Monte-Carlo Simulation
About 57 min
Monte-Carlo Simulation
Model:Heston
Parameters: today=2025/10/30 spot=7210.83 rate1=0.01433 rate2=0.0143
numSimulations:50000
numPath:33
Monte-Carlo Simulation
Simuation Statistics
| Ave | Med | Std | Var | Max | Min | Lst |
|---|---|---|---|---|---|---|
| 7105.2 | 7070.54 | 165.343 | 27338.4 | 7402.93 | 6862.54 | 7093.97 |
| 6973.18 | 6923.73 | 213.029 | 45381.3 | 7380.99 | 6648.33 | 6808.28 |
| 7259.11 | 7265.9 | 72.1995 | 5212.77 | 7417.54 | 7095.91 | 7259.61 |
| 6927.68 | 6860.02 | 204.101 | 41657.2 | 7274.66 | 6675.21 | 6840.64 |
| 7353.31 | 7363.54 | 136.59 | 18656.9 | 7585.4 | 7101.89 | 7560.28 |
| 7304.32 | 7326.72 | 182.579 | 33335.2 | 7633.44 | 6838.97 | 7633.44 |
| 6984.21 | 7001.52 | 125.763 | 15816.2 | 7239.21 | 6761.22 | 7239.21 |
| 7404.83 | 7412.47 | 140.096 | 19626.8 | 7686.38 | 7138.39 | 7190.95 |
| 6727.71 | 6726.56 | 238.339 | 56805.6 | 7241.1 | 6406.37 | 6486.95 |
| 7182.51 | 7188.8 | 91.3206 | 8339.45 | 7346.48 | 6972.89 | 7270.05 |
| 7057.41 | 7060.67 | 104.889 | 11001.8 | 7233.69 | 6859.58 | 7019.69 |
| 7253.74 | 7269.74 | 167.247 | 27971.5 | 7558.35 | 6943.94 | 7558.35 |
| 7653.55 | 7669.09 | 155.698 | 24241.9 | 7848.65 | 7210.83 | 7636.44 |
| 7313.58 | 7287.83 | 192.876 | 37201.2 | 7755.62 | 6941.8 | 7634.36 |
| 7103.55 | 7090.53 | 74.5928 | 5564.09 | 7264.57 | 6956.09 | 7079.69 |
| 7189.94 | 7208.49 | 98.2099 | 9645.18 | 7412.22 | 6962.87 | 7045.24 |
| 7305.59 | 7323.42 | 79.6383 | 6342.26 | 7444.77 | 7147.74 | 7203.55 |
| 7361.78 | 7323.5 | 128.699 | 16563.5 | 7614.14 | 7188.76 | 7220.27 |
| 7506.87 | 7430.52 | 289.1 | 83578.6 | 7980.85 | 7089.34 | 7980.85 |
| 7416.41 | 7474.87 | 153.564 | 23581.9 | 7627.41 | 7110.7 | 7468.55 |
| 6741.11 | 6678.25 | 283.494 | 80368.8 | 7210.83 | 6317.89 | 6379.83 |
| 7448.45 | 7535.26 | 187.735 | 35244.3 | 7652.88 | 7067.68 | 7621.88 |
| 7364.07 | 7386.75 | 123.368 | 15219.6 | 7557.8 | 7128.46 | 7457.26 |
| 7351.61 | 7336.67 | 126.475 | 15996 | 7562.59 | 7145 | 7490.65 |
| 6932.7 | 6931.01 | 129.151 | 16679.9 | 7210.83 | 6679.01 | 6710.16 |
| 7023.98 | 7084.3 | 241.926 | 58528.1 | 7336.37 | 6495.97 | 6570.11 |
| 7239.85 | 7258.35 | 73.9001 | 5461.22 | 7358.26 | 6993.9 | 7325.85 |
| 7216.23 | 7211.38 | 100.265 | 10053.2 | 7430.74 | 7005.23 | 7323.03 |
| 7146.89 | 7139.61 | 187.38 | 35111.2 | 7508.9 | 6842.34 | 7139.61 |
| 7312.67 | 7278.79 | 112.553 | 12668.2 | 7563.11 | 7139.3 | 7464.43 |
| 7343.67 | 7250.23 | 212.149 | 45007.1 | 7764.4 | 7073.08 | 7630.23 |
