Barrier call option prices are shown in the table below. Each option has the same underlying asset
Question:
Barrier call option prices are shown in the table below. Each option has the same underlying asset and the same strike price.
Calculate $X, the price of the up-and-in option.
(A) $20
(B) $25
(C) $30
(D) $35
(E) $40
Transcribed Image Text:
Type of Option down-and-out up-and-out down-and-in up-and-in down rebate up rebate Price $25 $15 $30 $X $25 $20 Barrier 30,000 50,000 30,000 50,000 30,000 50,000
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