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Barrier option |
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"Regular" Call option |
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Stock (S) |
$19.00 |
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d1 |
-0.1565 |
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Strike (K) |
$20.00 |
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N(d1) |
0.4378 |
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Barrier (H) |
$18.00 |
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d2 |
-0.3565 |
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Volatity |
40.0% |
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N(d2) |
0.3607 |
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Variance |
16.00% |
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Call Price |
$1.090 |
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Riskfree rate (r) |
5.00% |
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Term (T) |
0.25 |
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Barrier |
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Div Yield |
5.00% |
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lambda |
0.50 |
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y |
-0.697 |
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Down-and-in (cdi) |
$0.4638 |
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Down-and-out (cdo) |
$0.6264 |
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