Simulador Montecarlo

© Ramon Alfonso

Current Share Price 100 €

Volatility 20%
Interest Rate 10%
Time to maturity 1
Exercise Price 95 €
#1 #2 #3 #4
trial trial trial trial
Random Numbers 0.37869 0.34135 0.58186 0.45950
Standard Deviations -0.30893 -0.40878 0.20665 -0.10169
Growth 0.03821 0.01824 0.14133 0.07966
Exponential Growth 1.03895 1.01841 1.15180 1.08292
Generated Share Price 103.89545 101.84111 115.18039 108.29202
Intrinsec Value of Option 8.89545 6.84111 20.18039 13.29202
Discount Factor 0.90484 0.90484 0.90484 0.90484
Present Value of Option (PVO) 8.04893 6.19010 18.25997 12.02712
1 1 1 1

Average Present Value of Option 17.70488

Probability the Option being Exercised 74%

PVO Ordered 8.04893 6.19010 18.25997 12.02712

PVO Ordered (Smallest to Biggest) 0.00000 0.00000 0.00000 0.00000
1 2 3 4

90.00
80.00
70.00
60.00
50.00
40.00
30.00
20.00
10.00
0.00
123456781911
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 #5 #6 #7 #8 #9 # 10 # 11 # 12
trial trial trial trial trial trial trial trial
0.70322 0.11900 0.32701 0.62075 0.54981 0.08492 0.46448 0.80563
0.53369 -1.18000 -0.44818 0.30746 0.12518 -1.37274 -0.08916 0.86189
0.20674 -0.13600 0.01036 0.16149 0.12504 -0.17455 0.08217 0.27238
1.22966 0.87284 1.01042 1.17526 1.13319 0.83984 1.08564 1.31308
122.96598 87.28432 101.04174 117.52624 113.31902 83.98371 108.56382 131.30829
27.96598 0.00000 6.04174 22.52624 18.31902 0.00000 13.56382 36.30829
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
25.30466 0.00000 5.46679 20.38258 16.57573 0.00000 12.27305 32.85310
1 0 1 1 1 0 1 1

25.30466 0.00000 5.46679 20.38258 16.57573 0.00000 12.27305 32.85310

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
5 6 7 8 9 10 11 12

5
98
201
6
99
202
7
00
203
204
205
206
207
208
209
210
211
212
213
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215
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218
219
220
221
222
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240
241
242
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249
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 # 13 # 14 # 15 # 16 # 17 # 18 # 19 # 20
trial trial trial trial trial trial trial trial
0.66801 0.33808 0.90443 0.88992 0.08166 0.95625 0.63975 0.18276
0.43441 -0.41771 1.30721 1.22611 -1.39402 1.70878 0.35779 -0.90489
0.18688 0.01646 0.36144 0.34522 -0.17880 0.44176 0.17156 -0.08098
1.20549 1.01659 1.43540 1.41230 0.83627 1.55544 1.18715 0.92221
120.54861 101.65949 143.53981 141.23025 83.62700 155.54361 118.71526 92.22133
25.54861 6.65949 48.53981 46.23025 0.00000 60.54361 23.71526 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
23.11734 6.02575 43.92064 41.83086 0.00000 54.78213 21.45846 0.00000
1 1 1 1 0 1 1 0

23.11734 6.02575 43.92064 41.83086 0.00000 54.78213 21.45846 0.00000

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 21 # 22 # 23 # 24 # 25 # 26 # 27 # 28
trial trial trial trial trial trial trial trial
0.42126 0.49309 0.37995 0.85949 0.80995 0.40302 0.39245 0.75372
-0.19868 -0.01732 -0.30561 1.07805 0.87770 -0.24554 -0.27293 0.68625
0.06026 0.09654 0.03888 0.31561 0.27554 0.05089 0.04541 0.23725
1.06212 1.10135 1.03964 1.37110 1.31724 1.05221 1.04646 1.26776
106.21167 110.13483 103.96443 137.10958 131.72412 105.22102 104.64613 126.77580
11.21167 15.13483 8.96443 42.10958 36.72412 10.22102 9.64613 31.77580
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
10.14474 13.69456 8.11136 38.10233 33.22936 9.24836 8.72818 28.75193
1 1 1 1 1 1 1 1

10.14474 13.69456 8.11136 38.10233 33.22936 9.24836 8.72818 28.75193

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 29 # 30 # 31 # 32 # 33 # 34 # 35 # 36
trial trial trial trial trial trial trial trial
0.73187 0.27592 0.79547 0.42734 0.49705 0.11741 0.32920 0.85671
0.61848 -0.59500 0.82555 -0.18316 -0.00739 -1.18806 -0.44212 1.06567
0.22370 -0.01900 0.26511 0.06337 0.09852 -0.13761 0.01158 0.31313
1.25069 0.98118 1.30357 1.06542 1.10354 0.87144 1.01164 1.36771
125.06908 98.11793 130.35736 106.54194 110.35398 87.14371 101.16431 136.77052
30.06908 3.11793 35.35736 11.54194 15.35398 0.00000 6.16431 41.77052
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
27.20763 2.82122 31.99266 10.44357 13.89285 0.00000 5.57770 37.79553
1 1 1 1 1 0 1 1

27.20763 2.82122 31.99266 10.44357 13.89285 0.00000 5.57770 37.79553

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 37 # 38 # 39 # 40 # 41 # 42 # 43 # 44
trial trial trial trial trial trial trial trial
0.27721 0.87217 0.04361 0.76227 0.42897 0.17202 0.90695 0.53566
-0.59114 1.13670 -1.71026 0.71363 -0.17899 -0.94621 1.32221 0.08950
-0.01823 0.32734 -0.24205 0.24273 0.06420 -0.08924 0.36444 0.11790
0.98194 1.38727 0.78502 1.27472 1.06631 0.91462 1.43971 1.12513
98.19366 138.72740 78.50161 127.47186 106.63075 91.46249 143.97090 112.51315
3.19366 43.72740 0.00000 32.47186 11.63075 0.00000 48.97090 17.51315
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
2.88975 39.56618 0.00000 29.38176 10.52394 0.00000 44.31070 15.84655
1 1 0 1 1 0 1 1

