{"text_format":"3","workbook":"xls","n_sheets":1,"sheets":["BS"],"not_rendered":{"macros":1,"external_links":1,"defined_names":16},"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"BS","index":0,"n_rows":30,"n_cols":8,"rows_kept":30,"merged":[[1,1,1,7],[4,1,4,2],[4,5,4,7],[12,5,12,7],[14,1,14,2],[16,1,16,2],[17,1,17,2],[23,1,23,6],[24,1,24,6],[25,1,25,6],[26,1,26,6]],"flags":["formulas_cached_only"]}
[]
[null,"Fórmula de Black-Scholes"]
[]
[]
[null,"Parâmetros",{"$nulls":3},"Volatilidade Fornecida"]
[null,"preço do ativo",100,{"$nulls":3},"analítico","numérico"]
[null,"preço de exercício",100,null,null,"delta",{"v":0.5654668736351702,"d":"0.5655"},{"v":0.5654576290226032,"d":"0.5655"}]
[null,"volatilidade",{"v":0.4,"d":"40%"},null,null,"gama",{"v":0.034083831651613654,"d":"0.0341"},{"v":0.03410960403016361,"d":"0.0341"}]
[null,"taxa de juros",{"v":0.14842000511827322,"d":"15%"},null,null,"vega",{"v":11.360822766115861,"d":"11.3608"},{"v":11.360858096765012,"d":"11.3609"}]
[null,"vencimento em anos",{"v":0.08333,"d":"0.0833"},null,null,"theta",{"v":-34.88550472951267,"d":"-34.8855"},{"v":-34.88550795793799,"d":"-34.8855"}]
[null,"dividendos contínuos",0,null,null,"rho",{"v":4.277351664158897,"d":"4.2774"},{"v":4.27727047807025,"d":"4.2773"}]
[null,"tipo","call"]
[{"$nulls":5},"Volatilidade Implícita"]
[{"$nulls":6},"analítico","numérico"]
[null,"Preço Black-Scholes",null,{"v":5.2164141826830175,"d":"5.2164"},null,"delta",{"v":0.5664926968437369,"d":"0.5665"},{"v":0.566485093997926,"d":"0.5665"}]
[{"$nulls":5},"gama",{"v":0.03577301914473995,"d":"0.0358"},{"v":0.03580069574127265,"d":"0.0358"}]
[null,"Preço Mercado",null,{"v":5,"d":"5.0000"},null,"vega",{"v":11.355902718896013,"d":"11.3559"},{"v":11.355931762579983,"d":"11.3559"}]
[null,"Volatilida Implícita",null,{"v":0.3809471130371094,"d":"38.09%"},null,"theta",{"v":-33.622812949842285,"d":"-33.6228"},{"v":-33.622816253853216,"d":"-33.6228"}]
[{"$nulls":5},"rho",{"v":4.3039334505781,"d":"4.3039"},{"v":4.303865814847541,"d":"4.3039"}]
[]
[]
[]
[]
[null,"Esta planilha esta disponível no site http://www.risktech.com.br, "]
[null,"na seção Modelos de Excel, e dedica-se exclusivamente a fins "]
[null,"educacionais. Nem o Risktech.com.br nem o Ibmec, nem seus"]
[null,"patrocinadores se responsabilizam por outros usos."]
[]
[{"$nulls":4},"Luiz Alvares"]
[{"$nulls":4},"lalvares@risktech.com.br"]