130000 * 18.00 2,340,000.

00

monto 130,000.00
dias 180.00
tasa
spot (s) 19.60
striker (k) 18.90

0.70 91,000.00

spot (s) 18.50

striker (k) 18.90
0.09
-0.40 -52,000.00

operaciones de cobert

123,456.78 12.45 1,537,036.91 14.18 ###

1,750,000.00
212,963.09 167,284.08

spot (s) venta 14.60

striker (k) com 12.82

1.78 219,753.07 0.121917808

1802468.988

compra (venta)
stike price 18.45 stike price 18.75
# contratos 7 # contratos 1
valos de contr 10000 valos de contr 20000
aim y eaim 15% aim y eaim 12%
margin call 50% margin call 50%

123456 123456
spot (s) venta 17.43 spot (s) venta 18.50
striker (k) com 18.75 striker (k) com 18.75
 -1.32 -162,961.92 -0.25 -30,864.00

stike price 18.6045

# contratos 7
valos de contr 10000
aim y eaim 15%
margin call 50%

70000
spot (s) venta 18.6045
striker (k) com 18.45

0.15 10,815.00

stike price 18.75 stike price 18.00

# contratos 1 # contratos 7
valos de cont 20000 valos de contr 10000
aim y eaim 12% 2400 aim y eaim 15%
margin call 50% 45000 margin call 50%
22500
20000 -0.25 70000
spot (s) venta 18.50 18.50 -5000 spot (s) venta 18.00
striker (k) c 18.75 17.17 striker (k) com 18.45
1.33
-0.25 -5,000.00 -0.45 -31,500.00
operaciones de cobertura

123,456.78 12.50 ### 14.18 ###

###
206,790.25 167,284.08

spot (s) venta 12.50

striker (k) c 12.82

-0.32 -39,506.17 -0.0256

1,543,209.75

venta (corta)
stike price 18.75
# contratos 1
valos de cont 30000
2400 aim y eaim 13% 3900
45000 margin call 50% 73125
22500 36562.5
-0.25 123456 0.22
18.50 -5000 spot (s) venta 18.97 20.70 6600
17.17 striker (k) c 18.75 18.75 -58500
 1.33 -1.95
-0.22 -27,160.32

stike price 18.75

# contratos 1
valos de cont 30000
1500 aim y eaim 13% 3900
27906.75 margin call 50% 73125
13953.375 36562.5
0.00 30000 1.95
18.50 0 spot (s) venta 20.70 20.70 58500
17.17 striker (k) c 18.75 18.75 -58500
1.33 -1.95
-1.95 -58,500.00

1500
27000
13500
0.00
18.50 0
17.17
1.33
0.135