PI ETA Consulting Company - European Call Option

Options Pricing

     Treasury and Risk Management Systems (PERMIT®, PERMIT® Batch Manager, PERMIT®
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Options Pricing Calculators

European Call Option

Option Payout_T

{

S_T - K

S_T

otherwise

        Notations:
        S is the spot exchange rate at option expiration time.
        K is the strike or exercise price of the option.

Option Pricing Calculators

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