Barrier Option definition

Barrier Option means an Option that comes into effect (a Knock-In), or ceases to be effective (a Knock-Out) in the event that the underlying Exchange Rate breaches an agreed Barrier Level.
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Barrier Option is either a Knock In Option or a Knock Out Option.
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Barrier Option and "Barrier Options" shall have the meanings set forth in Section 2.4 below.
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Examples of Barrier Option in a sentence

  • The fair value is determined by an internal valuation using the Black Scholes model or Trinomial Barrier Option model.

  • The fair value is determined by using a Black-Scholes or Trinomial Barrier Option Model formula taking into account the terms and conditions upon which the instruments were granted.

  • As pointed out above, (43) is not a necessary condition so there may exist other α and Y when λ ‰ 0 such that (42) is true.3. Formulation of the Barrier Option Pricing Problem for Underlyings with Jump-Diffusion DynamicsHere we formulate the barrier option pricing problem associated with the PIDE (8).

  • Barrier Option A barrier option can be defined into main types (i) a knock-out and(ii) a knock in.

  • The model inputs for these performance rights granted included: The fair value at grant date for long term incentives are determined using an “Up and in Call” Barrier Option Pricing Model.

  • The fair values at grant date for Long Term Incentive performance rights are determined using an “Up and in Call” Barrier Option Pricing Model.

  • Life Insurance Liabilities at Market Value: An Analysis of Insolvency Risk, Bonus Policy, and Regulatory Intervention Rules in a Barrier Option Framework.

  • Sections 3.3(c) and 3.3(d) provide definitions of the Barrier Option and Binary Option types of Currency Option Transactions.

  • Basic Monte Carlo Martingale Control Varite12 11.5 Down−and−Out Barrier Option Prices11 10.5 10 9.5 90 1000 2000 3000 4000 5000 6000 7000 8000 9000 10000Number of Realizations Figure 1.

  • This extra option of the contract is thought of the same as ‘Insurance‘ in ‘Black Jack‘ game.New barrier options that belong to this framework are called Edokko Op- tion, Edokko Barrier Option or Tokyo Option where ‘Edo‘ means the old name of Tokyo and ‘ko‘ means people.


More Definitions of Barrier Option

Barrier Option means a Knock-In Option or a Knock-Out Option.
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Related to Barrier Option

  • 3(i) Option means an Option granted pursuant to Section 3(i) of the Ordinance to any person who is Non- Employee.

  • Incentive Share Option means an Option that is intended to meet the requirements of Section 422 of the Code or any successor provision thereto.

  • Share Option means a Nonqualified Share Option or an Incentive Share Option.

  • Shoe Option means the Initial Purchasers’ option to purchase up to seventy five million dollars ($75,000,000) aggregate principal amount of additional Notes as provided for in the Purchase Agreement.

  • Stock Index Option means an exchange traded option entitling the holder, upon timely exercise, to receive an amount of cash determined by reference to the difference between the exercise price and the value of the index on the date of exercise.

  • Reload Option means any Option granted under Section 6(a)(iv) of the Plan.

  • Top-Up Option has the meaning set forth in Section 1.04(a).

  • Stock Reload Option means any option granted under Section 6.3, below, as a result of the payment of the exercise price of a Stock Option and/or the withholding tax related thereto in the form of Stock owned by the Holder or the withholding of Stock by the Company.

  • Rollover Option has the meaning set forth in Section 2.4(a).

  • Unvested Option means an Option in respect of which the relevant Vesting Conditions have not been satisfied and as such, the Option Grantee has not become eligible to exercise the Option.

  • Director Option means an Option granted pursuant to Section 6.

  • Vested Option means any Option, which has already been vested according to the Vesting Dates.

  • Employee Option means an Option granted pursuant to Section 5.

  • Option Right means the right to purchase Common Shares upon exercise of an option granted pursuant to Section 4 of this Plan.

  • Stock Option means a contractual right granted to an Eligible Person under Section 6 hereof to purchase shares of Common Stock at such time and price, and subject to such conditions, as are set forth in the Plan and the applicable Award Agreement.

  • Approved 102 Option means an Option granted pursuant to Section 102(b) of the Ordinance and held in trust by a Trustee for the benefit of the Optionee.

  • Parent Stock Option means any option to purchase Parent Common Stock granted under any Parent Stock Plan.

  • Parent Option means any option to purchase Parent Common Stock which was granted pursuant to a Parent Option Plan.

  • Put Option means an exchange traded option with respect to Securities other than Stock Index Options, Futures Contracts, and Futures Contract Options entitling the holder, upon timely exercise and tender of the specified underlying Securities, to sell such Securities to the writer thereof for the exercise price.

  • Share Appreciation Right means the right pursuant to an Award granted under Section 8 below to receive an amount equal to the excess, if any, of (i) the aggregate Fair Market Value, as of the date such Award or portion thereof is surrendered, of the Shares covered by such Award or such portion thereof, over (ii) the aggregate Exercise Price of such Award or such portion thereof.

  • Covered Call Option means an exchange traded option entitling the holder, upon timely exercise and payment of the exercise price, as specified therein, to purchase from the writer thereof the specified underlying Securities (excluding Futures Contracts) which are owned by the writer thereof and subject to appropriate restrictions.

  • Option means a stock option granted pursuant to the Plan.

  • Option Share has the meaning ascribed to it in section "4.7" hereinbelow;

  • Call Option means an exchange traded option with respect to Securities other than Stock Index Options, Futures Contracts, and Futures Contract Options entitling the holder, upon timely exercise and payment of the exercise price, as specified therein, to purchase from the writer thereof the specified underlying Securities.

  • Replacement Option has the meaning ascribed thereto in Section 2.2(c).

  • SAR means a stock appreciation right granted under the Plan.