Calculator: Lookback, fixed strike Option

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Online Lookback, fixed strike Option Calculator

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Description

The fixed strike lookback call has a payout which is the (positive) difference between the highest price of the underlying and a fixed strike. Similary, the fixed strike lookback put has a payout of the positive difference between the strike and the minimum of the underlying.

Payoff of the fixed strike lookback call option.

Relevant Equations

The payoff equation for this option is given by: