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DocsBARRIER.CALL

BARRIER.CALL

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Barrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas).

  • Origin: A deepcalc original
  • Excel: No equivalent
  • Google Sheets: No equivalent
  • Returns: Number

Examples

=BARRIER.CALL(100, 100, 1, 0.05, 0.2, 90, 1)
Result 8.665466018046496

Syntax

BARRIER.CALL(S, K, T, r, sigma, H, barrier_type)
S
number required
K
number required
T
number required
r
number required
sigma
number required
H
number required
barrier_type
number required
ASIAN.CALLAsian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian). BINOMIAL.AMERICAN.PUTBinomial tree American put option price. BINOMIAL.CALLBinomial tree call option price. BINOMIAL.PUTBinomial tree put option price. BS.CALLBlack-Scholes call option price. BS.CALL.DIVIDENDBlack-Scholes call option with dividend yield.