Planilha de Opções Bastter.com 10.5B

7/29/2019 Planilha de Opes Bastter.com 10.5B

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3/50

PETR4 VALE5 TOTAL3.00% 0 0 00.00% 0.00% 0.00% 0.00%

0 0.00% 0.00% 0.00%0.00 0.00 0.00

ULT PCT PTO FEC BETA BETA VAR23.71 0.00% -0.01 23.72 0.00 0.00 044.04 0.00% -0.02 44.06 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 0

0.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 00.00 0.00% 0.00 0.00 0.00 0.00 0

0.00%0.00%

0.00%0.00%

0.00%0.00%

CART

TOTAL

00

MARCADOR CODPETR4

TX ANUAL

LIMITEXTHEX

SVESVEX VALE5

RISCO

00

IN CIOSALDO

0.00%TOTAL

IN CIOCAIXA RENTABILIDADE

3900.00%0.00%

000

20/02/81

RESULTADOPROVENTOS

MESESTX BRUTATX MENSAL

RES

0.00%

CA

VALOR

0

FIXAVARI VEL

LIMITEXLX ATUALDIFERENA

OUTROSTOTAL

00

TIPO

MOEDASIM VEIS

00

0

COD QTDPETR4VALE5

00

00

00

00

00

0.00%

0.00%

OBJ

OUTRA

0.00%0.00%

0.00%0.00%0.00%0.00%0.00%


4/50

OBJ0.00%0.00%0.00%0.00%0.00%0.00%

0.00%0.00%0.00%0.00%0.00%0.00%

0BETA CARTEIRA 0.00

0.00%

0.00%0.00%

CART PCT

00

0.00VNC MINI 17/08UBOVs

FINAN A O

0

MINI- NDICE

00

#DIV/0!

FINAN OP O0

0

0RESULTADO

VAR A ES 0VAR PCT OP

SLD OP ES

0.00%

SLD A ES 0RESULTADO

VAR OP ESVAR PCT AS

0

AJUSTE

IBOVESPA VAR PCT IBOVMINI IND CE VAR PCT MINI

RT

RESULTADO 00ENTRADA MINI

0VAR OP O

0

RES

#DIV/0!

00

0.00%0.00%

#DIV/0!

0.00%

0.00%

0.00%

0.00%0.00%

0.00%0.00%

0.00%

0.00%

0.00%DIAS VNC MINI

63,800-1.22%

-553

#DIV/0!#DIV/0!

0

0 0

0

VAR A O00

00

62,697

QTD MINI

#DIV/0!0.00%0.00%

#DIV/0!

0.00%

0.00%#DIV/0!

#DIV/0!#DIV/0!

#DIV/0!

0.00%0.00%

0.00%

0.00%0.00%0.00%


5/50

DATA HORA VNC DIAS ULT OFC OFV VAR PCT20/02 17:57 18/07 -583 23.71 23.66 23.80 -0.01 0.00%

G VF QTD ULT OFC OFV VAR NEG PT VI RN DELTA14.00 0 0 0.00 0.00 0.00 0.00 0 ###### 30.59% ######16.00 0 0 0.00 0.00 0.00 0.00 0 ###### 30.60% 0.00 ######17.83 0 0 5.97 0.01 0.00 0.00 2 ###### 30.61% 1.51 ######20.00 0 0 3.96 3.41 0.00 0.00 69 ###### 30.62% 1.65 ######21.58 0 0 2.40 2.30 2.56 0.00 1,068 ###### 19.76% 2.73 ######23.58 0 0 0.88 0.85 0.99 0.00 4,634 ###### 22.95% 4.89 ######25.58 0 0 0.18 0.16 0.18 0.00 1,670 ###### 23.52% 6.00 ######27.58 0 0 0.03 0.03 0.04 0.00 76 ###### 25.58% 3.00 ######29.58 0 0 0.01 0.01 0.02 0.00 8 ###### 30.21% 1.00 ######31.58 0 0 0.01 0.00 0.01 0.00 1 ###### 38.12% 1.00 ######33.58 0 0 0.01 0.00 0.01 0.00 0 ###### 45.33% 1.00 ######

35.71 0 0 0.01 0.00 0.01 0.00 0 ###### 52.37% #DIV/0! ######38.00 0 0 0.00 0.00 0.00 0.00 0 ###### 31.25% #DIV/0! ######40.00 0 0 0.00 0.00 0.00 0.00 0 ###### 31.25% ######

VF OFCV G GH VOP MED VE SVE SVETULT ND 0 0 0 -1.58 0 0

CAIR 0 0 0 0 0 0 0 0 0A O 19.71 20.21 20.71 21.21 21.71 22.21 22.71 23.21 24.21

TOTAL 0 0 0 0 0 0 0 0 0

GREGAS 22.21 22.71 23.21 23.71 24.21 24.71 25.21DELTA ###### ###### ###### ###### ###### ###### ###### 0.00DELTAT ###### ###### ###### ###### ###### ###### ###### 0.00GAMA ###### ###### ###### ###### ###### ###### ###### 0.00

GAMAT ###### ###### ###### ###### ###### ###### ######THETA ###### ###### ###### ###### ###### ###### ######THETAT ###### ###### ###### ###### ###### ###### ###### N ODQ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 NDDQT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 95.00% #NUM! #NUM! 24.580.00 90.00% #NUM! #NUM! 0

#NUM! 85.00% #NUM! #NUM! 00 #NUM! 80.00% #NUM! #NUM! 00 #NUM! 75.00% #NUM! #NUM! 23.710 #NUM! 70.00% #NUM! #NUM! 00 #NUM! 65.00% #NUM! #NUM! 0

60.00% #NUM! #NUM!55.00% #NUM! #NUM!

