Exotic Options
Lookback Option
Options whose payoff depends on the maximum or minimum price reached by the underlying over its life.
Lookback Option
Payoff depends on the maximum or minimum stock price over the option's life.
Fixed: uses strike K | Floating: uses path extremum as strike.
$
$
%
%
yr
LOOKBACK PRICE
—
—
VANILLA BSM
—
LOOKBACK PREMIUM
—
vs vanilla
Type Summary
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⌛
Configure parameters and click Price Lookback Option
GBM Price Path Simulator
Terminal Price Distribution
Return Distribution
Price Statistics
Return Statistics