Online Extendible, writer Option Calculator

-->
powered by
Derivative toolbox 4.0 - beta
 Output 
Model Input
Volatility
Time to maturity
Strike
Time to extended maturity
Strike after extending
Interest rate
..results..

Description

The writer extendible option are extended when the option is out-of-the-money at the initial expiration date.

Relevant Equations

The payoff equation for this option is given by:

payoff equation