Derivative Engines - Options Handbook






European Digital Range:

European Digital option is formed by two European barrier. The path of the underlying asset’s price through the life of the option is not important for the payout of the option.

At the expiry date of the option a spot rate is fixed to check if the payout condition is met or not. The ECB fixing which is announced by the European Central Bank is generaly used for this fixing.

Option can pay payout if the fixing at maturity is between the barrier levels or not.


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)