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This looks like a binary option. Following this wikipedia article it is called an "asset or nothing call". The pricing formula in the Black-Scholes world is $$ S e^{-q T} \Phi(d_1), $$ where $S$ is the current spot price, $q$ is the dividend yield, $\Phi$ the cdf of a standard normal and $d_1$ is as usual in BS. To my knowledge such options are much less ...



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