Derivative Engines - Options Handbook






Double Knock In:

Double Knock In options have two knock in levels.

If during the life of the option;

One of the knock in levels is hit anytime, double knock in barrier option becomes a vanilla option and priced as vanilla option.

None of the knock in levels is hit anytime, double knock in barrier option ends worthless.


Derivative Engines is a Real Time option calculator. Please see the online option pricers below.

Options Structured Products
Vanilla Options Dual Currency Deposit
Multiple Options Portfolio Asymetric Forward
Knock In Barrier Options Zero Cost Collar
Knock Out Barrier Options Seagull (3 Way Collar)