Exchange Currency

double no touch option

An option whereby the investor is given a set payout should the price of the underlying asset not attain a certain level. For this privilege, the investor must pay an additional premium.

Related information about double no touch option:
  1. Double No-Touch Option Definition | Investopedia
    A type of exotic option that gives an investor an agreed upon payout if the price of the underlying asset does not reach or surpass one of two predetermined ...
     
  2. SuperDerivatives - Glossary - Double no touch option
    Double no touch option. ... Double no touch option. The double no touch (also known as a range binary) is an option with two American barriers. You define one ...
     
  3. SuperDerivatives - Glossary - P
    ... option with the addition of a trigger window. Partial barrier double no touch. A partial barrier double no touch is a double no touch option with a delayed start.
     
  4. Double No Touch Option Pricing
    Please press enter or click the calculate button to price the option. *** This is a demo version of Double No Touch Option Pricing Engine. The tenor of the option ...
     
  5. What is double no touch option? definition and meaning
    Definition of double no touch option: An option whereby the investor is given a set payout should the price of the underlying asset not attain a certain level.
     
  6. Double No-Touch Gamma - Binary Options
    Double no-touch gamma is the metric that describes the change in the delta of a double no-touch option due to a change in the underlying price, i.e. it is the first ...
     
  7. Double no-touch vega - sensitivity analysis of implied volatility
    Double No-Touch vega is the metric that describes the change in the fair value of a double no-touch option due to a change in implied volatility, i.e. it is the first ...
     
  8. Double No-Touch Options - the perfect volatility trading tool
    \textup{Double No-Touch Option}=\sum_{n=1. where: L=ln\left ( \frac{K_{2}}{K_. \ alpha =0.5- \left ( \frac{r-d}{\sigma. \beta =r+0.5 \sigma ^{2}\alpha ^{. and: ...