Compound Option Price

Posted by Chun-Yuan Chiu

Initial underlying asset price
The 1st strike price
The 2nd strike price
The 1st expiration Years
The 2nd expiration Years
Risk free interest rate (annulized)
Volatility (annulized)
Option value

This calculator gives the price of a call-on-call compound option.

Tagged: Compound Option

 •  Jan 6, 2014  • 

Image Gallery

pix pix pix pix pix pix

Why this website?

This website, QuantCalc, offers varied financial math calculators, hedging methods and arbitrage strategies. The reason why we develop QuantCalc is that we hope our ability of pricing, hedging and arbitraging can be seen by World. Please contact us if you want to see some specific method or strategy to be implemented on QuantCalc.


Please contact us if you have any suggestion.

Copyright 2012-2017 Szu-Yu Pai