Online Power Option Calculator

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powered by
Derivative toolbox 4.0 - beta
 Output 
Model Input
Volatility
Time to maturity
Strike
Power
Interest rate
..results..

Description

The payoff of a power option is a power function of the underlying asset price. Call = max(S^p - X ,0) Put = max(X - S^p ,0)
Payoff of a call power options. Blue -power=2- max(S^2-1600, 0), green -power=0.5- max(sqrt(S)-4, 0).

Relevant Equations

The payoff equation for this option is given by:

payoff equation