2.88975 39.56618 0.00000 29.38176 10.52394 0.00000 44.31070 15.84655

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 45 # 46 # 47 # 48 # 49 # 50 # 51 # 52
trial trial trial trial trial trial trial trial
0.40602 0.65267 0.21737 0.27852 0.59948 0.08769 0.32819 0.18814
-0.23780 0.39255 -0.78111 -0.58724 0.25200 -1.35512 -0.44491 -0.88476
0.05244 0.17851 -0.05622 -0.01745 0.15040 -0.17102 0.01102 -0.07695
1.05384 1.19543 0.94533 0.98270 1.16230 0.84280 1.01108 0.92594
105.38391 119.54345 94.53284 98.27024 116.22987 84.28005 101.10792 92.59351
10.38391 24.54345 0.00000 3.27024 21.22987 0.00000 6.10792 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
9.39575 22.20784 0.00000 2.95904 19.20958 0.00000 5.52668 0.00000
1 1 0 1 1 0 1 0

9.39575 22.20784 0.00000 2.95904 19.20958 0.00000 5.52668 0.00000

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 53 # 54 # 55 # 56 # 57 # 58 # 59 # 60
trial trial trial trial trial trial trial trial
0.40683 0.11057 0.34217 0.83390 0.20055 0.59734 0.04762 0.30432
-0.23572 -1.22353 -0.40654 0.96967 -0.83968 0.24646 -1.66838 -0.51202
0.05286 -0.14471 0.01869 0.29393 -0.06794 0.14929 -0.23368 -0.00240
1.05428 0.86528 1.01887 1.34170 0.93432 1.16101 0.79162 0.99760
105.42784 86.52772 101.88679 134.16966 93.43212 116.10119 79.16176 99.75991
10.42784 0.00000 6.88679 39.16966 0.00000 21.10119 0.00000 4.75991
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
9.43550 0.00000 6.23142 35.44217 0.00000 19.09314 0.00000 4.30694
1 0 1 1 0 1 0 1

9.43550 0.00000 6.23142 35.44217 0.00000 19.09314 0.00000 4.30694

0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000
 # 61 # 62 # 63 # 64 # 65 # 66 # 67 # 68
trial trial trial trial trial trial trial trial
0.58171 0.94060 0.47914 0.08228 0.68523 0.90019 0.22839 0.49921
0.20627 1.55983 -0.05232 -1.38993 0.48238 1.28261 -0.74417 -0.00198
0.14125 0.41197 0.08954 -0.17799 0.19648 0.35652 -0.04883 0.09960
1.15172 1.50978 1.09367 0.83695 1.21711 1.42835 0.95234 1.10473
115.17181 150.97837 109.36664 83.69547 121.71067 142.83526 95.23386 110.47326
20.17181 55.97837 14.36664 0.00000 26.71067 47.83526 0.23386 15.47326
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
18.25221 50.65133 12.99948 0.00000 24.16881 43.28314 0.21161 14.00079
1 1 1 0 1 1 1 1

18.25221 50.65133 12.99948 0.00000 24.16881 43.28314 0.21161 14.00079

0.00000 0.00000 0.00000 0.21980 0.66433 0.68888 0.70380 0.86219
 # 69 # 70 # 71 # 72 # 73 # 74 # 75 # 76
trial trial trial trial trial trial trial trial
0.28789 0.16164 0.21852 0.24092 0.67035 0.15520 0.39241 0.12797
-0.55957 -0.98775 -0.77721 -0.70336 0.44089 -1.01439 -0.27304 -1.13606
-0.01191 -0.09755 -0.05544 -0.04067 0.18818 -0.10288 0.04539 -0.12721
0.98816 0.90706 0.94607 0.96014 1.20705 0.90224 1.04644 0.88055
98.81575 90.70579 94.60677 96.01439 120.70480 90.22373 104.64378 88.05476
3.81575 0.00000 0.00000 1.01439 25.70480 0.00000 9.64378 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
3.45264 0.00000 0.00000 0.91786 23.25866 0.00000 8.72606 0.00000
1 0 0 1 1 0 1 0

3.45264 0.00000 0.00000 0.91786 23.25866 0.00000 8.72606 0.00000

0.96890 1.09048 1.19437 1.19789 1.79098 1.81748 2.14247 2.16284
 # 77 # 78 # 79 # 80 # 81 # 82 # 83 # 84
trial trial trial trial trial trial trial trial
0.40693 0.79612 0.98911 0.48767 0.09280 0.12846 0.95887 0.56638
-0.23545 0.82783 2.29403 -0.03090 -1.32370 -1.13371 1.73776 0.16717
0.05291 0.26557 0.55881 0.09382 -0.16474 -0.12674 0.44755 0.13343
1.05434 1.30417 1.74858 1.09836 0.84811 0.88096 1.56448 1.14275
105.43357 130.41681 174.85837 109.83622 84.81136 88.09610 156.44773 114.27452
10.43357 35.41681 79.85837 14.83622 0.00000 0.00000 61.44773 19.27452
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
9.44069 32.04646 72.25884 13.42436 0.00000 0.00000 55.60021 17.44031
1 1 1 1 0 0 1 1

9.44069 32.04646 72.25884 13.42436 0.00000 0.00000 55.60021 17.44031

2.41866 2.74171 2.74698 2.85206 3.29374 3.49642 3.58616 3.78971
 # 85 # 86 # 87 # 88 # 89 # 90 # 91 # 92
trial trial trial trial trial trial trial trial
0.08418 0.87253 0.98229 0.00950 0.39057 0.31200 0.00116 0.04952
-1.37746 1.13842 2.10350 -2.34568 -0.27782 -0.49019 -3.04500 -1.64957
-0.17549 0.32768 0.52070 -0.36914 0.04444 0.00196 -0.50900 -0.22991
0.83904 1.38775 1.68321 0.69133 1.04544 1.00196 0.60110 0.79460
83.90439 138.77507 168.32062 69.13312 104.54371 100.19648 60.10963 79.46016
0.00000 43.77507 73.32062 0.00000 9.54371 5.19648 0.00000 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
0.00000 39.60932 66.34324 0.00000 8.63550 4.70197 0.00000 0.00000
0 1 1 0 1 1 0 0