VNC 12.50 13.00 13.50 14.00 14.50 15.00 15.50 16.00 16.50 17.00 17.50SLD 0 0 0 0 0 0 0 0 0 0 023.43 23.93 24.43 24.93 25.43 25.93 26.43 26.93 27.43 27.93 28.43 28.93

0 0 0 0 0 0 0 0 0 0 0 033.43 33.93 34.43 34.93 35.43 35.93 36.43 36.93 37.43 37.93 38.43 38.93

0 0 0 0 0 0 0 0 0 0 0 0

CUSTO

ENTRE OS ALVOS

A OQUANTIDADE

INVESTIDOCOTA O

FINANCEIRO

OP ES

OPERA E

023.71

0

ALERTA SPREAD

ALVO ACIMA

ALVO ACIMAALVO ABAIXO

ATIVADOCONDI O

SPREADSPREADMONTAGEMRESULTADO

SPREAD ALVO

ALVO ABAIXO

SEGUNDO ALVO

PROBABILIDADE ALVO PROBABILIDADE FAIXAPRIMEIRO ALVO


6/50


H VF QTD ULT OFC OFV VAR NEG PT VI RN DELTA14.00 0 0 0.00 0.00 0.00 0.00 0 ###### 53.77% ######16.00 0 0 0.00 0.00 0.00 0.00 0 ###### 53.78% 0.00 ######18.00 0 0 6.29 0.00 0.00 0.00 0 ###### 53.79% 1.49 ######20.00 0 0 4.22 0.00 0.00 0.00 27 ###### 31.09% 1.72 ######22.00 0 0 2.45 0.05 0.00 0.00 9 ###### 26.84% 2.33 ######24.00 0 0 1.05 0.99 1.20 0.00 230 ###### 23.83% 3.00 ######25.71 0 0 0.35 0.33 0.42 0.00 240 ###### 22.01% 3.18 ######27.71 0 0 0.11 0.08 0.12 0.00 53 ###### 24.24% 2.75 ######29.71 0 0 0.04 0.04 0.05 0.00 6 ###### 26.86% 2.00 ######31.83 0 0 0.02 0.01 0.03 0.00 2 ###### 30.53% 1.00 ######34.00 0 0 0.02 0.01 0.02 0.00 0 ###### 36.61% 2.00 ######36.00 0 0 0.01 0.00 0.02 0.00 0 ###### 38.31% 1.00 ######38.00 0 0 0.01 0.00 0.02 0.00 0 ###### 42.79% #DIV/0! ######42.00 0 0 0.00 0.00 0.00 0.00 0 ###### 15.63% ######

VF OFCV H HG VOP MED VE SVE SVETTULT ND 0 0 0 -1.27 0 0

CAIR 0 0 0 0 0 0 0 0 0

A O 19.71 20.21 20.71 21.21 21.71 22.21 22.71 23.21 24.21TOTAL 0 0 0 0 0 0 0 0 0

GREGAS 22.21 22.71 23.21 23.71 24.21 24.71 25.21DELTA ###### ###### ###### ###### ###### ###### ###### 0.00DELTAT ###### ###### ###### ###### ###### ###### ###### 0.00GAMA ###### ###### ###### ###### ###### ###### ###### 0.00GAMAT ###### ###### ###### ###### ###### ###### ######THETA ###### ###### ###### ###### ###### ###### ######THETAT ###### ###### ###### ###### ###### ###### ###### N ODQ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 NDDQT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 95.00% #NUM! #NUM! 24.58

0.00 90.00% #NUM! #NUM! 0#NUM! 85.00% #NUM! #NUM! 00 #NUM! 80.00% #NUM! #NUM! 00 #NUM! 75.00% #NUM! #NUM! 23.710 #NUM! 70.00% #NUM! #NUM! 00 #NUM! 65.00% #NUM! #NUM! 0

60.00% #NUM! #NUM!55.00% #NUM! #NUM!

VNC 12.50 13.00 13.50 14.00 14.50 15.00 15.50 16.00 16.50 17.00 17.50SLD 0 0 0 0 0 0 0 0 0 0 022.00 22.50 23.00 23.50 24.00 24.50 25.00 25.50 26.00 26.50 27.00 27.50

0 0 0 0 0 0 0 0 0 0 0 032.00 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50

0 0 0 0 0 0 0 0 0 0 0 0

ALVO ACIMA CUSTO

ALVO ABAIXOALVO ACIMA

OP ESALVO ABAIXOCOTA OINVESTIDO

CONDI O

PROBABILIDADE ALVO PROBABILIDADE FAIXA

SEGUNDO ALVO

PRIMEIRO ALVO

FINANCEIRO

MONTAGEMRESULTADO

ENTRE OS ALVOS

OPERA E

QUANTIDADE

A O

SPREAD

0

023.71

SPREAD

SPREAD ALVO

ATIVADOALERTA SPREAD

1

1

1

1


7/50

30.00%40.00%50.00%60.00%70.00%80.00%90.00%

100.00%110.00%120.00%130.00%140.00%150.00%

160.00%170.00%180.00%190.00%200.00%210.00%

6.

00

8.

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10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%

80.00%


8/50

VH TX ROL NV GRA BS24.45% 12.25% 0.10 0.00 0.50 N O

GAMA THETA VE BOSI VD NV TX SP 22.21 22.71 23.21###### ###### -9.71 ###### 0.00 0.00 -41.18% #VALUE! #VALUE! #VALUE!###### ###### -7.71 ###### 0.00 0.00 -32.77% 0.00 #VALUE! #VALUE! #VALUE!###### ###### 0.09 ###### ###### 0.00 -25.05% -0.02 #VALUE! #VALUE! #VALUE!###### ###### 0.25 ###### -435.61 0.00 -1.91% -4.26 #VALUE! #VALUE! #VALUE!###### ###### 0.27 ###### -151.57 0.00 0.37% -3.61 #VALUE! #VALUE! #VALUE!###### ###### 0.75 ###### -3.39 0.00 2.75% 1.04 #VALUE! #VALUE! #VALUE!###### ###### 0.18 ###### 9.98 0.18 8.21% 0.71 #VALUE! #VALUE! #VALUE!###### ###### 0.03 ###### 3.44 0.03 16.03% 0.14 #VALUE! #VALUE! #VALUE!###### ###### 0.01 ###### 1.74 0.01 24.34% 0.03 #VALUE! #VALUE! #VALUE!###### ###### 0.01 ###### 2.33 0.01 32.69% 0.03 #VALUE! #VALUE! #VALUE!###### ###### 0.01 ###### 2.93 0.01 41.09% 0.02 #VALUE! #VALUE! #VALUE!

