I am trying to price the down-and-in put option with European Style (when barrier level < strike price) by using Black Scholes Option Pricing model.

but after checking the formula several times, I am still struggling with the negative put price (Pdi).

Can someone tell me where my formula / input is wrong?

Thank you

enter image description here



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.