| 7363.9 | 7367.97 | 88.6133 | 7852.32 | 7520.75 | 7193.09 | 7307.83 |
| 6960.52 | 6934.27 | 158.7 | 25185.8 | 7327.22 | 6741.13 | 6769.25 |
| 7221.75 | 7237.72 | 73.4325 | 5392.33 | 7358.87 | 7063.68 | 7271.54 |
| 7232.73 | 7230.59 | 89.2451 | 7964.68 | 7379.5 | 7022.02 | 7342.69 |
| 7195.87 | 7205.19 | 120.178 | 14442.7 | 7479.21 | 6981.2 | 7148.89 |
| 7112.41 | 7051.66 | 176.109 | 31014.4 | 7643.24 | 6924.98 | 7643.24 |
| 7525.34 | 7539.84 | 140.807 | 19826.6 | 7739.85 | 7210.83 | 7734.15 |
| 7259.04 | 7228.71 | 132.432 | 17538.4 | 7627.1 | 7069.81 | 7627.1 |
| 7099.5 | 7127.12 | 136.833 | 18723.3 | 7388.43 | 6862.67 | 7124.18 |
| 7426.93 | 7425.12 | 92.3881 | 8535.56 | 7622.19 | 7210.83 | 7458.14 |
| 6754.79 | 6684.64 | 238.252 | 56764.2 | 7210.83 | 6397.36 | 6661.93 |
| 7089.26 | 7111.24 | 115.25 | 13282.7 | 7256.36 | 6898.87 | 6919.7 |
| 7530.74 | 7545.68 | 190.237 | 36190 | 7945.88 | 7210.83 | 7831.99 |
| 7228.94 | 7224.9 | 88.168 | 7773.6 | 7419.05 | 7067.56 | 7116.05 |
| 7341.83 | 7334.69 | 105.417 | 11112.7 | 7576.47 | 7130.83 | 7246.2 |
| 7030.38 | 7009.3 | 155.301 | 24118.4 | 7255.93 | 6746.45 | 6746.45 |
| 7722.86 | 7695.11 | 317.712 | 100941 | 8231.68 | 7210.83 | 8231.68 |
| 7007.47 | 7016.85 | 144.455 | 20867.1 | 7222.65 | 6694.08 | 6713.41 |
| 7545.26 | 7588.96 | 146.56 | 21479.9 | 7753.39 | 7210.83 | 7536.38 |
| 7244.3 | 7227.38 | 160.922 | 25895.8 | 7508.57 | 6970.81 | 7508.57 |
| 7152.49 | 7190.66 | 141.728 | 20086.9 | 7356.69 | 6874.52 | 6930.74 |
| 6897.87 | 6882.67 | 142.123 | 20199 | 7210.83 | 6631.39 | 6819.28 |
| 7012.25 | 7013.03 | 116.258 | 13516 | 7231.65 | 6788.45 | 6894.91 |
| 6935.6 | 6855.08 | 272.705 | 74368.1 | 7339 | 6528.15 | 6528.15 |
| 7475.65 | 7505.37 | 121.961 | 14874.5 | 7678.91 | 7210.83 | 7670.9 |
| 7335.52 | 7375.65 | 170.23 | 28978.4 | 7578.38 | 7031.28 | 7306.23 |
| 7338.59 | 7319.16 | 124.387 | 15472.2 | 7578.55 | 7120.49 | 7424.48 |
| 7393.73 | 7345.48 | 170.811 | 29176.3 | 7747.73 | 7102.84 | 7747.73 |
| 7305.36 | 7298.01 | 116.95 | 13677.3 | 7602.2 | 7085.12 | 7602.2 |
| 6966.86 | 6971.27 | 110.894 | 12297.6 | 7210.83 | 6729.34 | 6729.34 |
| 7094.3 | 7124.84 | 124.786 | 15571.5 | 7325.15 | 6794.23 | 7315.26 |
| 7075.1 | 7070.59 | 81.1071 | 6578.36 | 7210.83 | 6896.47 | 7133.02 |
| 7424.8 | 7418.59 | 106.765 | 11398.9 | 7666.83 | 7210.83 | 7334.89 |
| 7167.97 | 7193.8 | 181.135 | 32809.8 | 7428.04 | 6827.03 | 7428.04 |