###### ###### 0.01 ###### 3.56 0.01 50.04% 0.01 #VALUE! #VALUE! #VALUE!###### ###### 0.00 ###### 0.00 0.00 59.66% 0.01 #VALUE! #VALUE! #VALUE!###### ###### 0.00 ###### 0.00 0.00 68.07% #VALUE! #VALUE! #VALUE!

#VALUE! #VALUE! #VALUE!THEX THEXT MED VI VIX VEGA VEGAT0.00 0.00 22.73% 20.80% ###### ######

0 0 0 0 0 0 0 SUBIR PE 10.00 10.5024.71 25.21 25.71 26.21 26.71 27.21 27.71 A O COT 0.00 0.00

0 0 0 0 0 0 0 TOTAL VI 13.71 13.21SIM . .

24.58 29/110 00 0 G 12.50 13.00

#DIV/0! #DIV/0! 14.00 0 0#DIV/0! 0 16.00 0 00 17.83 0 00 20.00 0 0

0.00 0 21.58 0 023.58 0 025.58 0 0

0 24.58 27.58 0 00 0 29.58 0 0

#DIV/0! 0.00 31.58 0 0#DIV/0! 0 33.58 0 0#DIV/0! 0 35.71 0 0#DIV/0! 0.00 38.00 0 0#DIV/0! #DIV/0! 40.00 0 0

#DIV/0! SLD 0 0#DIV/0! STX 0 0

SATX 0 018.00 18.50 19.00 19.50 20.00 20.50 21.00 21.50 SAOTX 0 0

0 0 0 0 0 0 0 0 TX #DIV/0! #DIV/0!29.43 29.93 30.43 30.93 31.43 31.93 32.43 32.93 SAOC 0 0

0 0 0 0 0 0 0 0 SAOOP 0 039.43 39.93 40.43 40.93 41.43 41.93 42.43 42.93 SAVC 0 0

0 0 0 0 0 0 0 0 SAOVC 0 0

A OQUANTIDADEPIOR PONTOLUCRO A O

PROTE O

PREJUIZO OP OLOTESTAXA IMEDIATABREAK-EVEN

TAXA M XIMABREAK-EVENPROTE O

VALOR ATUALRESULTADO

TAXA IMEDIATA

OPERA ES COBERTASS DE TAXA

FINANCEIROVENDA COBERTA

RESUL PCT

RESULTADORESUL TOTALVARIA OVAR TOTAL

DATAFINANCEIROFINAN TOTAL

FINAN PCT

SALDO

A OQUANTIDADEOP O

TAXA IMEDIATA

BANCO DE VE

BREAK-EVEN


9/50

VH TX NV GRA BS24.45% 12.25% 0.00 0.50 N O

GAMA THETA VE BOSI VD NV TX SP 22.21 22.71 23.21###### ###### -9.71 ###### 0.00 0.00 -41.18% #VALUE! #VALUE! #VALUE!###### ###### -7.71 ###### 0.00 0.00 -32.77% 0.00 #VALUE! #VALUE! #VALUE!###### ###### 0.58 ###### ###### 0.00 -24.37% 0.00 #VALUE! #VALUE! #VALUE!###### ###### 0.51 ###### -445.72 0.00 -15.97% 0.00 #VALUE! #VALUE! #VALUE!###### ###### 0.74 ###### -119.27 0.00 -7.37% 1.10 #VALUE! #VALUE! #VALUE!###### ###### 1.05 ###### 8.67 1.05 5.22% -1.56 #VALUE! #VALUE! #VALUE!###### ###### 0.35 ###### 19.93 0.35 9.54% 0.66 #VALUE! #VALUE! #VALUE!###### ###### 0.11 ###### 12.53 0.11 16.82% 0.31 #VALUE! #VALUE! #VALUE!###### ###### 0.04 ###### 6.83 0.04 25.04% 0.07 #VALUE! #VALUE! #VALUE!###### ###### 0.02 ###### 4.62 0.02 33.80% 0.05 #VALUE! #VALUE! #VALUE!###### ###### 0.02 ###### 5.86 0.02 42.92% 0.03 #VALUE! #VALUE! #VALUE!###### ###### 0.01 ###### 3.50 0.01 51.26% 0.04 #VALUE! #VALUE! #VALUE!###### ###### 0.01 ###### 4.07 0.01 59.66% 0.02 #VALUE! #VALUE! #VALUE!###### ###### 0.00 ###### 0.00 0.00 76.47% #VALUE! #VALUE! #VALUE!

#VALUE! #VALUE! #VALUE!THEX THEXTT MED VI VIX VEGA VEGATT0.00 0.00 23.55% 20.80% ###### ######

0 0 0 0 0 0 0 SUBIR PE 10.00 10.50

24.71 25.21 25.71 26.21 26.71 27.21 27.71 A O COT 0.00 0.000 0 0 0 0 0 0 TOTAL VI 13.71 13.21

SIM 13.71 13.21

24.56 29/110 00 0 H 12.50 13.00

#DIV/0! #DIV/0! 14.00 0 0#DIV/0! 0 16.00 0 0

0 18.00 0 00 20.00 0 0

0.00 0 22.00 0 024.00 0 025.71 0 0

0 24.58 27.71 0 0

0 0 29.71 0 0#DIV/0! 0.00 31.83 0 0#DIV/0! 0 34.00 0 0#DIV/0! 0 36.00 0 0#DIV/0! 0.00 38.00 0 0#DIV/0! #DIV/0! 42.00 0 0

#DIV/0! SLD 0 0#DIV/0! STX 0 0

SATX 0 018.00 18.50 19.00 19.50 20.00 20.50 21.00 21.50 SAOTX 0 0

0 0 0 0 0 0 0 0 TX #DIV/0! #DIV/0!28.00 28.50 29.00 29.50 30.00 30.50 31.00 31.50 SAOC 0 0

0 0 0 0 0 0 0 0 SAOOP 0 038.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 SAVC 0 0