0.00000 39.60932 66.34324 0.00000 8.63550 4.70197 0.00000 0.00000

4.02827 4.19222 4.61055 4.73758 5.34437 5.64920 5.79001 6.15436
 # 93 # 94 # 95 # 96 # 97 # 98 # 99 # 100
trial trial trial trial trial trial trial trial
0.97055 0.03875 0.39414 0.51687 0.96594 0.36976 0.81070 0.01374
1.88894 -1.76533 -0.26854 0.04229 1.82426 -0.33250 0.88049 -2.20472
0.47779 -0.25307 0.04629 0.10846 0.46485 0.03350 0.27610 -0.34094
1.61250 0.77642 1.04738 1.11456 1.59178 1.03407 1.31798 0.71110
161.25034 77.64164 104.73805 111.45576 159.17800 103.40680 131.79777 71.10990
66.25034 0.00000 9.73805 16.45576 64.17800 8.40680 36.79777 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
59.94579 0.00000 8.81135 14.88979 58.07065 7.60679 33.29600 0.00000
1 0 1 1 1 1 1 0

59.94579 0.00000 8.81135 14.88979 58.07065 7.60679 33.29600 0.00000

6.30780 6.39603 6.51682 6.60180 6.70593 6.80379 6.84217 6.89635
 # 101 # 102 # 103 # 104 # 105 # 106 # 107 # 108
trial trial trial trial trial trial trial trial
0.70736 0.80442 0.62947 0.02722 0.70946 0.10310 0.05905 0.86612
0.54568 0.85751 0.33045 -1.92328 0.55182 -1.26411 -1.56279 1.10824
0.20914 0.27150 0.16609 -0.28466 0.21036 -0.15282 -0.21256 0.32165
1.23261 1.31193 1.18068 0.75227 1.23413 0.85828 0.80851 1.37940
123.26120 131.19324 118.06785 75.22729 123.41264 85.82831 80.85128 137.93979
28.26120 36.19324 23.06785 0.00000 28.41264 0.00000 0.00000 42.93979
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
25.57179 32.74900 20.87266 0.00000 25.70882 0.00000 0.00000 38.85353
1 1 1 0 1 0 0 1

25.57179 32.74900 20.87266 0.00000 25.70882 0.00000 0.00000 38.85353

7.89875 8.35711 9.15494 9.31249 10.48204 10.75138 10.94472 11.48912
 # 109 # 110 # 111 # 112 # 113 # 114 # 115 # 116
trial trial trial trial trial trial trial trial
0.85474 0.05474 0.98127 0.51577 0.61279 0.12553 0.91660 0.10325
1.05697 -1.60049 2.08066 0.03954 0.28659 -1.14778 1.38255 -1.26326
0.31139 -0.22010 0.51613 0.10791 0.15732 -0.12956 0.37651 -0.15265
1.36533 0.80244 1.67554 1.11394 1.17037 0.87849 1.45719 0.85843
136.53260 80.24396 167.55357 111.39445 117.03673 87.84852 145.71907 85.84277
41.53260 0.00000 72.55357 16.39445 22.03673 0.00000 50.71907 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
37.58025 0.00000 65.64918 14.83431 19.93966 0.00000 45.89251 0.00000
1 0 1 1 1 0 1 0

37.58025 0.00000 65.64918 14.83431 19.93966 0.00000 45.89251 0.00000

11.64701 11.67835 12.29613 12.35707 12.45421 12.82541 13.28376 13.33869
 # 117 # 118 # 119 # 120 # 121 # 122 # 123 # 124
trial trial trial trial trial trial trial trial
0.28440 0.47572 0.76614 0.64847 0.01509 0.64657 0.16071 0.95134
-0.56981 -0.06090 0.72620 0.38120 -2.16774 0.37607 -0.99153 1.65797
-0.01396 0.08782 0.24524 0.17624 -0.33355 0.17521 -0.09831 0.43159
0.98614 1.09179 1.27793 1.19272 0.71638 1.19150 0.90637 1.53971
98.61351 109.17905 127.79279 119.27237 71.63777 119.15002 90.63711 153.97091
3.61351 14.17905 32.79279 24.27237 0.00000 24.15002 0.00000 58.97091
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
3.26964 12.82973 29.67214 21.96255 0.00000 21.85184 0.00000 53.35908
1 1 1 1 0 1 0 1

3.26964 12.82973 29.67214 21.96255 0.00000 21.85184 0.00000 53.35908

13.62901 13.68129 14.86528 15.42435 15.83644 15.85656 16.04678 16.28048
 # 125 # 126 # 127 # 128 # 129 # 130 # 131 # 132
trial trial trial trial trial trial trial trial
0.03402 0.60157 0.07521 0.15793 0.79684 0.61227 0.60980 0.43685
-1.82475 0.25740 -1.43808 -1.00300 0.83039 0.28525 0.27881 -0.15895
-0.26495 0.15148 -0.18762 -0.10060 0.26608 0.15705 0.15576 0.06821
0.76724 1.16356 0.82893 0.90429 1.30484 1.17005 1.16855 1.07059
76.72438 116.35551 82.89338 90.42948 130.48367 117.00532 116.85481 107.05903
0.00000 21.35551 0.00000 0.00000 35.48367 22.00532 21.85481 12.05903
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
0.00000 19.32326 0.00000 0.00000 32.10695 19.91124 19.77505 10.91146
0 1 0 0 1 1 1 1

