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After a lot of guess work, I think can try and answer what I think might be your question. First, note that at maturity the forward equals the spot: $F_T^T = S_T$ so I am not sure what you mean by "forward price strike". I think you mean that your have forward prices of calls and puts. If you chose a model for your index $S$ and the rates, then the ...

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It depends on how close your strike is to the forward (at expiry). Lets say you have an option which is expiring in a week, the forward will be close to the spot. Hence an out of the money strike for such as option will be closer to the at the money for an option expiring in 6 months (where the forward is pretty far from the spot).

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Quick answer, doing it with 5th grade math ^^: Assuming Forward = Spot = 50 for a 10% move = 5: Call: 55 / (1 + x) = 50 -> x = 10% Put: 45 * (1 + x) = 50 -> x = 11.11...% So the Call/Put ratio equaling (10% / 11.11...%) = .9 -> Premium -> 10% (1 - .9) ... I am only 13 years old so don't hate if I'm wrong :D

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The intrinsic value is $70 -$60. However, we don't know exactly what the stock price will end up in a one-year time. But we know that it it is the best estimate for the future price in one-year. Profit in one-year = ($70 * 1/D -$60) where D is the discount factor. This profit needs to be discounted: $70 -$60 * D. You should be able to relate the ...

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You need to see the deals on these options and/or have deep knowledge of how these prices are marked to be able to have a better model. First thing first, I believe that the prices that you see are usually either "marked" (set) by one or several treaders, or they are the prices on last transaction before the close of the market/first transaction of the day ...

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I don't think you will find any data on that. Asian option are OTC traded, and embedded in contracts between 2 parties.

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In the link you provided, by noting the construction of array p[], p0 and p1 are respectively the discounted $\texttt{down}$ and $\texttt{up}$ probabilities. Since $d=\frac{1}{u}$, then \begin{align*} p0 &= e^{-r \Delta T}\, \frac{u-e^{(r-q)\Delta T}}{u-d}\\ &= \frac{\big(u\,e^{-r \Delta T} -e^{-q\Delta T}\big)u }{u^2-1}, \end{align*} and ...

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Is the option perpetual? If so, the $C=1/H$ answer looks suspicious and $C=1$ is more plausible for the reasons detailed below. If $C<1$, you borrow \$$C, buy the option, wait until the underlying hits the barrier, receive \1 payout, repay the \$$C$debt (we have assumed 0 interest) and pocket the difference. Similarly, if$C>1$then one can ... 3 This option is a perpetual one touch option. Its price depends on the model used; additional assumptions are required to get a model-independent price. Let us first consider 3 important example models for stock price$S$. Constant:$S(t) \equiv 1.$There is$0$probability that the perpetual one touch pays off, so its price is$0.$Black-Scholes:$S$... 0 Consider a portfolio where I sell$\frac{1}{H}\$ in stock and use that to buy an option. This is a 0 cost portfolio. When I hit the barrier the price of this portfolio is also 0. Law of one price would suggest that this portfolio should be zero cost at all times. So the price of the option at any time must be $$C_t = \frac{1}{H}*S_t$$ Also, the option ...

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