0 0 0 0 0 0 0 0 SAOVC 0 0

PROTE O

OPERA ES COBERTASA O

QUANTIDADEPIOR PONTOLUCRO A OPREJU ZO OP OLOTESTAXA REALBREAK-EVEN

PROTE OBREAK-EVENTAXA M XIMATAXA IMEDIATA

RESUL TOTALBREAK-EVEN RESULTADO

SALDOBANCO DE VE

VALOR ATUAL

RESUL PCT

OP OTAXA IMEDIATA

QUANTIDADE

S DE TAXA

RESULTADO

VAR TOTAL

FINAN PCT

FINANCEIRODATA

VARIA O

FINANCEIROFINAN TOTAL

VENDA COBERTAA O


10/50

000000000000000000000000

31.4

3

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11/50

23.71 24.21 24.71 25.21 22.21 22.71 23.21 23.71 24.21 24.71 25.21#VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### ######

#VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### ######

11.00 11.50 12.00 12.50 13.00 13.50 14.00 14.50 15.00 15.50 16.00 16.500.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.49

12.71 12.21 11.71 11.21 10.71 10.21 9.71 9.21 8.71 8.21 7.71 7.21. . . . . . . . . . . .

13.50 14.00 14.50 15.00 15.50 16.00 16.50 17.00 17.50 18.00 18.50 19.00

0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0

BLACK & SCHOLES

BLACK & SCHOLES

GAMADELTA


12/50

23.71 24.21 24.71 25.21 22.21 22.71 23.21 23.71 24.21 24.71 25.21#VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### #######VALUE! #VALUE! #VALUE! ###### ###### ###### ###### ###### ###### ###### ######

11.00 11.50 12.00 12.50 13.00 13.50 14.00 14.50 15.00 15.50 16.00 16.50

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.5712.71 12.21 11.71 11.21 10.71 10.21 9.71 9.21 8.71 8.21 7.71 7.2112.71 12.21 11.71 11.21 10.71 10.21 9.71 9.21 8.71 8.21 7.71 7.21

13.50 14.00 14.50 15.00 15.50 16.00 16.50 17.00 17.50 18.00 18.50 19.000 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0

DELTA GAMA


13/50


14/50

VEGA PT

22.21 22.71 23.21 23.71 24.21 24.71 25.21 23.71 23.71###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ######

###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ######

17.00 17.50 18.00 18.50 19.00 19.50 20.00 20.50 21.00 21.50 22.00 22.50 23.002.99 4.48 5.97 5.47 4.97 4.46 3.96 3.57 3.18 2.79 2.40 2.02 1.646.71 6.21 5.71 5.21 4.71 4.21 3.71 3.21 2.71 2.21 1.71 1.21 0.71. . . . . . . . . . . . .

19.50 20.00 20.50 21.00 21.50 23.43 23.93 24.43 24.93 25.43 25.93 26.43 26.93

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

THETA


15/50

VEGA PT

22.21 22.71 23.21 23.71 24.21 24.71 25.21 23.71 23.71###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ######

17.00 17.50 18.00 18.50 19.00 19.50 20.00 20.50 21.00 21.50 22.00 22.50 23.00

3.15 4.72 6.29 5.77 5.26 4.74 4.22 3.78 3.34 2.89 2.45 2.10 1.756.71 6.21 5.71 5.21 4.71 4.21 3.71 3.21 2.71 2.21 1.71 1.21 0.716.71 6.21 6.29 5.77 5.26 4.74 4.22 3.78 3.34 2.89 2.45 2.10 1.75

19.50 20.00 20.50 21.00 21.50 22.00 22.50 23.00 23.50 24.00 24.50 25.00 25.500 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


THETA


16/50


17/50

DIAS-2.31

JUROS11.56%

23.50 24.00 24.50 25.00 25.50 26.00 26.50 27.00 27.50 28.00 28.50 29.00 29.501.26 0.88 0.71 0.53 0.36 0.18 0.14 0.11 0.07 0.03 0.03 0.02 0.020.21 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

27.43 27.93 28.43 28.93 29.43 29.93 30.43 30.93 31.43 31.93 32.43 32.93 33.43

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


SIMULADOR

VENCIMENTO


18/50

DIAS-2.20

JUROS11.56%

23.50 24.00 24.50 25.00 25.50 26.00 26.50 27.00 27.50 28.00 28.50 29.00 29.50

1.40 1.05 0.88 0.70 0.53 0.35 0.29 0.23 0.17 0.11 0.09 0.08 0.060.21 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.001.40 1.05 0.88 0.70 0.53 0.35 0.29 0.23 0.17 0.11 0.09 0.08 0.06

26.00 26.50 27.00 27.50 28.00 28.50 29.00 29.50 30.00 30.50 31.00 31.50 32.000 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


VENCIMENTO

SIMULADOR


19/50


20/50

30.00 30.50 31.00 31.50 32.00 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.000.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

33.93 34.43 34.93 35.43 35.93 36.43 36.93 37.43 37.93 38.43 38.93 39.43 39.93

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0



21/50

30.00 30.50 31.00 31.50 32.00 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00

0.04 0.04 0.03 0.03 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.04 0.04 0.03 0.03 0.02 0.02 0.02 0.02 0.02 0.02 0.02 0.01 0.01

32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50 38.00 38.500 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0



22/50


23/50

36.50 37.00 37.50 38.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 42.00 42.500.01 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

40.43 40.93 41.43 41.93 42.43 42.93

0 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 0


24/50

36.50 37.00 37.50 38.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 42.00 42.50

0.01 0.01 0.01 0.01 0.01 0.01 0.00 0.00 0.00 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.01 0.01 0.01 0.01 0.01 0.01 0.00 0.00 0.00 0.01 0.01 0.01 0.01

39.00 39.50 40.00 40.50 41.00 41.500 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 0

0 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 0 0 00 0 0 0 0 00 0 0 0 0 00 0 0 0 0 0


25/50


26/50

43.00 43.50 44.000.00 0.00 0.000.00 0.00 0.00. . .


