Derivative Engines - Options Handbook






Double Knock Out:

Double Knock Out options have two knock out levels.

If during the life of the option;

One of the knock out levels is hit anytime, double knock out barrier option becomes worthless.

None of the knock out levels is hit anytime, double knock out barrier option ends as a vanilla option and priced as vanilla option.


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)