Value at expiry of a lookback put option with fixed strike formula
Description of the Value at expiry of a lookback put option with fixed strike formula
Formula for the calculation of the value at expiry of a lookback put option with a fixed strike
Formula
Symbols
Option strike price
Minimum price of the underlying during the option's lifetime
Additional information related to this formula
Related definitions from the glossary of financial terms
Lookback option • Option • Put option • Risk-free interest rate
Related calculators
Option strategy calculator • Pricing of an option (Black & Scholes)