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
\[ LP_{fix}=max\left (K-S_{min},0 \right ) \ \]
Symbols
\(K\ \)
Option strike price
\(S_{min}\ \)
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)