Serdar SEN

                                                                    Mathematical and Financial Engineer                                                                            Tel: +336 17 95 70 65 | Mail: senserdar87@gmail.com

European Barrier Options : Black & Scholes model

Barrier option are options where the payoff depends on whether the underlying asset's price reaches a certain level
during a certain period of time. They are attractive to some market participants because they are less expensive than
the corresponding regular options.

These barrier options can be classified as either knock-out options and knock-in options
Knock-out option : the option ceases to exist when the underlying asset price reaches a certain barrier.
Knock-in option : the option comes into existence only when the underlying asset price reaches a barrier.

Enter your parameters

Option Type :
Stock price :      
Strike price :
Barrier value :
Maturity (year) :
Volatility per year (0,1 for 10%) :
Annual Dividend rate (0,05 for 5%) :
Free risk rate (0,05 for 5%) :

Call price :
Put price :
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