Exchange Currency

up-and-in barrier option

A type of barrier option in which the spot price of the underlying is set below the barrier level, and the price of the underlying must close up in order for the option to be exercised. It is named "up-and-in" because the right to exercise the option appears if the price of the underlying is above the barrier.

Related information about up-and-in barrier option:
  1. What is up-and-in barrier option? definition and meaning
    Definition of up-and-in barrier option: A type of barrier option in which the spot price of the underlying is set below the barrier level, and the price of the ...
     
  2. Exotic Options - Barrier Options
    Up-and-In Barrier Options: An up-and-in barrier option is similar to a down-and-in option, however the barrier is placed above the current price of the underlying ...
     
  3. Exotic Option: Pricing Path-Dependent single ... - YieldCurve.com
    in (PUI), down-and-out (PDO). For up-and-out (PUO) payoff see Zhang (1998). The payoff of an up-and-in barrier option (PUI) is given formally as;. [. ] HtS. K. tS ...
     
  4. Conditional Valuation of Barrier Options with Incomplete ... - KIT
    standard up-and-in barrier option UI bar. C . After the knock in ... Consider a portfolio of one up-and-out option and one up-and-in barrier option with the same ...
     
  5. Barrier Options - Binary Options & Commodity Trading Companies ...
    Dec 6, 2011 ... Up-and-in barrier option: This option is similar to down-and-in options but the barrier is set above the existing value of the underlying asset.
     
  6. Financial Derivative Terms - U - FINCAD
    Up-and-in Barrier Option: A type of single barrier option that when the option is set, the underlying asset is below the barrier level. If the barrier is touched, the ...
     
  7. Download this PDF file
    Nov 11, 2012 ... rising requires an up-and-in barrier option feature, whereas the risk of project nationalization may be modeled by adding an up-and-out barrier ...
     
  8. Market Notice - JSE
    Oct 19, 2012 ... Digital Up and In Barrier Option (barrier monitored continuously during the Knock -In Determination Period). Can-Do Name. Can-Do CACB ...