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Derivative Engines - Options Handbook
Introduction
Definition
Call / Put
Strike Price
Volatility
Implied Volatility
Pricing Options
Greeks
Delta Hedging
Volatility Trading
Currency Options
Moneyness
Strike vs Volatility
25 Delta BF & RR
Volatility Matrix
Option Types
Vanilla Options
Barrier Options
Knock In
Knock Out
Double Knock In
Double Knock Out
Knock In - Knock Out
Window Barrier Options
Binary Options
One Touch
No Touch
Double No Touch
Double One Touch
European Digital
European Digital Range
Range Accrual Options
Vanilla Options:
The Vanilla
Option
is a contract to buy or sell an underlying asset between two parties. The counterparties of the option contract is 'the option buyer (holder)' and 'the option seller'. The option holder buys the right to 'buy' or 'sell' the underlying asset by a certain date for a certain price (
strike price
) . A
call
option gives the holder to buy the underlying asset and a
put
option gives the holder to sell the underlying. The date is known as the expiry date or maturity. If the option is exercised, then the date that the transaction will be realized is known as the delivery date. While American options can be exercised at any time up to expiry, European options can be exercised only on the expiration date. The option type priced in the
calculator
is European type Vanilla option. In vanilla option there is no criteria for the option buyer to exercise the 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)