27/50

43.00 43.50 44.00

0.01 0.00 0.000.00 0.00 0.000.01 0.00 0.00


28/50


G VF QTD ULT OFC OFV VAR NEG PT VI RN DELTA34.00 0 0 0.00 0.00 0.00 0.00 0 ###### 30.59% ######36.00 0 0 0.00 0.00 0.00 0.00 0 ###### 30.60% 0.00 ######38.00 0 0 6.42 0.00 0.00 0.00 5 ###### 30.61% 1.05 ######38.74 0 0 6.09 0.01 6.32 0.00 110 ###### 30.62% 1.58 ######40.74 0 0 3.85 3.21 0.00 0.00 1,115 ###### 19.76% 2.23 ######43.48 0 0 1.73 1.70 2.17 0.00 2,563 ###### 22.95% 2.58 ######45.48 0 0 0.67 0.64 0.73 0.00 1,821 ###### 23.52% 3.35 ######47.48 0 0 0.20 0.18 0.20 0.00 537 ###### 25.58% 2.86 ######49.48 0 0 0.07 0.06 0.07 0.00 56 ###### 30.21% 2.33 ######52.00 0 0 0.03 0.02 0.03 0.00 15 ###### 38.12% 3.00 ######53.48 0 0 0.01 0.01 0.02 0.00 1 ###### 45.33% 1.00 ######

56.00 0 0 0.01 0.00 0.02 0.00 2 ###### 52.37% 1.00 ######58.00 0 0 0.01 0.00 0.02 0.00 0 ###### 31.25% 1.00 ######60.00 0 0 0.01 0.00 0.01 0.00 0 ###### 31.25% ######

VF OFCV G GH VOP MED VE SVE SVETULT ND 0 0 0 -1.18 0 0

CAIR 0 0 0 0 0 0 0 0 0A O 40.04 40.54 41.04 41.54 42.04 42.54 43.04 43.54 44.54

TOTAL 0 0 0 0 0 0 0 0 0

GREGAS 42.54 43.04 43.54 44.04 44.54 45.04 45.54DELTA ###### ###### ###### ###### ###### ###### ###### 0.00DELTAT ###### ###### ###### ###### ###### ###### ###### 0.00GAMA ###### ###### ###### ###### ###### ###### ###### 0.00

GAMAT ###### ###### ###### ###### ###### ###### ######THETA ###### ###### ###### ###### ###### ###### ######THETAT ###### ###### ###### ###### ###### ###### ###### N ODQ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 NDDQT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 95.00% #NUM! #NUM! 44.100.00 90.00% #NUM! #NUM! 0

#NUM! 85.00% #NUM! #NUM! 00 #NUM! 80.00% #NUM! #NUM! 00 #NUM! 75.00% #NUM! #NUM! 44.040 #NUM! 70.00% #NUM! #NUM! 00 #NUM! 65.00% #NUM! #NUM! 0

60.00% #NUM! #NUM!55.00% #NUM! #NUM!

VNC 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50SLD 0 0 0 0 0 0 0 0 0 0 042.00 42.50 43.00 43.50 44.00 44.50 45.00 45.50 46.00 46.50 47.00 47.50

0 0 0 0 0 0 0 0 0 0 0 052.00 52.50 53.00 53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.00 57.50

0 0 0 0 0 0 0 0 0 0 0 0

SPREADSPREADMONTAGEMRESULTADO

ALVO ABAIXO

SEGUNDO ALVO

PROBABILIDADE ALVO PROBABILIDADE FAIXAPRIMEIRO ALVO

OPERA E

ENTRE OS ALVOS

A OQUANTIDADE

INVESTIDOCOTA OALVO ACIMA

ALVO ACIMAALVO ABAIXO

ATIVADOCONDI OSPREAD ALVO

OP ESCUSTO

FINANCEIRO

044.04

0

ALERTA SPREAD


29/50


H VF QTD ULT OFC OFV VAR NEG PT VI RN DELTA34.00 0 0 0.00 0.00 0.00 0.00 0 ###### 53.77% ######36.00 0 0 0.00 0.00 0.00 0.00 0 ###### 53.78% 0.00 ######38.00 0 0 6.42 0.00 0.00 0.00 5 ###### 53.79% 1.05 ######40.00 0 0 6.09 0.01 6.32 0.00 110 ###### 31.09% 1.58 ######42.00 0 0 3.85 3.21 0.00 0.00 1,115 ###### 26.84% 2.23 ######44.00 0 0 1.73 1.70 2.17 0.00 2,563 ###### 23.83% 2.58 ######46.00 0 0 0.67 0.64 0.73 0.00 1,821 ###### 22.01% 3.35 ######47.48 0 0 0.20 0.18 0.20 0.00 537 ###### 24.24% 2.86 ######49.48 0 0 0.07 0.06 0.07 0.00 56 ###### 26.86% 2.33 ######51.48 0 0 0.03 0.02 0.03 0.00 15 ###### 30.53% 3.00 ######53.48 0 0 0.01 0.01 0.02 0.00 1 ###### 36.61% 1.00 ######56.00 0 0 0.01 0.00 0.02 0.00 2 ###### 38.31% 1.00 ######58.00 0 0 0.01 0.00 0.02 0.00 0 ###### 42.79% 1.00 ######60.00 0 0 0.01 0.00 0.01 0.00 0 ###### 15.63% ######

