Cotización vigente para el día: 10/Febrero/2017
Tabla de precios de primas de opciones ‘PUT’
Precio de Ejercicio | Costo de la Prima | Costo por Contrato | |||
---|---|---|---|---|---|
(US cts / Libra) | (USD / Ton) | (US cts / Libra) | (USD / Ton) | (USD) | (Mx Ps) |
ABRIL 17 | |||||
108 | 2,380.99 | 1.1080 | 24.43 | 443.20 | 9,085.33 |
110 | 2,425.08 | 1.6020 | 35.32 | 640.80 | 13,136.02 |
112 | 2,469.17 | 2.2260 | 49.07 | 890.40 | 18,252.67 |
114 | 2,513.27 | 3.0060 | 66.27 | 1,202.40 | 24,648.48 |
116 | 2,557.36 | 3.9940 | 88.05 | 1,597.60 | 32,749.84 |
JUNIO 17 | |||||
100 | 2,204.62 | 2.2780 | 50.22 | 911.20 | 18,679.05 |
102 | 2,248.71 | 2.9020 | 63.98 | 1,160.80 | 23,795.70 |
104 | 2,292.80 | 3.6560 | 80.60 | 1,462.40 | 29,978.32 |
106 | 2,336.90 | 4.5660 | 100.66 | 1,826.40 | 37,440.10 |
108 | 2,380.99 | 5.6580 | 124.74 | 2,263.20 | 46,394.24 |
AGOSTO 17 | |||||
96 | 2,116.44 | 2.5640 | 56.53 | 1,025.60 | 21,024.18 |
98 | 2,160.53 | 3.2140 | 70.86 | 1,285.60 | 26,354.03 |
100 | 2,204.62 | 3.9940 | 88.05 | 1,597.60 | 32,749.84 |
102 | 2,248.71 | 4.9040 | 108.11 | 1,961.60 | 40,211.62 |
104 | 2,292.80 | 5.9440 | 131.04 | 2,377.60 | 48,739.37 |
OCTUBRE 17 | |||||
96 | 2,116.44 | 2.9280 | 64.55 | 1,171.20 | 24,008.90 |
98 | 2,160.53 | 3.5780 | 78.88 | 1,431.20 | 29,338.74 |
100 | 2,204.62 | 4.3320 | 95.50 | 1,732.80 | 35,521.36 |
102 | 2,248.71 | 5.1900 | 114.42 | 2,076.00 | 42,556.75 |
104 | 2,292.80 | 6.1780 | 136.20 | 2,471.20 | 50,658.12 |
DICIEMBRE 17 | |||||
98 | 2,160.53 | 3.6040 | 79.45 | 1,441.60 | 29,551.94 |
100 | 2,204.62 | 4.3060 | 94.93 | 1,722.40 | 35,308.17 |
102 | 2,248.71 | 5.1380 | 113.27 | 2,055.20 | 42,130.37 |
104 | 2,292.80 | 6.1000 | 134.48 | 2,440.00 | 50,018.54 |
106 | 2,336.90 | 7.1400 | 157.41 | 2,856.00 | 58,546.29 |
Tabla de precios de primas de opciones ‘CALL’
Precio de Ejercicio | Costo de la Prima | Costo por Contrato | |||
---|---|---|---|---|---|
(US cts / Libra) | (USD / Ton) | (US cts / Libra) | (USD / Ton) | (USD) | (Mx Ps) |
ABRIL 17 | |||||
108 | 2,380.99 | 8.2060 | 180.91 | 3,282.40 | 67,287.23 |
110 | 2,425.08 | 6.6200 | 145.95 | 2,648.00 | 54,282.41 |
112 | 2,469.17 | 5.1640 | 113.85 | 2,065.60 | 42,343.56 |
114 | 2,513.27 | 3.8640 | 85.19 | 1,545.60 | 31,683.87 |
116 | 2,557.36 | 2.7720 | 61.11 | 1,108.80 | 22,729.73 |
JUNIO 17 | |||||
100 | 2,204.62 | 7.7380 | 170.59 | 3,095.20 | 63,449.74 |
102 | 2,248.71 | 6.3080 | 139.07 | 2,523.20 | 51,724.09 |
104 | 2,292.80 | 4.9820 | 109.83 | 1,992.80 | 40,851.20 |
106 | 2,336.90 | 3.8120 | 84.04 | 1,524.80 | 31,257.49 |
108 | 2,380.99 | 2.8240 | 62.26 | 1,129.60 | 23,156.12 |
AGOSTO 17 | |||||
96 | 2,116.44 | 8.5180 | 187.79 | 3,407.20 | 69,845.56 |
98 | 2,160.53 | 7.0880 | 156.26 | 2,835.20 | 58,119.90 |
100 | 2,204.62 | 5.8140 | 128.18 | 2,325.60 | 47,673.40 |
102 | 2,248.71 | 4.6440 | 102.38 | 1,857.60 | 38,079.69 |
104 | 2,292.80 | 3.6040 | 79.45 | 1,441.60 | 29,551.94 |
OCTUBRE 17 | |||||
96 | 2,116.44 | 9.2720 | 204.41 | 3,708.80 | 76,028.17 |
98 | 2,160.53 | 7.8420 | 172.89 | 3,136.80 | 64,302.52 |
100 | 2,204.62 | 6.5160 | 143.65 | 2,606.40 | 53,429.64 |
102 | 2,248.71 | 5.3200 | 117.29 | 2,128.00 | 43,622.72 |
104 | 2,292.80 | 4.2540 | 93.78 | 1,701.60 | 34,881.78 |
DICIEMBRE 17 | |||||
98 | 2,160.53 | 8.8560 | 195.24 | 3,542.40 | 72,617.07 |
100 | 2,204.62 | 7.4780 | 164.86 | 2,991.20 | 61,317.81 |
102 | 2,248.71 | 6.2560 | 137.92 | 2,502.40 | 51,297.70 |
104 | 2,292.80 | 5.1380 | 113.27 | 2,055.20 | 42,130.37 |
106 | 2,336.90 | 4.1240 | 90.92 | 1,649.60 | 33,815.81 |
Precio sugerido por ASERCA:
Tipo de Cambio FIX (Dólar Americano) publicado por el Banco de México = 20.4994 Peso/Dólar
Precios determinados por ASERCA.
Vencimiento | US cts / Libra | Variación | USD / Ton |
---|---|---|---|
ABRIL 17 | 114.825 | 0.075 | 2,531.45 |
JUNIO 17 | 105.275 | 0.025 | 2,320.91 |
AGOSTO 17 | 101.750 | 0.225 | 2,243.20 |
OCTUBRE 17 | 102.125 | 0.475 | 2,251.47 |
DICIEMBRE 17 | 103.075 | 0.700 | 2,272.41 |
Libra | Tonelada | |
---|---|---|
1 Contrato | 40,000 | 18.144 |
1 Tonelada | 2,204.6200 |
Opción | Precio de ejercicio | Variación* | |
---|---|---|---|
US cts / Libra | US cts / Libra | % | |
«PUT» | 114 | -3.83 | -3.34 |
«CALL» | 114 | 3.04 | 2.65 |
- NOTAS
- La información publicada en estas tablas puede variar con respecto al valor real de la operación de las opciones, derivado del comportamiento del mercado
- Los precios de las coberturas se calculan considerando las cotizaciones del cierre del día hábil anterior a su publicación. Incluye comisiones
Fuente: ASERCA