Barriers and Worst-Of: Touched Flags on Given Price Paths
This lesson is part of the course
In this lesson
You read four fictional price paths for two shares, find the lowest closes, flag whether the barrier was touched, take the worse of the two final levels and settle a worst-of barrier reverse convertible on each path.
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Lessons in this course
- Building Blocks: the Zero-Coupon Floor and the Option BudgetFree
- Capital-Protected Notes: Participation Rates and the Cap Trade-Off Locked
- Discount Certificates: Buying the Share Cheaper, Giving Up the Upside Locked
- Reverse Convertibles: Fixed Coupon, Cash or Shares at the Strike Locked
- Barriers and Worst-Of: Touched Flags on Given Price Paths Locked
- Autocall Schedules: Triggers, Coupon Barriers and Memory Coupons Locked
- Costs and Issuer Risk: Fair Value, Embedded Cost and Default Locked
- Capstone: Three Products, the Share and Cash on One Scenario Grid Locked