Questions tagged [cash-or-nothing]

The tag has no usage guidance.

1 question with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
-1
votes
1answer
92 views

Cash-or-Nothing Call Option

I am trying to price a cash or nothing call option and I know know that the Cash or Nothing formula for a call option is $C(t,s)=Xe^{-r(T-t)}*N(d)$ If I have payoff X=100 r=0.03 T=2 $\sigma=0.3$ I ...