Online Lookback, floating strike Option Calculator
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Description
The floating strike lookback call gives the owner the right to buy the underlying
at the lowest price of the underlying that was observed during the options lifetime .
The floating strike lookback put gives the owner the right to sell the underlying at the highest price.
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| Payoff of the floating strike lookback call option. The strike is set to the lowest value of the underlying asset that occured during the options lifetime. |
Relevant Equations
The payoff equation for this option is given by:
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