*** Please press enter or click the calculate button to price the option.

*** This is a demo version of Knock In Barrier Option Pricing Engine. The tenor of the option will be set as 45 days. User can not change the Expiry Date or Delivery Date. Please log in with your username for the full version.

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Option Type :
Currency Pair :
Spot :
Strike :
Trigger :
Expiry :      
ATM Vol % :
EUR Depo % :
25 Del Bf % :
EUR Notional :

Trade Date:
EUR                        /      USD        
Please click on the textbox in order to change Call / Put :
Barrier Type :
Delivery :      
Volatility B/A Spread % :
USD Depo % :
25 Del RR % :
  • Knock In Barrier Option
Product Info:

As in the vanilla options, the option buyer has a right to buy or sell an underlying asset from a strike price level at the end of the pre defined expiry date. On the other hand, there is a contidion about the path of the underlying asset during the option period for the barrier option to be exercised.

more... User's Guide

When you click on any textbox this guide will explain how to fill that textbox. Just click on "Currency Pair" for example and see how to change the currency pairs.