Equation: Symmetric Power Option

Symmetric Power Option

created by:

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

The symmetric power option has a payoff which is depended of the difference between underling price at expiration and the strike to a certain power.

	Value of the vanilla call option at expiration
	Value of the vanilla put option at expiration
	Value of the underlying asset at expiration
	Value of the underlying asset at expiration to the power of p
K	Strike (excercise) price
T	Expiration date

Related Equations
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Asian option (floating strike) »
Asymmetric Power Option »
Barrier options »
Basket option »
Binary (digital) asset-or-nothing option »
Binary (digital) cash-or-nothing option »
Binary (digital) gap option »
Chooser option, complex »
Chooser option, simple »
Double Barrier option »
Double Binary (digital) cash-or-nothing option »
Dual Strike option »
Exchange option »
Extendible option, holder »
Extendible option, writer »
Forward start option »
General Power Option »
Lookback option, fixed strike »
Lookback option, floating strike »
Option on a Option (compound) »
Parabola Option »
Power option »
Product option »
Quanto option »
Quotient option »
Rainbow option »
Range option »
Spread option »
Two asset correlation option »
Vanilla option »
Main Equations Index »

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