An investing derivative whereby the holder has a claim to one unit of the underlying asset if the market price of the asset is below the strike price of the option. If the market price is above the strike price, the holder receives nothing. For example, if XYZ stock is at $45 and the strike price is $50, on the option expiration date, the holder will receive $5 per unit of stock.
Related information about asset-or-nothing put option:
- Asset-or-Nothing Put Option Definition | Investopedia
An option payoff that is equal to the asset's price if the asset is below the strike price, otherwise the payoff is zero.
- Asset-or-Nothing Put Option Definition & Example | InvestingAnswers
We explain the definition of Asset-or-Nothing Put Option, provide a clear example of how it works and explain why it's an important concept in business, finance ...
- What is asset-or-nothing put option? definition and meaning
Definition of asset-or-nothing put option: An investing derivative whereby the holder has a claim to one unit of the underlying asset if the market price of the asset ...
- Chapter Seventeen. Cash-or-nothing options - Personal WWW Pages
An asset-or-nothing put option has payoff function Λ(S(T)) of the form. Λ(x) = . . 0 for x > E, x/2 for x = E, x for x < E. We could value this via the risk-neutral ...
- MA408 Mathematics of Financial Derivatives - Personal WWW Pages
Hence, the asset-or-nothing put option has value at asset price S and time t given by S(1 − N(d1)), or SN(−d1). Q4). (a) For a European call option with exercise ...
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Arnold, L., 36-38, 42, 43, 49-51, 89. Arrow, K. J., 297 asset-or-nothing call option, 211 asset-or-nothing put option, 214 associativity of the product measure, 327 ...
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Aug 19, 2012 ... Average Credit Spread Asset-or-Nothing Put Option: An option payoff that is equal to the asset's price if the asset is below the strike price, ...
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An asset-or-nothing call option with strike price 40 expiring in 6 months has price 37.89. Calculate the price of an asset-or-nothing put option with strike price 40.