call
PRECIO DE SUBYACENTE
PRECIO DE EJERCICIO
TASA LIBRE DE RSGO INT
TASA LIBRE DE RSGO EXT
VOLATILIDAD
PERIODO DE TIEMPO
VALOR DE LA PRIMA

S0

ln(S/K)
R-RF
(^2)/2
e^(-RT)
e^(-RFT)
(-R*T)
(-RF*T)

0
0.0384
0.0002
0.9991564671
0.9999027825
-0.0008438889
-0.000097222

K
R
RF

T=7 DIAS
p

13.80
13.80
0.0434
0.005
0.02
0.01944
1800000

_1=ln _0/+(+^2/2) /()

_2=_1
= [ _0 ^() (_1 )][^() (_2)]
=[^() (_2 )] [ _0 ^() (_1)]

D1
D2

C
P
Cp
Pp

Call
0.2691
0.2663
0.0209
0.0106
37642.86
19104.38

N(D1)
N(D2)
N(-D1)
N(-D2)
N(0.26)
N(0.27)
N(-0.26)
N(-0.27)
0.91
N(0.26)
N(0.27)
N(-0.26)
N(-0.27)
0.63

0.6061
0.6050
0.3939
0.3950
0.6026
0.6064
0.3974
0.3936
0.6026
0.6064
0.3974
0.3936