| 7008.65 | 7032.73 | 172.773 | 29850.7 | 7296.36 | 6578.81 | 6578.81 |
| 6934.37 | 6986.86 | 365.245 | 133404 | 7376.57 | 6173.45 | 6261.71 |
| 7212 | 7202.19 | 93.1957 | 8685.45 | 7390.15 | 7006.57 | 7127.36 |
| 6972.51 | 6973.86 | 197.915 | 39170.2 | 7355.61 | 6659.33 | 6814.81 |
| 7521.33 | 7502.68 | 190.526 | 36300.1 | 7842.17 | 7162.52 | 7394.34 |
| 7265.15 | 7281.8 | 141.592 | 20048.2 | 7519.65 | 7000.92 | 7321.74 |
| 7241.53 | 7254.54 | 123.208 | 15180.3 | 7448.15 | 6876.27 | 7079.25 |
| 7036.17 | 7043.31 | 109.093 | 11901.2 | 7241.62 | 6843.43 | 6843.43 |
| 7200.45 | 7210.83 | 134.529 | 18098 | 7437.28 | 6939.69 | 6978.92 |
| 7383.57 | 7391.87 | 77.1887 | 5958.1 | 7513.99 | 7169.13 | 7486.08 |
| 7573.37 | 7566.57 | 215.811 | 46574.5 | 7944.27 | 7210.83 | 7894.2 |
| 7106.94 | 7113.78 | 70.8511 | 5019.87 | 7256.54 | 6972.27 | 7202.28 |
| 7538.47 | 7521.77 | 200.885 | 40354.9 | 8068.5 | 7210.83 | 7983.25 |
| 7492.9 | 7507.68 | 81.8566 | 6700.5 | 7615.81 | 7210.83 | 7538.18 |
| 7192.2 | 7202.63 | 138.125 | 19078.5 | 7502.78 | 6975.65 | 7373 |
| 6873.75 | 6816.47 | 247.979 | 61493.8 | 7261.29 | 6532.34 | 6714.51 |
| 7166.87 | 7210.83 | 199.696 | 39878.3 | 7406.93 | 6585.56 | 6585.56 |
| 7253.37 | 7228.12 | 135.893 | 18466.8 | 7470.12 | 7027.45 | 7422.12 |
| 7104.48 | 7166.64 | 264.996 | 70222.7 | 7432.31 | 6455.83 | 6598.82 |
| 7305.48 | 7300.23 | 71.9733 | 5180.16 | 7424.56 | 7102.1 | 7405.25 |
| 7528.57 | 7611.77 | 185.183 | 34292.7 | 7748.97 | 7175.39 | 7608.65 |
| 6845.31 | 6892.11 | 195.891 | 38373.2 | 7210.83 | 6365.32 | 6511.19 |
| 6791.76 | 6762.63 | 130.715 | 17086.5 | 7210.83 | 6538.93 | 6727.86 |
| 7347.38 | 7365.13 | 94.6768 | 8963.7 | 7484.87 | 7156.32 | 7400.34 |
| 7453.28 | 7479 | 90.6509 | 8217.59 | 7597.06 | 7210.83 | 7483.62 |
| 7098.39 | 7180.28 | 133.941 | 17940.1 | 7278.81 | 6799.58 | 7180.6 |
| 7010.42 | 7040.15 | 104.854 | 10994.4 | 7210.83 | 6733.99 | 6855.41 |
| 7541.01 | 7587.26 | 232.802 | 54196.8 | 7899.03 | 7168.64 | 7801.97 |
| 7195.37 | 7195.9 | 44.4074 | 1972.02 | 7293.37 | 7085.55 | 7217.82 |
| 7235.53 | 7236.52 | 92.3303 | 8524.89 | 7384.17 | 7079.44 | 7261.41 |
| 6807.37 | 6836.8 | 245.225 | 60135.5 | 7210.83 | 6334.76 | 6605.71 |
| 7422.78 | 7458.66 | 105.434 | 11116.4 | 7555.93 | 7172.86 | 7442.86 |
| 7298.13 | 7305.99 | 80.437 | 6470.11 | 7477.44 | 7110.26 | 7221.44 |
| 7084.07 | 7115.63 | 125.116 | 15654.1 | 7250.43 | 6842.59 | 7211.22 |
| 7290.75 | 7261.37 | 103.192 | 10648.6 | 7482.02 | 7151.26 | 7197.32 |
