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Fórmula de Black-Scholes

50 S PayOff Preço Opção

50 35.00 0#VALUE!

0.15 35.30 0#VALUE!

vol

0.4 35.60 0#VALUE!

0.08 35.90 0#VALUE!

0 36.20 0#VALUE!

tipo

call 36.50 0#VALUE!37.40 0#VALUE!37.70 0#VALUE!38.00 0#VALUE!38.30 0#VALUE!38.60 0#VALUE!38.90 0#VALUE!39.20 0#VALUE!39.50 0#VALUE!39.80 0#VALUE!40.10 0#VALUE!40.40 0#VALUE!40.70 0#VALUE!41.00 0#VALUE!41.30 0#VALUE!41.60 0#VALUE!41.90 0#VALUE!42.20 0#VALUE!42.50 0#VALUE!42.80 0#VALUE!43.10 0#VALUE!43.40 0#VALUE!43.70 0#VALUE!44.00 0#VALUE!44.30 0#VALUE!44.60 0#VALUE!44.90 0#VALUE!45.20 0#VALUE!45.50 0#VALUE!45.80 0#VALUE!46.10 0#VALUE!46.40 0#VALUE!46.70 0#VALUE!47.00 0#VALUE!47.30 0#VALUE!47.60 0#VALUE!47.90 0#VALUE!48.20 0#VALUE!48.50 0#VALUE!48.80 0#VALUE!49.10 0#VALUE!49.40 0#VALUE!49.70 0#VALUE!50.00 0#VALUE!50.30 0.3#VALUE!50.60 0.6#VALUE!

30.00 35.00 40.00 45.00 50.00 55.00 60.00 65.00 70.000246810121416

Preço BS x Preço Ativo

8.000010.000012.0000

Preço BS ao longo tempo

30.00 40.00 50.00 60.00 70.00-2.00004.00006.00008.000010.000012.0000

Delta x Spot

30.00 40.00 50.00 60.00 70.00-2.0000004.0000006.0000008.00000010.00000012.000000

Gama

50.90 0.9#VALUE!51.20 1.2#VALUE!51.50 1.5#VALUE!51.80 1.8#VALUE!52.10 2.1#VALUE!52.40 2.4#VALUE!52.70 2.7#VALUE!53.00 3#VALUE!53.30 3.3#VALUE!53.60 3.6#VALUE!53.90 3.9#VALUE!54.20 4.2#VALUE!54.50 4.5#VALUE!54.80 4.8#VALUE!55.10 5.1#VALUE!55.40 5.4#VALUE!55.70 5.7#VALUE!56.00 6#VALUE!56.30 6.3#VALUE!56.60 6.6#VALUE!56.90 6.9#VALUE!57.20 7.2#VALUE!57.50 7.5#VALUE!57.80 7.8#VALUE!58.10 8.1#VALUE!58.40 8.4#VALUE!58.70 8.7#VALUE!59.00 9#VALUE!59.30 9.3#VALUE!59.60 9.6#VALUE!59.90 9.9#VALUE!60.20 10.2#VALUE!60.50 10.5#VALUE!60.80 10.8#VALUE!61.10 11.1#VALUE!61.40 11.4#VALUE!61.70 11.7#VALUE!62.00 12#VALUE!62.30 12.3#VALUE!62.60 12.6#VALUE!62.90 12.9#VALUE!63.20 13.2#VALUE!63.50 13.5#VALUE!63.80 13.8#VALUE!64.10 14.1#VALUE!64.40 14.4#VALUE!64.70 14.7#VALUE!65.00 15#VALUE!

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- 0.0200 0.0400 0.0600 0.0800 0.1000-2.00004.0000.

30.00 40.00 50.00 60.00 70.00-2.00004.00006.00008.000010.000012.0000

Vega

30.00 40.00 50.00 60.00 70.00-2.00004.00006.00008.000010.000012.0000

Theta