0.00000 19.32326 0.00000 0.00000 32.10695 19.91124 19.77505 10.91146

16.39196 16.47072 16.52552 16.98987 17.31816 17.52980 17.96949 18.02055
 # 133 # 134 # 135 # 136 # 137 # 138 # 139 # 140
trial trial trial trial trial trial trial trial
0.29588 0.71392 0.57943 0.18567 0.95386 0.52030 0.70729 0.42492
-0.53628 0.56488 0.20044 -0.89397 1.68345 0.05090 0.54548 -0.18931
-0.00726 0.21298 0.14009 -0.07879 0.43669 0.11018 0.20910 0.06214
0.99277 1.23735 1.15037 0.92423 1.54758 1.11648 1.23256 1.06411
99.27694 123.73549 115.03743 92.42294 154.75766 111.64792 123.25644 106.41082
4.27694 28.73549 20.03743 0.00000 59.75766 16.64792 28.25644 11.41082
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
3.86993 26.00095 18.13061 0.00000 54.07097 15.06366 25.56749 10.32494
1 1 1 0 1 1 1 1

3.86993 26.00095 18.13061 0.00000 54.07097 15.06366 25.56749 10.32494

18.35017 18.50024 18.59245 18.72251 19.09416 19.25869 19.35450 19.45435
 # 141 # 142 # 143 # 144 # 145 # 146 # 147 # 148
trial trial trial trial trial trial trial trial
0.55413 0.94916 0.65775 0.78195 0.71841 0.21953 0.14032 0.90592
0.13610 1.63681 0.40634 0.77878 0.57813 -0.77378 -1.07889 1.31604
0.12722 0.42736 0.18127 0.25576 0.21563 -0.05476 -0.11578 0.36321
1.13567 1.53321 1.19874 1.29144 1.24064 0.94672 0.89067 1.43794
113.56672 153.32074 119.87373 129.14381 124.06391 94.67169 89.06722 143.79360
18.56672 58.32074 24.87373 34.14381 29.06391 0.00000 0.00000 48.79360
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
16.79986 52.77079 22.50668 30.89460 26.29811 0.00000 0.00000 44.15028
1 1 1 1 1 0 0 1

16.79986 52.77079 22.50668 30.89460 26.29811 0.00000 0.00000 44.15028

19.48754 19.52626 19.52909 19.78254 19.84666 19.88655 20.08041 20.42029
 # 149 # 150 # 151 # 152 # 153 # 154 # 155 # 156
trial trial trial trial trial trial trial trial
0.47355 0.67318 0.50420 0.77802 0.56512 0.54363 0.55647 0.19424
-0.06634 0.44871 0.01052 0.76552 0.16397 0.10960 0.14202 -0.86239
0.08673 0.18974 0.10210 0.25310 0.13279 0.12192 0.12840 -0.07248
1.09060 1.20894 1.10750 1.28802 1.14202 1.12966 1.13701 0.93009
109.06034 120.89386 110.74985 128.80174 114.20152 112.96627 113.70122 93.00870
14.06034 25.89386 15.74985 33.80174 19.20152 17.96627 18.70122 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
12.72233 23.42973 14.25105 30.58508 17.37426 16.25656 16.92156 0.00000
1 1 1 1 1 1 1 0

12.72233 23.42973 14.25105 30.58508 17.37426 16.25656 16.92156 0.00000

20.56232 20.95952 21.27142 21.33198 21.51461 21.55959 21.60176 21.94332
 # 157 # 158 # 159 # 160 # 161 # 162 # 163 # 164
trial trial trial trial trial trial trial trial
0.67958 0.92986 0.63208 0.25375 0.20953 0.07622 0.63649 0.55856
0.46652 1.47478 0.33737 -0.66275 -0.80806 -1.43093 0.34908 0.14732
0.19330 0.39496 0.16747 -0.03255 -0.06161 -0.18619 0.16982 0.12946
1.21325 1.48432 1.18231 0.96797 0.94025 0.83012 1.18509 1.13822
121.32516 148.43201 118.23150 96.79745 94.02482 83.01186 118.50872 113.82176
26.32516 53.43201 23.23150 1.79745 0.00000 0.00000 23.50872 18.82176
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
23.81999 48.34728 21.02073 1.62640 0.00000 0.00000 21.27157 17.03063
1 1 1 1 0 0 1 1

23.81999 48.34728 21.02073 1.62640 0.00000 0.00000 21.27157 17.03063

22.41589 22.49190 23.14725 25.03227 25.12133 25.89062 26.92332 26.99987

l
 # 165 # 166 # 167 # 168 # 169 # 170 # 171 # 172
trial trial trial trial trial trial trial trial
0.37935 0.06713 0.02930 0.43681 0.17804 0.59092 0.22413 0.93236
-0.30718 -1.49749 -1.89115 -0.15906 -0.92286 0.22991 -0.75833 1.49363
0.03856 -0.19950 -0.27823 0.06819 -0.08457 0.14598 -0.05167 0.39873
1.03932 0.81914 0.75712 1.07057 0.91891 1.15717 0.94965 1.48992
103.93168 81.91412 75.71234 107.05665 91.89064 115.71748 94.96469 148.99246
8.93168 0.00000 0.00000 12.05665 0.00000 20.71748 0.00000 53.99246
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
8.08172 0.00000 0.00000 10.90931 0.00000 18.74595 0.00000 48.85440
1 0 0 1 0 1 0 1

8.08172 0.00000 0.00000 10.90931 0.00000 18.74595 0.00000 48.85440

27.21055 27.24142 27.34194 27.73036 27.89311 27.94599 28.08251 28.27630
 # 173 # 174 # 175 # 176 # 177 # 178 # 179 # 180
trial trial trial trial trial trial trial trial
0.48350 0.94347 0.61996 0.48529 0.14869 0.73970 0.12767 0.20864
-0.04138 1.58461 0.30537 -0.03687 -1.04208 0.64241 -1.13748 -0.81114
0.09172 0.41692 0.16107 0.09263 -0.10842 0.22848 -0.12750 -0.06223
1.09606 1.51728 1.17477 1.09705 0.89725 1.25669 0.88030 0.93967
109.60622 151.72836 117.47723 109.70506 89.72535 125.66908 88.02973 93.96685
14.60622 56.72836 22.47723 14.70506 0.00000 30.66908 0.00000 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
13.21625 51.32994 20.33824 13.30569 0.00000 27.75053 0.00000 0.00000
1 1 1 1 0 1 0 0