VF OFCV H HG VOP MED VE SVE SVETTULT ND 0 0 0 -0.93 0 0

CAIR 0 0 0 0 0 0 0 0 0

A O 40.04 40.54 41.04 41.54 42.04 42.54 43.04 43.54 44.54TOTAL 0 0 0 0 0 0 0 0 0

GREGAS 42.54 43.04 43.54 44.04 44.54 45.04 45.54DELTA ###### ###### ###### ###### ###### ###### ###### 0.00DELTAT ###### ###### ###### ###### ###### ###### ###### 0.00GAMA ###### ###### ###### ###### ###### ###### ###### 0.00GAMAT ###### ###### ###### ###### ###### ###### ######THETA ###### ###### ###### ###### ###### ###### ######THETAT ###### ###### ###### ###### ###### ###### ###### N ODQ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 NDDQT 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

0.00 95.00% #NUM! #NUM! 44.10

0.00 90.00% #NUM! #NUM! 0#NUM! 85.00% #NUM! #NUM! 00 #NUM! 80.00% #NUM! #NUM! 00 #NUM! 75.00% #NUM! #NUM! 44.040 #NUM! 70.00% #NUM! #NUM! 00 #NUM! 65.00% #NUM! #NUM! 0

60.00% #NUM! #NUM!55.00% #NUM! #NUM!

VNC 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50SLD 0 0 0 0 0 0 0 0 0 0 042.00 42.50 43.00 43.50 44.00 44.50 45.00 45.50 46.00 46.50 47.00 47.50

0 0 0 0 0 0 0 0 0 0 0 052.00 52.50 53.00 53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.00 57.50

0 0 0 0 0 0 0 0 0 0 0 0

044.04

0

CONDI OSPREAD ALVO

ATIVADOALERTA SPREAD

SPREADMONTAGEMRESULTADO

SPREAD

PROBABILIDADE ALVO PROBABILIDADE FAIXA

SEGUNDO ALVO

PRIMEIRO ALVOOPERA E

QUANTIDADE

A O

ALVO ACIMAOP ESALVO ABAIXOCOTA OINVESTIDOFINANCEIRO

ALVO ACIMA CUSTO

ALVO ABAIXOENTRE OS ALVOS

1

1

1

1


30/50

30.00%40.00%50.00%60.00%70.00%80.00%90.00%

100.00%110.00%120.00%130.00%140.00%150.00%

160.00%170.00%180.00%190.00%200.00%210.00%

26.

00

28.

00

30.

00

32.

00

34.

00

36.

00

38.

00

40.

00

42.

00

44.

00

46.

00

48.

00

50.

00

52.

00

54.

00

56.

00

58.

00

60.

00

62.

00

64.

00

66.

00

68.

00

70.

00

72.

00

00000000000000000000000000000000000

0

0

0

0

0

1

1

32.

50

33.

00

33.

50

34.

00

34.

50

35.

00

35.

50

36.

00

36.

50

37.

00

37.

50

38.

00

38.

50

39.

00

39.

50

40.

00

40.

50

41.

00

41.

50

42.

00

42.

50

43.

00

43.

50

44.

00

44.

50

45.

00

45.

50

46.

00

46.

50

47.

00

47.

50

48.

00

48.

50

49.

00

49.

50

00000000000000000000000000000000000

0

0

0

0

0

1

1

1

1

1

1

32.

50

33.

00

33.

50

34.

00

34.

50

35.

00

35.

50

36.

00

36.

50

37.

00

37.

50

38.

00

38.

50

39.

00

39.

50

40.

00

40.

50

41.

00

41.

50

42.

00

42.

50

43.

00

43.

50

44.

00

44.

50

45.

00

45.

50

46.

00

46.

50

47.

00

47.

50

48.

00

48.

50

49.

00

49.

50

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%

80.00%

90.00%

100.00%

110.00%


31/50

VH TX ROL NV GRA BS16.60% 12.25% 0.10 0.00 0.50 N O

GAMA THETA VE BOSI VD NV TX SP 42.54 43.04 43.54 44.04###### ###### -10.04 ###### 0.00 0.00 -23.54% ###### ###### ###### ############ ###### -8.04 ###### 0.00 0.00 -19.05% 0.00 ###### ###### ###### ############ ###### 0.38 ###### -618.98 0.00 -14.55% 6.32 ###### ###### ###### ############ ###### 0.79 ###### -515.23 0.00 -12.87% -0.02 ###### ###### ###### ############ ###### 0.55 ###### -202.81 0.00 -1.26% 2.07 ###### ###### ###### ############ ###### 1.17 ###### -15.46 0.00 1.66% -2.67 ###### ###### ###### ############ ###### 0.67 ###### 15.40 0.67 3.76% 1.09 ###### ###### ###### ############ ###### 0.20 ###### 10.98 0.20 7.20% 0.44 ###### ###### ###### ############ ###### 0.07 ###### 6.08 0.07 11.42% 0.11 ###### ###### ###### ############ ###### 0.03 ###### 3.81 0.03 16.99% 0.05 ###### ###### ###### ############ ###### 0.01 ###### 1.51 0.01 20.29% 0.03 ###### ###### ###### ######

###### ###### 0.01 ###### 1.91 0.01 25.93% 0.04 ###### ###### ###### ############ ###### 0.01 ###### 2.23 0.01 30.43% 0.03 ###### ###### ###### ############ ###### 0.01 ###### 2.55 0.01 34.92% ###### ###### ###### ######

###### ###### ###### ######THEX THEXT MED VI VIX VEGA VEGAT0.00 0.00 20.68% 20.80% ###### ######

0 0 0 0 0 0 0 SUBIR PE 30.00 30.50 31.0045.04 45.54 46.04 46.54 47.04 47.54 48.04 A O COT 0.00 0.00 0.00

0 0 0 0 0 0 0 TOTAL VI 14.04 13.54 13.04SIM . . .

