Arbol Binomial 25p

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Call EuropeoS8.29K8.29Vol40%u1.0408Tasa r3.50%d0.9608Plazo0.25aosp0.4944Nodos25Bimestrales1-p0.5056# Nodos25Dt0.0100R1.00035Periodos2501234567891011121314151617181920212223242522.5314.24v21.6513.3620.8020.8012.5212.5119.9919.9911.7111.7019.2019.2019.2010.9210.9210.9118.4518.4518.4510.1710.1710.1617.7317.7317.7317.739.459.459.449.4417.0317.0317.0317.038.768.768.758.7416.3616.3616.3616.3616.368.108.098.098.088.0715.7215.7215.7215.7215.727.467.457.457.447.4315.1115.1115.1115.1115.1115.116.846.846.836.836.826.8214.5114.5114.5114.5114.5114.516.256.256.246.246.236.2313.9413.9413.9413.9413.9413.9413.945.695.685.685.675.675.665.6513.4013.4013.4013.4013.4013.4013.405.145.145.135.135.125.125.1112.8712.8712.8712.8712.8712.8712.8712.874.624.624.614.614.604.594.594.5812.3712.3712.3712.3712.3712.3712.3712.374.124.124.114.104.104.094.094.0811.8811.8811.8811.8811.8811.8811.8811.8811.883.643.643.633.623.623.613.603.603.5911.4211.4211.4211.4211.4211.4211.4211.4211.423.193.183.173.163.153.153.143.143.1310.9710.9710.9710.9710.9710.9710.9710.9710.9710.972.762.752.732.722.712.702.702.692.682.6810.5410.5410.5410.5410.5410.5410.5410.5410.5410.542.362.342.332.312.302.282.272.262.262.2510.1310.1310.1310.1310.1310.1310.1310.1310.1310.1310.132.001.971.951.931.911.891.871.861.851.841.849.739.739.739.739.739.739.739.739.739.739.731.661.641.611.591.561.531.511.491.461.451.449.359.359.359.359.359.359.359.359.359.359.359.351.371.341.311.281.251.221.191.151.121.091.061.068.988.988.988.988.988.988.988.988.988.988.988.981.111.081.051.020.980.950.910.870.830.790.740.698.638.638.638.638.638.638.638.638.638.638.638.638.630.890.860.830.790.760.720.690.640.600.550.490.430.348.298.298.298.298.298.298.298.298.298.298.298.298.290.7007420.670.640.610.580.540.500.460.420.370.320.250.177.967.967.967.967.967.967.967.967.967.967.967.967.960.520.490.460.430.400.360.330.290.250.200.150.080.007.657.657.657.657.657.657.657.657.657.657.657.650.370.340.310.290.260.230.190.160.120.080.040.007.357.357.357.357.357.357.357.357.357.357.357.350.250.230.200.180.150.130.100.070.050.020.000.007.067.067.067.067.067.067.067.067.067.067.060.160.140.120.100.080.060.040.030.010.000.006.796.796.796.796.796.796.796.796.796.796.790.100.080.070.050.040.020.010.000.000.000.006.526.526.526.526.526.526.526.526.526.520.050.040.030.020.010.010.000.000.000.006.276.276.276.276.276.276.276.276.271.630.030.020.010.010.000.000.000.000.000.006.026.026.026.026.026.026.026.026.020.010.010.000.000.000.000.000.000.005.785.785.785.785.785.785.785.785.780.000.000.000.000.000.000.000.000.005.565.565.565.565.565.565.565.560.000.000.000.000.000.000.000.005.345.345.345.345.345.345.345.340.000.000.000.000.000.000.000.005.135.135.135.135.135.135.130.000.000.000.000.000.000.004.934.934.934.934.934.934.930.000.000.000.000.000.000.004.744.744.744.744.744.740.000.000.000.000.000.004.554.554.554.554.554.550.000.000.000.000.000.004.374.374.374.374.370.000.000.000.000.004.204.204.204.204.200.000.000.000.000.004.044.044.044.040.000.000.000.003.883.883.883.880.000.000.000.003.723.723.720.000.000.003.583.583.580.000.000.003.443.440.000.003.303.300.000.003.170.003.050.00

Call AmericanoS102.14K117.461Vol54%u1.0891Tasa r3.50%d0.9182Plazo0.25aosp0.4838Nodos10Bimestrales1-p0.5162# Nodos10Dt0.0250R1.000875Periodos10012345678910239.88122.42220.25102.89202.23202.2384.9784.77185.68185.6868.5268.32170.48170.48170.4853.4353.2353.02156.53156.53156.5340.1439.3839.17143.72143.72143.72143.7229.0927.7526.4626.26131.96131.96131.96131.9620.3918.7716.9114.60121.16121.16121.16121.16121.1613.8812.2810.397.983.70111.24111.24111.24111.24111.249.217.806.214.301.79102.14102.14102.14102.14102.14102.145.974.853.632.300.860.0093.7893.7893.7893.7893.782.952.081.210.420.0086.1186.1186.1186.1186.111.180.640.200.000.0079.0679.0679.0679.060.330.100.000.0072.5972.5972.5972.590.050.000.000.0066.6566.6566.650.000.000.0061.1961.1961.190.000.000.0056.1956.190.000.0051.5951.590.000.0047.370.0043.490.00

Put EuropeoS102.14K100Vol54%u1.2466Tasa i3.50%d0.8022Plazo1.5aosp0.4583Nodos2Bimestrales1-p0.5417# Nodos9Dt0.16670123456789742.800.00595.840477.96477.960.000.00383.40383.400.000307.54307.54307.540.000.000.00246.70246.70246.700.820.000197.89197.89197.89197.893.391.520.000.00158.74158.74158.74158.748.125.612.820127.33127.33127.33127.33127.3314.7612.209.125.240.00102.14102.14102.14102.14102.1422.7020.5417.9214.559.7381.9381.9381.9381.9381.9329.6627.8225.5522.5818.0765.7265.7265.7265.7237.6936.5035.1333.7052.7252.7252.7252.7246.4546.1546.1247.2842.2942.2942.2955.3755.9857.1333.9233.9233.9263.7764.9266.0827.2127.2171.0572.2121.8321.8377.0178.1717.5181.9114.0485.96

Put AmericanoS102.14K100Vol54%u1.2466Tasa i3.50%d0.8022Plazo1.5aosp0.4583Nodos2Bimestrales1-p0.5417# Nodos9Dt0.16670123456789742.800.00595.840.00477.96477.960.000.00383.40383.400.000.00307.54307.54307.540.000.000.00246.70246.70246.700.820.000.00197.89197.89197.89197.893.421.520.000.00158.74158.74158.74158.748.235.652.820.00127.33127.33127.33127.33127.3315.0412.399.215.240.00102.14102.14102.14102.14102.1423.2820.9718.2214.729.7381.9381.9381.9381.9381.9330.4928.4526.0422.8918.0765.7265.7265.7265.7238.8837.4135.9034.2852.7252.7252.7252.7248.1347.4447.2847.2842.2942.2942.2957.7157.7157.7133.9233.9233.9266.0866.0866.0827.2127.2172.7972.7921.8321.8378.1778.1717.5182.4914.0485.96