13.21625 51.32994 20.33824 13.30569 0.00000 27.75053 0.00000 0.00000

28.28109 28.37649 28.47342 28.55070 28.77127 28.97981 29.03699 29.06070
 # 181 # 182 # 183 # 184 # 185 # 186 # 187 # 188
trial trial trial trial trial trial trial trial
0.63440 0.59053 0.81139 0.40088 0.14525 0.48344 0.11542 0.23111
0.34353 0.22890 0.88302 -0.25106 -1.05704 -0.04151 -1.19818 -0.73518
0.16871 0.14578 0.27660 0.04979 -0.11141 0.09170 -0.13964 -0.04704
1.18377 1.15694 1.31864 1.05105 0.89457 1.09603 0.86968 0.95405
118.37720 115.69407 131.86441 105.10472 89.45732 109.60333 86.96755 95.40523
23.37720 20.69407 36.86441 10.10472 0.00000 14.60333 0.00000 0.40523
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
21.15257 18.72477 33.35630 9.14313 0.00000 13.21364 0.00000 0.36666
1 1 1 1 0 1 0 1

21.15257 18.72477 33.35630 9.14313 0.00000 13.21364 0.00000 0.36666

29.06382 29.45438 29.46647 29.52942 29.54388 29.70101 29.75541 29.86104
 # 189 # 190 # 191 # 192 # 193 # 194 # 195 # 196
trial trial trial trial trial trial trial trial
0.77649 0.32560 0.75987 0.85636 0.36140 0.08499 0.79572 0.96896
0.76040 -0.45210 0.70589 1.06410 -0.35472 -1.37224 0.82644 1.86578
0.25208 0.00958 0.24118 0.31282 0.02906 -0.17445 0.26529 0.47316
1.28670 1.00963 1.27275 1.36727 1.02948 0.83992 1.30381 1.60505
128.66996 100.96255 127.27478 136.72741 102.94824 83.99210 130.38057 160.50509
33.66996 5.96255 32.27478 41.72741 7.94824 0.00000 35.38057 65.50509
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
30.46584 5.39514 29.20342 37.75652 7.19187 0.00000 32.01367 59.27146
1 1 1 1 1 0 1 1

30.46584 5.39514 29.20342 37.75652 7.19187 0.00000 32.01367 59.27146

30.30448 30.46150 30.76517 30.84666 31.24667 31.68786 32.38304 32.49318
 # 197 # 198 # 199 # 200 # 201 # 202 # 203 # 204
trial trial trial trial trial trial trial trial
0.80040 0.74481 0.71522 0.65233 0.98450 0.34575 0.52653 0.17154
0.84303 0.65825 0.56870 0.39161 2.15695 -0.39682 0.06654 -0.94808
0.26861 0.23165 0.21374 0.17832 0.53139 0.02064 0.11331 -0.08962
1.30814 1.26068 1.23830 1.19521 1.70130 1.02085 1.11998 0.91428
130.81406 126.06787 123.83015 119.52108 170.12967 102.08501 111.99777 91.42816
35.81406 31.06787 28.83015 24.52108 75.12967 7.08501 16.99777 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
32.40590 28.11137 26.08660 22.18759 67.98013 6.41078 15.38022 0.00000
1 1 1 1 1 1 1 0

32.40590 28.11137 26.08660 22.18759 67.98013 6.41078 15.38022 0.00000

32.59590 33.05817 33.15179 33.54899 33.86947 33.97580 34.10042 34.18943
 # 205 # 206 # 207 # 208 # 209 # 210 # 211 # 212
trial trial trial trial trial trial trial trial
0.71050 0.00490 0.72888 0.59984 0.09375 0.64226 0.64427 0.79022
0.55484 -2.58286 0.60941 0.25294 -1.31800 0.36450 0.36990 0.80720
0.21097 -0.41657 0.22188 0.15059 -0.16360 0.17290 0.17398 0.26144
1.23487 0.65930 1.24843 1.16252 0.84908 1.18875 1.19003 1.29880
123.48734 65.93037 124.84251 116.25177 84.90818 118.87468 119.00329 129.87990
28.48734 0.00000 29.84251 21.25177 0.00000 23.87468 24.00329 34.87990
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
25.77641 0.00000 27.00262 19.22940 0.00000 21.60270 21.71907 31.56064
1 0 1 1 0 1 1 1

25.77641 0.00000 27.00262 19.22940 0.00000 21.60270 21.71907 31.56064

34.34027 34.55913 35.71174 35.87815 36.18890 36.21270 36.41041 36.79695
 # 213 # 214 # 215 # 216 # 217 # 218 # 219 # 220
trial trial trial trial trial trial trial trial
0.27450 0.77375 0.74586 0.99079 0.91621 0.49765 0.00170 0.11335
-0.59927 0.75125 0.66152 2.35709 1.38002 -0.00588 -2.92850 -1.20890
-0.01985 0.25025 0.23230 0.57142 0.37600 0.09882 -0.48570 -0.14178
0.98034 1.28435 1.26150 1.77077 1.45645 1.10387 0.61527 0.86781
98.03425 128.43471 126.15038 177.07746 145.64518 110.38709 61.52669 86.78123
3.03425 33.43471 31.15038 82.07746 50.64518 15.38709 0.00000 0.00000
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
2.74550 30.25298 28.18603 74.26675 45.82566 13.92282 0.00000 0.00000
1 1 1 1 1 1 0 0

