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A barrier up-and-in call option expires in 5 year. The strike price of the option is 60 and the barrier is 55. The price of
A barrier up-and-in call option expires in 5 year. The strike price of the option is 60 and the barrier is 55. The price of the option is 0.15. The price of a barrier up-and-in put option with the same expiry date, strike price, and barrier is 1.05. You are given: The current price of the stock is 50 and it pays no dividends. The continuously-compounded risk-free interest rate is 5%. Calculate the price of a barrier up-and-out put option with the same expiry date, strike price, and barrier.
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