Derivative Pricing

Lookback Options Pricing

Time Steps:

Number of Scenarios:

Option Type:

Spot Price:

Strike Price:

Strike Type:

Volatility ( Format should be 0.00):

Dividend Yield ( Format should be 0.00):

Interest Rate( Format should be 0.00):

Time to Expiry (in Days):

Price
Delta
Gamma
Vega
Theta
Rho