期权

MP50DBE69.3 T0.0000001UBE30.7 Sigma0.5

r0.06

SP5050

MP

963

-29.7-29.7

-28.7-28.7

-27.7-27.7

-26.7-26.7

-25.7-25.7

-24.7-24.7

-23.7-23.7

-22.7-22.7

-21.7-21.7

-20.7-20.7

-19.7-19.7

-18.7001-18.7

-17.7002-17.7 14￥0.00￥36.00￥-16.70-16.7315-16.7074-16.7005-16.7 15￥0.00￥35.00￥-15.70-15.7491-15.713-15.7011-15.7 16￥0.00￥34.00￥-14.70-14.7735-14.7216-14.7023-14.7 17￥0.00￥33.00￥-13.70-13.8059-13.7342-13.7043-13.7 18￥0.00￥32.00￥-12.70-12.8478-12.7519-12.7077-12.7 19￥0.00￥31.00￥-11.70-11.9006-11.7761-11.7131-11.7001 20￥0.00￥30.00￥-10.70-10.9658-10.808-10.7213-10.7003 21￥0.00￥29.00￥-9.70-10.0447-9.84913-9.73328-9.70067 22￥0.00￥28.00￥-8.70-9.13846-8.90088-8.75011-8.70139 23￥0.00￥27.00￥-7.70-8.24842-7.96474-7.77309-7.70271 24￥0.00￥26.00￥-6.70-7.37559-7.04213-6.80362-6.70502 25￥0.00￥25.00￥-5.70-6.52095-6.13445-5.84323-5.70887 26￥0.00￥24.00￥-4.70-5.68534-5.24299-4.8935-4.71497 27￥0.00￥23.00￥-3.70-4.86949-4.36898-3.95608-3.72429 28￥0.00￥22.00￥-2.70-4.07401-3.51355-3.0326-2.73803 29￥0.00￥21.00￥-1.70-3.29937-2.67769-2.12471-1.75764 30￥0.00￥20.00￥-0.70-2.54597-1.86229-1.23399-0.7848 31￥0.00￥19.00￥0.30-1.81407-1.06811-0.361930.178561 32￥0.00￥18.00￥1.30-1.10384-0.295790.490054 1.130324 33￥0.00￥17.00￥2.30-0.415350.454176 1.320674 2.068216 34￥0.00￥16.00￥3.300.114571 1.181387 2.12878 2.98986 35￥0.00￥15.00￥4.300.404786 1.671278 2.913366 3.892831 36￥0.00￥14.00￥5.300.652028 2.033288 3.52488 4.774717 37￥0.00￥13.00￥6.300.856741 2.348816 3.995163 5.633178 38￥0.00￥12.00￥7.30 1.019481 2.617938 4.414222 6.37641 39￥0.00￥11.00￥8.30 1.1409 2.840906 4.781283 6.986722 40￥0.00￥10.00￥9.30 1.221736 3.018132 5.0958667.538075