2.74550 30.25298 28.18603 74.26675 45.82566 13.92282 0.00000 0.00000

37.43495 37.63066 37.77721 38.48613 38.80196 39.04198 39.13582 39.49617
 # 221 # 222 # 223 # 224 # 225 # 226 # 227 # 228
trial trial trial trial trial trial trial trial
0.63147 0.28946 0.74323 0.02715 0.05325 0.84275 0.02683 0.86484
0.33576 -0.55496 0.65333 -1.92441 -1.61412 1.00581 -1.92960 1.10235
0.16715 -0.01099 0.23067 -0.28488 -0.22282 0.30116 -0.28592 0.32047
1.18193 0.98907 1.25944 0.75210 0.80026 1.35143 0.75132 1.37777
118.19328 98.90689 125.94390 75.21027 80.02552 135.14276 75.13231 137.77747
23.19328 3.90689 30.94390 0.00000 0.00000 40.14276 0.00000 42.77747
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
20.98615 3.53510 27.99920 0.00000 0.00000 36.32267 0.00000 38.70666
1 1 1 0 0 1 0 1

20.98615 3.53510 27.99920 0.00000 0.00000 36.32267 0.00000 38.70666

43.90399 44.46173 44.80218 45.66921 45.96110 45.96861 46.24611 47.45152
 # 229 # 230 # 231 # 232 # 233 # 234 # 235 # 236
trial trial trial trial trial trial trial trial
0.41277 0.59846 0.72044 0.26810 0.16448 0.18935 0.66436 0.88078
-0.22042 0.24936 0.58414 -0.61858 -0.97621 -0.88029 0.42440 1.17887
0.05592 0.14987 0.21683 -0.02372 -0.09524 -0.07606 0.18488 0.33577
1.05751 1.16168 1.24213 0.97656 0.90915 0.92676 1.20307 1.39902
105.75099 116.16849 124.21305 97.65631 90.91537 92.67624 120.30744 139.90240
10.75099 21.16849 29.21305 2.65631 0.00000 0.00000 25.30744 44.90240
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
9.72790 19.15404 26.43306 2.40353 0.00000 0.00000 22.89912 40.62938
1 1 1 1 0 0 1 1

9.72790 19.15404 26.43306 2.40353 0.00000 0.00000 22.89912 40.62938

47.60071 47.81798 49.34402 49.75514 49.96351 50.80215 52.28299 52.69436
 # 237 # 238 # 239 # 240 # 241 # 242 # 243 # 244
trial trial trial trial trial trial trial trial
0.19567 0.44827 0.38062 0.16182 0.99439 0.54669 0.87858 0.84942
-0.85719 -0.13004 -0.30385 -0.98702 2.53576 0.11729 1.16790 1.03394
-0.07144 0.07399 0.03923 -0.09740 0.60715 0.12346 0.33358 0.30679
0.93105 1.07680 1.04001 0.90719 1.83520 1.13140 1.39596 1.35905
93.10535 107.67984 104.00089 90.71899 183.51989 113.14032 139.59553 135.90521
0.00000 12.67984 9.00089 0.00000 88.51989 18.14032 44.59553 40.90521
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
0.00000 11.47320 8.14434 0.00000 80.09611 16.41404 40.35171 37.01256
0 1 1 0 1 1 1 1

0.00000 11.47320 8.14434 0.00000 80.09611 16.41404 40.35171 37.01256

52.74507 53.14263 54.85149 56.02041 57.81174 58.19397 60.00402 60.19220

Valor Opción PyG PyG (filtrada)