44.10 24/110 00 0 G 32.50 33.00 33.50

#DIV/0! #DIV/0! 34.00 0 0 0#DIV/0! 0 36.00 0 0 00 38.00 0 0 00 38.74 0 0 0

0.00 0 40.74 0 0 043.48 0 0 045.48 0 0 0

0 44.10 47.48 0 0 00 0 49.48 0 0 0

#DIV/0! 0.00 52.00 0 0 0#DIV/0! 0 53.48 0 0 0#DIV/0! 0 56.00 0 0 0#DIV/0! 0.00 58.00 0 0 0#DIV/0! #DIV/0! 60.00 0 0 0

#DIV/0! SLD 0 0 0#DIV/0! STX 0 0 0

SATX 0 0 038.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 SAOTX 0 0 0

0 0 0 0 0 0 0 0 TX #DIV/0! #DIV/0! #DIV/0!48.00 48.50 49.00 49.50 50.00 50.50 51.00 51.50 SAOC 0 0 0

0 0 0 0 0 0 0 0 SAOOP 0 0 058.00 58.50 59.00 59.50 60.00 60.50 61.00 61.50 SAVC 0 0 0

0 0 0 0 0 0 0 0 SAOVC 0 0 0

DATAFINANCEIROFINAN TOTAL

A OQUANTIDADEOP O

TAXA M XIMABREAK-EVEN

SALDO

TAXA IMEDIATA

FINAN PCTTAXA IMEDIATABREAK-EVEN RESULTADO

BANCO DE VE

RESULTADOVALOR ATUAL

RESUL TOTALVARIA OVAR TOTAL

OPERA ES COBERTASS DE TAXA

FINANCEIROVENDA COBERTA

RESUL PCT

DELTA

A OQUANTIDADEPIOR PONTOLUCRO A O

PROTE O

PREJUIZO OP OLOTESTAXA IMEDIATABREAK-EVEN

PROTE O


32/50

VH TX NV GRA BS16.60% 12.25% 0.00 0.50 N O

GAMA THETA VE BOSI VD NV TX SP 42.54 43.04 43.54 44.04###### ###### -10.04 ###### 0.00 0.00 -23.54% ###### ###### ###### ############ ###### -8.04 ###### 0.00 0.00 -19.05% 0.00 ###### ###### ###### ############ ###### 0.38 ###### -594.33 0.00 -14.55% 6.32 ###### ###### ###### ############ ###### 2.05 ###### -377.10 0.00 -10.03% -0.02 ###### ###### ###### ############ ###### 1.81 ###### -120.38 0.00 1.79% 2.07 ###### ###### ###### ############ ###### 1.69 ###### -1.06 0.00 2.88% -2.67 ###### ###### ###### ############ ###### 0.67 ###### 20.13 0.67 4.95% 1.09 ###### ###### ###### ############ ###### 0.20 ###### 10.54 0.20 7.20% 0.44 ###### ###### ###### ############ ###### 0.07 ###### 5.84 0.07 11.42% 0.11 ###### ###### ###### ############ ###### 0.03 ###### 3.42 0.03 15.82% 0.05 ###### ###### ###### ############ ###### 0.01 ###### 1.45 0.01 20.29% 0.03 ###### ###### ###### ############ ###### 0.01 ###### 1.83 0.01 25.93% 0.04 ###### ###### ###### ############ ###### 0.01 ###### 2.14 0.01 30.43% 0.03 ###### ###### ###### ############ ###### 0.01 ###### 2.45 0.01 34.92% ###### ###### ###### ######

###### ###### ###### ######THEX THEXTT MED VI VIX VEGA VEGATT0.00 0.00 18.32% 20.80% ###### ######

0 0 0 0 0 0 0 SUBIR PE 30.00 30.50 31.00

45.04 45.54 46.04 46.54 47.04 47.54 48.04 A O COT 0.00 0.00 0.000 0 0 0 0 0 0 TOTAL VI 14.04 13.54 13.04

SIM 14.04 13.54 13.04

44.10 09/080 00 0 H 32.50 33.00 33.50

#DIV/0! #DIV/0! 34.00 0 0 0#DIV/0! 0 36.00 0 0 0

0 38.00 0 0 00 40.00 0 0 0

0.00 0 42.00 0 0 044.00 0 0 046.00 0 0 0

0 44.10 47.48 0 0 0

0 0 49.48 0 0 0#DIV/0! 0.00 51.48 0 0 0#DIV/0! 0 53.48 0 0 0#DIV/0! 0 56.00 0 0 0#DIV/0! 0.00 58.00 0 0 0#DIV/0! #DIV/0! 60.00 0 0 0

#DIV/0! SLD 0 0 0#DIV/0! STX 0 0 0

SATX 0 0 038.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 SAOTX 0 0 0

0 0 0 0 0 0 0 0 TX #DIV/0! #DIV/0! #DIV/0!48.00 48.50 49.00 49.50 50.00 50.50 51.00 51.50 SAOC 0 0 0

0 0 0 0 0 0 0 0 SAOOP 0 0 058.00 58.50 59.00 59.50 60.00 60.50 61.00 61.50 SAVC 0 0 0

0 0 0 0 0 0 0 0 SAOVC 0 0 0

VAR TOTAL

FINAN PCT

DELTA

FINANCEIRODATA

VARIA O

FINANCEIROFINAN TOTAL

SALDO

OP OTAXA IMEDIATA

BANCO DE VE

VENDA COBERTAA O

RESUL TOTALBREAK-EVEN RESULTADO

QUANTIDADE

S DE TAXA

RESULTADO

VALOR ATUAL

BREAK-EVENTAXA M XIMATAXA IMEDIATA

PROTE O

PROTE O

OPERA ES COBERTASA O

QUANTIDADERESUL PCT

TAXA REALBREAK-EVEN

PIOR PONTOLUCRO A OPREJU ZO OP OLOTES


33/50

000000000000000000000000

50.

00

50.

50

51.

00

51.

50

52.

00

52.

50

53.

00

53.

50

54.

00

54.

50

55.

00

55.

50

56.

00

56.

50

57.

00

57.

50

58.

00

58.

50

59.

00

59.

50

60.

00

60.

50

61.

00

61.

50

000000000000000000000000

50.

00

50.

50

51.

00

51.

50

52.

00

52.

50

53.

00

53.

50

54.

