Variables

Volatilidad (v) 30% h (d1)

Precio del subyacente (U) 50 h (d2)
Tiempo expiracin (T) 0.0833333333 (30 das)
Tasas 1%
Strike (E) 50

Call 1.7455812076 174,558.12 1 contrato

N(h1) 0.5172693106 100
VP de E 49.9583506896
N (h2) 0.4827306894

Put 1.7254925548 172,549.26

N(h1) 0.4827306894
VP de E 49.9583506896
N (h2) 0.5172693106
 Call Put
0.0433012702 -0.0433013
-0.04330127 0.04330127

1,000.00 barriles
100,000 barriles
$5,000,000.00