1 8.04893 Probab.
2 6.19010 -0.262588969 -0.262588969 99%
3 18.25997 1.081761039 1.081761039 95%
4 12.02712 -0.41754729 -0.41754729 90%
5 25.30466 0.74382452 0.74382452
6 0.00000 Err:502 0
7 5.46679 #DIV/0! 0 Max
8 20.38258 1.315988614 1.315988614 Min
9 16.57573 -0.20674086 -0.20674086 Muestra
10 0.00000 Err:502 0 Rango
11 32.85310 #DIV/0! 0
12 23.11734 -0.351463075 -0.351463075 Intervalos
13 6.02575 -1.344540273 -1.344540273 -5.32
14 43.92064 1.986341693 1.986341693 -4.1
15 41.83086 -0.048749947 -0.048749947 -2.9
16 0.00000 Err:502 0 -1.7
17 54.78213 #DIV/0! 0 -0.5
18 21.45846 -0.937245115 -0.937245115 0.8
19 0.00000 Err:502 0 2.0
20 10.14474 #DIV/0! 0 3.2
21 13.69456 0.300043723 0.300043723 4.5
22 8.11136 -0.523733883 -0.523733883
23 38.10233 1.547010397 1.547010397
24 33.22936 -0.136841485 -0.136841485
25 9.24836 -1.278987707 -1.278987707
26 8.72818 -0.057889292 -0.057889292
27 28.75193 1.192148047 1.192148047
28 27.20763 -0.055207436 -0.055207436
29 2.82122 -2.266329488 -2.266329488
30 31.99266 2.428338654 2.428338654
31 10.44357 -1.119519678 -1.119519678
32 13.89285 0.285387537 0.285387537
33 0.00000 Err:502 0
34 5.57770 #DIV/0! 0
35 37.79553 1.913415061 1.913415061
36 2.88975 -2.571022039 -2.571022039
37 39.56618 2.616805954 2.616805954
38 0.00000 Err:502 0
39 29.38176 #DIV/0! 0
40 10.52394 -1.026721669 -1.026721669
41 0.00000 Err:502 0
42 44.31070 #DIV/0! 0
43 15.84655 -1.028274255 -1.028274255
44 9.39575 -0.522694069 -0.522694069
45 22.20784 0.860187283 0.860187283
46 0.00000 Err:502 0
47 2.95904 #DIV/0! 0
48 19.20958 1.870545886 1.870545886
49 0.00000 Err:502 0
50 5.52668 #DIV/0! 0
51 0.00000 Err:502 0
52 9.43550 #DIV/0! 0
53 0.00000 Err:502 0
54 6.23142 #DIV/0! 0
55 35.44217 1.738298006 1.738298006
56 35.44217 0 0
57 0.00000 Err:502 0
58 19.09314 #DIV/0! 0
59 0.00000 Err:502 0
60 4.30694 #DIV/0! 0
61 18.25221 1.44405712 1.44405712
62 50.65133 1.020679497 1.020679497
63 12.99948 -1.360056357 -1.360056357
64 0.00000 Err:502 0
65 24.16881 #DIV/0! 0
66 43.28314 0.582699917 0.582699917
67 0.21161 -5.320787084 -5.320787084
68 14.00079 4.192137495 4.192137495
69 3.45264 -1.399975538 -1.399975538
70 0.00000 Err:502 0
71 0.00000 #DIV/0! 0
72 0.91786 #DIV/0! 0
73 23.25866 3.232390782 3.232390782
74 0.00000 Err:502 0
75 8.72606 #DIV/0! 0
76 0.00000 Err:502 0
77 9.44069 #DIV/0! 0
78 32.04646 1.222157986 1.222157986
79 72.25884 0.813067975 0.813067975
80 13.42436 -1.683183486 -1.683183486
81 0.00000 Err:502 0
82 0.00000 #DIV/0! 0
83 55.60021 #DIV/0! 0
84 17.44031 -1.159402832 -1.159402832
85 0.00000 Err:502 0
86 39.60932 #DIV/0! 0
87 66.34324 0.515777412 0.515777412
 88 0.00000 Err:502 0
89 8.63550 #DIV/0! 0
90 4.70197 -0.607900364 -0.607900364
91 0.00000 Err:502 0
92 0.00000 #DIV/0! 0
93 59.94579 #DIV/0! 0
94 0.00000 Err:502 0
95 8.81135 #DIV/0! 0
96 14.88979 0.524634519 0.524634519
97 58.07065 1.360984962 1.360984962
98 7.60679 -2.03261962 -2.03261962
99 33.29600 1.476396386 1.476396386
100 0.00000 Err:502 0
101 25.57179 #DIV/0! 0
102 32.74900 0.247382461 0.247382461
103 20.87266 -0.450432377 -0.450432377
104 0.00000 Err:502 0
105 25.70882 #DIV/0! 0
106 0.00000 Err:502 0
107 0.00000 #DIV/0! 0
108 38.85353 #DIV/0! 0
109 37.58025 -0.033320137 -0.033320137
110 0.00000 Err:502 0
111 65.64918 #DIV/0! 0
112 14.83431 -1.487382532 -1.487382532
113 19.93966 0.295768159 0.295768159
114 0.00000 Err:502 0
115 45.89251 #DIV/0! 0
116 0.00000 Err:502 0
117 3.26964 #DIV/0! 0
118 12.82973 1.367084923 1.367084923
119 29.67214 0.838443161 0.838443161
120 21.96255 -0.300869932 -0.300869932
121 0.00000 Err:502 0
122 21.85184 #DIV/0! 0
123 0.00000 Err:502 0
124 53.35908 #DIV/0! 0
125 0.00000 Err:502 0
126 19.32326 #DIV/0! 0
127 0.00000 Err:502 0
128 0.00000 #DIV/0! 0
129 32.10695 #DIV/0! 0
130 19.91124 -0.477788276 -0.477788276
131 19.77505 -0.00686294 -0.00686294
132 10.91146 -0.594607889 -0.594607889
133 3.86993 -1.036575805 -1.036575805
134 26.00095 1.904895377 1.904895377
135 18.13061 -0.360531103 -0.360531103
136 0.00000 Err:502 0
137 54.07097 #DIV/0! 0
138 15.06366 -1.278012312 -1.278012312
139 25.56749 0.529036392 0.529036392
140 10.32494 -0.90675949 -0.90675949
141 16.79986 0.486808614 0.486808614
142 52.77079 1.144587155 1.144587155
143 22.50668 -0.852145691 -0.852145691
144 30.89460 0.316769162 0.316769162
145 26.29811 -0.161084106 -0.161084106
146 0.00000 Err:502 0
147 0.00000 #DIV/0! 0
148 44.15028 #DIV/0! 0
149 12.72233 -1.244240893 -1.244240893
150 23.42973 0.610647482 0.610647482
151 14.25105 -0.497175126 -0.497175126
152 30.58508 0.763681584 0.763681584
153 17.37426 -0.565522707 -0.565522707
154 16.25656 -0.066493375 -0.066493375
155 16.92156 0.040092287 0.040092287
156 0.00000 Err:502 0
157 23.81999 #DIV/0! 0
158 48.34728 0.707884897 0.707884897
159 21.02073 -0.832901054 -0.832901054
160 1.62640 -2.559137567 -2.559137567
161 0.00000 Err:502 0
162 0.00000 #DIV/0! 0
163 21.27157 #DIV/0! 0
164 17.03063 -0.222357876 -0.222357876
165 8.08172 -0.745409088 -0.745409088
166 0.00000 Err:502 0
167 0.00000 #DIV/0! 0
168 10.90931 #DIV/0! 0
169 0.00000 Err:502 0
170 18.74595 #DIV/0! 0
171 0.00000 Err:502 0
172 48.85440 #DIV/0! 0
173 13.21625 -1.307396962 -1.307396962
174 51.32994 1.356826706 1.356826706
175 20.33824 -0.925771434 -0.925771434
176 13.30569 -0.424310806 -0.424310806
177 0.00000 Err:502 0
178 27.75053 #DIV/0! 0
179 0.00000 Err:502 0
180 0.00000 #DIV/0! 0
181 21.15257 #DIV/0! 0
182 18.72477 -0.121913992 -0.121913992
183 33.35630 0.577399297 0.577399297
184 9.14313 -1.294243651 -1.294243651
185 0.00000 Err:502 0
186 13.21364 #DIV/0! 0
187 0.00000 Err:502 0
188 0.36666 #DIV/0! 0
189 30.46584 4.41991325 4.41991325
190 5.39514 -1.731108122 -1.731108122
191 29.20342 1.688787961 1.688787961
192 37.75652 0.256872137 0.256872137
193 7.19187 -1.658207193 -1.658207193
194 0.00000 Err:502 0
195 32.01367 #DIV/0! 0
196 59.27146 0.615965013 0.615965013
197 32.40590 -0.603787281 -0.603787281
198 28.11137 -0.142166587 -0.142166587
199 26.08660 -0.074752365 -0.074752365
200 22.18759 -0.161888524 -0.161888524
201 67.98013 1.119682369 1.119682369
202 6.41078 -2.361234208 -2.361234208
203 15.38022 0.875100986 0.875100986
204 0.00000 Err:502 0
205 25.77641 #DIV/0! 0
206 0.00000 Err:502 0
207 27.00262 #DIV/0! 0
208 19.22940 -0.339493548 -0.339493548
209 0.00000 Err:502 0
210 21.60270 #DIV/0! 0
211 21.71907 0.005372247 0.005372247
212 31.56064 0.373719855 0.373719855
213 2.74550 -2.441947607 -2.441947607
214 30.25298 2.399631665 2.399631665
215 28.18603 -0.070768301 -0.070768301
216 74.26675 0.968837026 0.968837026
217 45.82566 -0.482819258 -0.482819258
218 13.92282 -1.191315269 -1.191315269
219 0.00000 Err:502 0
220 0.00000 #DIV/0! 0
221 20.98615 #DIV/0! 0
222 3.53510 -1.781120688 -1.781120688
223 27.99920 2.069433983 2.069433983
224 0.00000 Err:502 0
225 0.00000 #DIV/0! 0
226 36.32267 #DIV/0! 0
227 0.00000 Err:502 0
228 38.70666 #DIV/0! 0
229 9.72790 -1.381013884 -1.381013884
230 19.15404 0.677516149 0.677516149
231 26.43306 0.322101665 0.322101665
232 2.40353 -2.39767718 -2.39767718
233 0.00000 Err:502 0
234 0.00000 #DIV/0! 0
235 22.89912 #DIV/0! 0
236 40.62938 0.573392783 0.573392783
237 0.00000 Err:502 0
238 11.47320 #DIV/0! 0
239 8.14434 -0.342689853 -0.342689853
240 0.00000 Err:502 0
241 80.09611 #DIV/0! 0
242 16.41404 -1.585089987 -1.585089987
243 40.35171 0.899496399 0.899496399
244 37.01256 -0.086376353 -0.086376353
245 12.14199 -1.114587772 -1.114587772
246 23.93565 0.678699582 0.678699582
247 16.58372 -0.366947786 -0.366947786
248 34.66878 0.737418117 0.737418117
249 30.63272 -0.123770892 -0.123770892
250 25.16773 -0.196506009 -0.196506009
 # 245 # 246 # 247 # 248 # 249 # 250
trial trial trial trial trial trial
0.46183 0.68146 0.54997 0.82581 0.77863 0.70109
-0.09584 0.47179 0.12557 0.93772 0.76756 0.52753
0.08083 0.19436 0.12511 0.28754 0.25351 0.20551
1.08419 1.21453 1.13328 1.33315 1.28854 1.22815
108.41897 121.45299 113.32784 133.31493 128.85439 122.81464
13.41897 26.45299 18.32784 38.31493 33.85439 27.81464
0.90484 0.90484 0.90484 0.90484 0.90484 0.90484
12.14199 23.93565 16.58372 34.66878 30.63272 25.16773
1 1 1 1 1 1