| 6878.41 | 6831.57 | 264.353 | 69882.4 | 7299.17 | 6416.01 | 6878.15 |
| 7015.59 | 6973.62 | 195.452 | 38201.5 | 7427.29 | 6707.8 | 6726.14 |
| 7372.26 | 7311.91 | 195.414 | 38186.8 | 7708.39 | 7024.75 | 7683.68 |
| 7597.11 | 7585.01 | 252.524 | 63768.5 | 7977.15 | 7209.8 | 7977.15 |
| 7302.2 | 7291.65 | 200.267 | 40106.7 | 7792.6 | 7000.38 | 7792.6 |
| 7452.37 | 7492.39 | 184.983 | 34218.7 | 7694.52 | 7146.02 | 7202.11 |
| 7158.73 | 7164.99 | 69.6858 | 4856.11 | 7322.92 | 7020.16 | 7192.37 |
| 7162.65 | 7160.16 | 86.8655 | 7545.61 | 7333.15 | 7002.44 | 7223.34 |
| 7466.59 | 7477.94 | 90.7615 | 8237.65 | 7596.84 | 7210.83 | 7477.94 |
| 7142.29 | 7124.54 | 101.253 | 10252.2 | 7310.83 | 6916.3 | 7124.54 |
| 7128.13 | 7144.31 | 91.487 | 8369.88 | 7296.6 | 6896.26 | 7023.5 |
| 7435.41 | 7440.08 | 193.903 | 37598.5 | 7811.62 | 7112.65 | 7506.67 |
| 7148.43 | 7106.62 | 168.596 | 28424.6 | 7536.85 | 6944.5 | 6958.96 |
| 6940.54 | 6912.2 | 127.413 | 16234.1 | 7210.83 | 6724.09 | 6890.42 |
| 7038.1 | 7055.41 | 202.838 | 41143.2 | 7380.03 | 6754.38 | 6815.86 |
| 7607.98 | 7640.47 | 331.61 | 109965 | 7977.23 | 7082.66 | 7906.01 |
| 7255 | 7236.93 | 152.586 | 23282.6 | 7537.9 | 7019.27 | 7371.17 |
| 7413.25 | 7384.72 | 175.194 | 30692.8 | 7658.09 | 7105.52 | 7608.81 |
| 7304.27 | 7297.87 | 111.202 | 12366 | 7491.41 | 7093.5 | 7442.47 |
| 7572.45 | 7611.09 | 132.231 | 17485.1 | 7740.89 | 7210.83 | 7728.25 |
| 7178.09 | 7184.97 | 85.9952 | 7395.17 | 7335.48 | 6990.84 | 7090.61 |
| 7285.9 | 7260.62 | 118.151 | 13959.7 | 7518.97 | 7054.75 | 7442.68 |
| 6939.71 | 6911.61 | 184.39 | 33999.6 | 7330.07 | 6634.43 | 6966.54 |
| 7067.91 | 7070.78 | 142.46 | 20294.9 | 7387.09 | 6849.82 | 7346.89 |
| 6984.66 | 6959.47 | 162.619 | 26444.8 | 7279.95 | 6706.82 | 6740.33 |
| 7148.55 | 7138.82 | 134.078 | 17976.9 | 7368.26 | 6906.18 | 7073.67 |
| 7513.65 | 7524.19 | 164.7 | 27126 | 7788.97 | 7210.83 | 7788.97 |
| 7249.93 | 7223.38 | 84.0619 | 7066.4 | 7435.37 | 7103.09 | 7159.41 |
| 7476.99 | 7552.78 | 207.884 | 43215.7 | 7766.48 | 7152.64 | 7766.48 |
| 7636.01 | 7656.86 | 139.263 | 19394.1 | 7832.95 | 7210.83 | 7832.95 |
| 7455.92 | 7505.29 | 157.215 | 24716.7 | 7625.86 | 7067.58 | 7589.82 |
| 7118.42 | 7113.44 | 100.745 | 10149.6 | 7324.99 | 6895.95 | 7323.43 |
| 7716.55 | 7772.92 | 233.026 | 54300.9 | 8018.27 | 7210.83 | 8018.27 |
| 7401.42 | 7372.73 | 129.673 | 16815.1 | 7635.4 | 7201.54 | 7588.5 |
| 6940.93 | 6933.9 | 93.8715 | 8811.86 | 7210.83 | 6750.58 | 6750.58 |
