Exotic Options — Lookback

Lookback Option

Options whose payoff depends on the maximum or minimum price reached by the underlying over its life.

Exotic Options

Option Parameters

Payoff depends on the maximum or minimum stock price over the option's life.
Fixed: uses strike K | Floating: uses path extremum as strike.

Option Type

Call Put

Lookback Type

Fixed Strike Floating Strike

Spot Price (S)

Strike (K) — fixed only

Volatility (σ)

Rate (r)

Time (T)

Simulations

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Configure parameters and click Calculate