12.14199 23.93565 16.58372 34.66878 30.63272 25.16773

65.94514 66.68716 66.91648 67.90488 72.36154 97.28027

Percentil V. CARTERA
0.01 -2.50
0.05 -1.55 VaR 95% confianza -1.55
0.10 -1.13

4.42
-5.32 Distribución de pérdidas y ganancias estimados
249
9.74
80

Frecuencia 70

0 60

0 50
0 40
0
30
0
20
67
2 10

5 0

5 -6.00 -4.00 -2.00 0.00 2.00 4.00 6.00

79
 LEY NORMAL --> MOD. VARIANZA-COVARIANZA MOD. MONTECARLO o MOD SI
tambien MOD. MONTECARLO o MOD SIM. HISTORICA NUNCA: NUNCA: VARIANZA-CO

Acciones
Indices bolsa
Titulos liquidos de bonos y obligaciones Tesoro
Titulos liquidos bonos y obligaciones Corporativos
Precios grandes materias primas
Divisas grandes ej EURUSD.---
K

Chart Title
13.5
13
12.5
12
11.5
11
12/31/2020 1/31/2021 3/3/2021
MOD. MONTECARLO o MOD SIM. HISTORICA
UNCA: NUNCA: VARIANZA-COVARIANZA

VIQ SOLUTIONS

12/31/2020 12.3
1/7/2021 12.3 0
Opciones 1/14/2021 12.3 0
Productos capital garantizado 1/21/2021 12.6 0.02409755
Productos baja liquidez 1/28/2021 12.6 0
2/4/2021 12.6 0
2/11/2021 12.6 0
2/18/2021 11.9 -0.05715841
2/25/2021 11.9 0
3/4/2021 11.9 0
Chart Title 3/11/2021 11.9 0
3/18/2021 11.9 0
3/25/2021 13 0.08841096
4/1/2021 13 0
4/8/2021 13 0
4/15/2021 13 0

2021 3/3/2021 4/3/2021

 99
4
98 98
3 3
97 97 97
2 2 2
96 96 96 96
1 1 1 1
95 95 95 95 95
0 0 0 0
94 94 94 94
0 0 0 0
93 93 93
0 0 0
92 92
0 0
91
0

DISTRIBUCION SUCESOS
Valor Nº Sucesos
0 20
1 5
2 4
3 3
4 2
5 1
100
5
99
4
98
3
97
2
96
1 Pérfil Perdidas y Ganacias
95 Opción Call
0
94
0
93
0 K = 95
92
0
91 93 94 95 96 97
0
90
0