Equation: Forward start option

Forward start option

created by:

Thijs van den Berg (http://www.sitmo.com)

The forward start option has a strike that will be set to the value of the underlying at a predefined future point in time.

	Value of the forward start call option at expiration
	Value of the forward start put option at expiration
	Value of the underlying asset at expiration
	Value of the underlying asset at the strike-set-date

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