Online Forward start Option Calculator

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Derivative toolbox 4.0 - beta
 Output 
Model Input
Volatility
Time to maturity
Start time
Strike factor
Interest rate
..results..

Description

A forward start option is a option with the strike set to the underlying at a specific future date.
Forward start call option. The strike of the call option is set to the value of the underlying at T=0.40.

Relevant Equations

The payoff equation for this option is given by:

payoff equation