An option whereby the investor is given a set payout should the price of the underlying asset not attain a certain level. For this privilege, the investor must pay an additional premium.
Related information about double no touch option:
- Double No-Touch Option Definition | Investopedia
A type of exotic option that gives an investor an agreed upon payout if the price of the underlying asset does not reach or surpass one of two predetermined ...
- SuperDerivatives - Glossary - Double no touch option
Double no touch option. ... Double no touch option. The double no touch (also known as a range binary) is an option with two American barriers. You define one ...
- SuperDerivatives - Glossary - P
... option with the addition of a trigger window. Partial barrier double no touch. A partial barrier double no touch is a double no touch option with a delayed start.
- Double No Touch Option Pricing
Please press enter or click the calculate button to price the option. *** This is a demo version of Double No Touch Option Pricing Engine. The tenor of the option ...
- What is double no touch option? definition and meaning
Definition of double no touch option: An option whereby the investor is given a set payout should the price of the underlying asset not attain a certain level.
- Double No-Touch Gamma - Binary Options
Double no-touch gamma is the metric that describes the change in the delta of a double no-touch option due to a change in the underlying price, i.e. it is the first ...
- Double no-touch vega - sensitivity analysis of implied volatility
Double No-Touch vega is the metric that describes the change in the fair value of a double no-touch option due to a change in implied volatility, i.e. it is the first ...
- Double No-Touch Options - the perfect volatility trading tool
\textup{Double No-Touch Option}=\sum_{n=1. where: L=ln\left ( \frac{K_{2}}{K_. \ alpha =0.5- \left ( \frac{r-d}{\sigma. \beta =r+0.5 \sigma ^{2}\alpha ^{. and: ...