41￥0.00￥9.00￥10.30 1.262799 3.150169 5.3577768.027356 42￥0.00￥8.00￥11.30 1.26496 3.237697 5.567088.452012 43￥0.00￥7.00￥12.30 1.229137 3.28151 5.7240918.810078 44￥0.00￥6.00￥13.30 1.156293 3.282494 5.8293469.100189 45￥0.00￥5.00￥14.30 1.04742 3.241619 5.8835819.321574 46￥0.00￥4.00￥15.300.903533 3.159922 5.8877129.474037 47￥0.00￥3.00￥16.300.725666 3.038499 5.8428119.55792 48￥0.00￥2.00￥17.300.51486 2.878486 5.7500829.574069 49￥0.00￥1.00￥18.300.272163 2.681056 5.6108459.523777 50￥0.00￥0.00￥19.29-0.00138 2.447406 5.4265119.408731 51￥1.00￥0.00￥18.30-0.30473 2.178747 5.1985659.230962 52￥2.00￥0.00￥17.30-0.63685 1.876302 4.9285498.992778 53￥3.00￥0.00￥16.30-0.99672 1.541291 4.6180468.696717 54￥4.00￥0.00￥15.30-1.38334 1.174931 4.2686658.345488 55￥5.00￥0.00￥14.30-1.795730.778429 3.8820277.941922 56￥6.00￥0.00￥13.30-2.232910.352976 3.4597557.488926 57￥7.00￥0.00￥12.30-2.69394-0.10025 3.003465 6.989442 58￥8.00￥0.00￥11.30-3.17791-0.58011 2.514752 6.446411 59￥9.00￥0.00￥10.30-3.6839-1.08547 1.995189 5.862739 60￥10.00￥0.00￥9.30-4.21105-1.61522 1.446315 5.241274 61￥11.00￥0.00￥8.30-4.75851-2.168310.869632 4.584778 62￥12.00￥0.00￥7.30-5.32545-2.74370.2666 3.895918 63￥13.00￥0.00￥6.30-5.91108-3.34036-0.36137 3.177243 64￥14.00￥0.00￥5.30-6.51463-3.95734-1.0129 2.43118 65￥15.00￥0.00￥4.30-7.13536-4.59369-1.68668 1.660026 66￥16.00￥0.00￥3.30-7.77253-5.2485-2.381440.865943 67￥17.00￥0.00￥2.30-8.42547-5.9209-3.095980.050956 68￥18.00￥0.00￥1.30-9.0935-6.61004-3.82913-0.78305 69￥19.00￥0.00￥0.30-9.77598-7.31511-4.57979-1.63431 70￥20.00￥0.00￥-0.70-10.4723-8.03535-5.34689-2.5012 71￥21.00￥0.00￥-1.70-11.1818-8.77001-6.12944-3.38224 72￥22.00￥0.00￥-2.70-11.9041-9.51837-6.92649-4.27602 73￥23.00￥0.00￥-3.70-12.6384-10.2797-7.73713-5.1813 74￥24.00￥0.00￥-4.70-13.3843-11.0535-8.5605-6.09692 75￥25.00￥0.00￥-5.70-14.1413-11.839-9.3958-7.02182 76￥26.00￥0.00￥-6.70-14.9089-12.6357-10.2423-7.95505 77￥27.00￥0.00￥-7.70-15.6866-13.4429-11.0992-8.89573 78￥28.00￥0.00￥-8.70-16.474-14.2602-11.9658-9.84308 79￥29.00￥0.00￥-9.70-17.2707-15.087-12.8416-10.7964 80￥30.00￥0.00￥-10.70-18.0762-15.9229-13.726-11.755 81￥31.00￥0.00￥-11.70-18.8901-16.7673-14.6182-12.7184 82￥32.00￥0.00￥-12.70-19.7122-17.6199-15.5179-13.6859 83￥33.00￥0.00￥-13.70-20.542-18.4802-16.4246-14.6573 84￥34.00￥0.00￥-14.70-21.3791-19.3478-17.3377-15.6319 85￥35.00￥0.00￥-15.70-22.2234-20.2223-18.2568-16.6095 86￥36.00￥0.00￥-16.70-23.0743-21.1034-19.1816-17.5897 87￥37.00￥0.00￥-17.70-23.9317-21.9907-20.1116-18.5723

88￥38.00￥0.00￥-18.70-24.7953-22.8839-21.0464-19.5569 89￥39.00￥0.00￥-19.70-25.6647-23.7827-21.9859-20.5434 90￥40.00￥0.00￥-20.70-26.5398-24.6868-22.9295-21.5314 91￥41.00￥0.00￥-21.70-27.4202-25.5959-23.8771-22.5209 92￥42.00￥0.00￥-22.70-28.3058-26.5097-24.8283-23.5116 93￥43.00￥0.00￥-23.70-29.1963-27.428-25.783-24.5035 94￥44.00￥0.00￥-24.70-30.0915-28.3506-26.7408-25.4963 95￥45.00￥0.00￥-25.70-30.9911-29.2772-27.7016-26.49 96￥46.00￥0.00￥-26.70-31.895-30.2077-28.6652-27.4844 97￥47.00￥0.00￥-27.70-32.803-31.1418-29.6313-28.4795 98￥48.00￥0.00￥-28.70-33.7149-32.0792-30.5998-29.4753 99￥49.00￥0.00￥-29.70-34.6306-33.02-31.5705-30.4715 100￥50.00￥0.00￥-30.70-35.5498-33.9638-32.5432-31.4682

0 -29.7 -28.7 -27.7 -26.7 -25.7 -24.7 -23.7 -22.7 -21.7 -20.7 -19.7 -18.7 -17.7 -16.7 -15.7 -14.7 -13.7 -12.7 -11.7 -10.7 -9.7 -8.7 -7.7 -6.7 -5.7 -4.7 -3.7 -2.7 -1.7 -0.7

0.3

1.3

2.3

3.3

4.3

5.3

6.3

7.3

8.3

9.3

11.3

12.3

13.3

14.3

15.3

16.3

17.3

18.3

19.29369

18.3

17.3

16.3

15.3

14.3

13.3

12.3

11.3

10.3

9.3

8.3

7.3

6.3

5.3

4.3

3.3

2.3

1.3

0.3

-0.7

-1.7

-2.7

-3.7

-4.7

-5.7

-6.7

-7.7

-8.7

-9.7

-10.7

-11.7

-12.7

-13.7

-14.7

-15.7

-16.7

-17.7

-19.7 -20.7 -21.7 -22.7 -23.7 -24.7 -25.7 -26.7 -27.7 -28.7 -29.7 -30.7