00

54.

50

55.

00

55.

50

56.

00

56.

50

57.

00

57.

50

58.

00

58.

50

59.

00

59.

50

60.

00

60.

50

61.

00

61.

50

.

28.0

0

30.0

0

32.0

0

34.0

0

36.0

0

38.0

0

40.0

0

42.

00

44.0

0

46.0

0

48.0

0

50.0

0

52.

00

54.0

0

56.0

0

58.0

0

60.0

0

62.0

0

64.0

0

66.0

0

68.0

0

70.0

0

72.0

0


34/50

44.54 45.04 45.54 42.54 43.04 43.54 44.04 44.54 45.04 45.54 42.54###### ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ######

###### ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ######

31.50 32.00 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.500.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.61 3.21 4.82

12.54 12.04 11.54 11.04 10.54 10.04 9.54 9.04 8.54 8.04 7.54 7.04 6.54. . . . . . . . . . . . .

34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50 38.00 38.50 39.00 39.50 40.00

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


BLACK & SCHOLES

BLACK & SCHOLES

GAMA


35/50

44.54 45.04 45.54 42.54 43.04 43.54 44.04 44.54 45.04 45.54 42.54###### ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ###### ###### ###### ######

31.50 32.00 32.50 33.00 33.50 34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.61 3.21 4.8212.54 12.04 11.54 11.04 10.54 10.04 9.54 9.04 8.54 8.04 7.54 7.04 6.5412.54 12.04 11.54 11.04 10.54 10.04 9.54 9.04 8.54 8.04 7.54 7.04 6.54

34.00 34.50 35.00 35.50 36.00 36.50 37.00 37.50 38.00 38.50 39.00 39.50 40.000 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


GAMA


36/50


37/50

VEGA PT DIAS-2.31

43.04 43.54 44.04 44.54 45.04 45.54 44.04 44.04###### ###### ###### ###### ###### ###### ###### ###### JUROS###### ###### ###### ###### ###### ###### ###### ###### 11.56%###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ######

###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ######

38.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 42.00 42.50 43.00 43.50 44.006.42 6.34 6.26 6.17 6.09 5.53 4.97 4.41 3.85 3.32 2.79 2.26 1.736.04 5.54 5.04 4.54 4.04 3.54 3.04 2.54 2.04 1.54 1.04 0.54 0.04. . . . . . . . . . . . .

40.50 41.00 41.50 42.00 42.50 43.00 43.50 44.00 44.50 45.00 45.50 46.00 46.50

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


THETA

VENCI


38/50

VEGA PT DIAS-2.20

43.04 43.54 44.04 44.54 45.04 45.54 44.04 44.04###### ###### ###### ###### ###### ###### ###### ###### JUROS###### ###### ###### ###### ###### ###### ###### ###### 11.56%###### ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ###### ############ ###### ###### ###### ###### ###### ######

38.00 38.50 39.00 39.50 40.00 40.50 41.00 41.50 42.00 42.50 43.00 43.50 44.00

6.42 6.34 6.26 6.17 6.09 5.53 4.97 4.41 3.85 3.32 2.79 2.26 1.736.04 5.54 5.04 4.54 4.04 3.54 3.04 2.54 2.04 1.54 1.04 0.54 0.046.42 6.34 6.26 6.17 6.09 5.53 4.97 4.41 3.85 3.32 2.79 2.26 1.73

40.50 41.00 41.50 42.00 42.50 43.00 43.50 44.00 44.50 45.00 45.50 46.00 46.500 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


THETA

VENCI


39/50


40/50

44.50 45.00 45.50 46.00 46.50 47.00 47.50 48.00 48.50 49.00 49.50 50.00 50.501.47 1.20 0.94 0.67 0.55 0.44 0.32 0.20 0.17 0.14 0.10 0.07 0.060.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

47.00 47.50 48.00 48.50 49.00 49.50 50.00 50.50 51.00 51.50 52.00 52.50 53.00

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


SIMULADOR

ENTO


41/50

44.50 45.00 45.50 46.00 46.50 47.00 47.50 48.00 48.50 49.00 49.50 50.00 50.50

1.47 1.20 0.94 0.67 0.55 0.44 0.32 0.20 0.17 0.14 0.10 0.07 0.060.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.001.47 1.20 0.94 0.67 0.55 0.44 0.32 0.20 0.17 0.14 0.10 0.07 0.06

47.00 47.50 48.00 48.50 49.00 49.50 50.00 50.50 51.00 51.50 52.00 52.50 53.000 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0


SIMULADOR

ENTO


42/50


43/50

51.00 51.50 52.00 52.50 53.00 53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.000.05 0.04 0.03 0.03 0.02 0.02 0.01 0.01 0.01 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.00 57.50 58.00 58.50 59.00 59.50

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0



44/50

51.00 51.50 52.00 52.50 53.00 53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.00

0.05 0.04 0.03 0.03 0.02 0.02 0.01 0.01 0.01 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.05 0.04 0.03 0.03 0.02 0.02 0.01 0.01 0.01 0.01 0.01 0.01 0.01

53.50 54.00 54.50 55.00 55.50 56.00 56.50 57.00 57.50 58.00 58.50 59.00 59.500 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0



45/50


46/50

57.50 58.00 58.50 59.00 59.50 60.00 60.50 61.00 61.50 62.00 62.50 63.00 63.500.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00. . . . . . . . . . . . .

60.00 60.50 61.00 61.50

0 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 00 0 0 00 0 0 00 0 0 0


47/50

57.50 58.00 58.50 59.00 59.50 60.00 60.50 61.00 61.50 62.00 62.50 63.00 63.50

0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.010.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.000.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01 0.01

60.00 60.50 61.00 61.500 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 0

0 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 00 0 0 0

#DIV/0! #DIV/0! #DIV/0! #DIV/0!0 0 0 00 0 0 00 0 0 00 0 0 0


48/50


49/50

64.000.010.00.


50/50

64.00

0.010.000.01

Planilha de Opções Bastter.com 10.5B

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