Online Range Option Calculator

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powered by
Derivative toolbox 4.0 - beta
 Output 
Model Input
Volatility
Time to maturity
High so far
Low so far
Interest rate
..results..

Description

A range option has a payout which is the range (the difference between the high and the low) of the underlying during the options lifetime.
Illustration of the payoff of a range option.

Relevant Equations

The payoff equation for this option is given by:

payoff equation