| 7278.11 | 7281.45 | 212.409 | 45117.4 | 7635.77 | 6924.28 | 7635.77 |
| 7175.02 | 7159.31 | 221.443 | 49037.1 | 7505.27 | 6647.96 | 6647.96 |
| 6985 | 6951.8 | 160.486 | 25755.9 | 7224.37 | 6733.17 | 6760.34 |
| 7337.05 | 7233.12 | 229.719 | 52770.7 | 7790.79 | 7034.94 | 7790.79 |
| 6926 | 6919.63 | 289.106 | 83582.5 | 7413.18 | 6518.27 | 6671.45 |
| 7044.15 | 7083.48 | 252.289 | 63649.8 | 7411.91 | 6647.22 | 6934.25 |
| 7582.77 | 7606.42 | 147.638 | 21797 | 7763.23 | 7194.53 | 7673.27 |
| 6655.38 | 6628.62 | 258 | 66563.9 | 7210.83 | 6206.84 | 6403.76 |
| 7472.64 | 7498.26 | 116.461 | 13563.2 | 7657.8 | 7210.83 | 7297.49 |
| 7250.95 | 7224.45 | 126.166 | 15917.9 | 7478.59 | 7049.24 | 7081.69 |
| 7585.63 | 7476.12 | 218.197 | 47609.8 | 7882.27 | 7190.17 | 7873.41 |
| 7083.34 | 7100.65 | 127.1 | 16154.4 | 7282 | 6710.71 | 6710.71 |
| 7086.36 | 7115.73 | 179.459 | 32205.4 | 7329.09 | 6606.17 | 6606.17 |
| 7240.45 | 7294.02 | 176.197 | 31045.4 | 7449.86 | 6845.4 | 6870.63 |
| 7509.7 | 7431.9 | 303.561 | 92149 | 8169.34 | 7118.18 | 8169.34 |
| 7379.97 | 7361.4 | 103.097 | 10629 | 7651.37 | 7210.83 | 7624.23 |
| 7125.64 | 7111.93 | 144.29 | 20819.6 | 7400.14 | 6871.73 | 7326.85 |
| 6879.12 | 6975.84 | 188.695 | 35605.8 | 7210.83 | 6561.73 | 6629.1 |
| 7266.98 | 7263.98 | 100.987 | 10198.4 | 7470.72 | 7086.88 | 7185.56 |
| 7477.14 | 7470.34 | 184.994 | 34222.9 | 7791.46 | 7170.87 | 7746.84 |
| 7457.68 | 7474.56 | 209.717 | 43981.2 | 7787.42 | 7117.33 | 7178.16 |
| 7166.62 | 7140.62 | 98.2731 | 9657.59 | 7383.09 | 7040.45 | 7383.09 |
| 7453.53 | 7453.3 | 206.527 | 42653.3 | 7811.99 | 7077.17 | 7641.54 |
| 7591.46 | 7623.76 | 218.665 | 47814.4 | 7993.33 | 7210.83 | 7993.33 |
| 7230.73 | 7219.4 | 85.2044 | 7259.79 | 7383.94 | 7069.82 | 7275.13 |
| 6947.63 | 6934.82 | 136.933 | 18750.7 | 7233.86 | 6774.62 | 7120.7 |
| 7546.01 | 7591.69 | 212.824 | 45294.2 | 7898.46 | 7210.83 | 7582.79 |
| 7306.92 | 7305.55 | 121.48 | 14757.4 | 7543.93 | 7110.1 | 7236.27 |
| 7140.21 | 7080.11 | 199.333 | 39733.7 | 7643.78 | 6886 | 7643.78 |
| 7171.85 | 7190.95 | 115.953 | 13445.1 | 7369.58 | 6960.16 | 7144.88 |
| 7173.6 | 7192.42 | 138.193 | 19097.2 | 7379.62 | 6836.64 | 6842.7 |
| 7414.36 | 7402.54 | 120.003 | 14400.7 | 7636.3 | 7200.38 | 7565.59 |
| 6962.74 | 6935.58 | 131.164 | 17204 | 7229.59 | 6777.49 | 6777.49 |
| 7509.85 | 7510.24 | 192.872 | 37199.7 | 7790.64 | 7196.08 | 7776.1 |
| 7365.94 | 7398.58 | 131.77 | 17363.3 | 7572.81 | 7063.6 | 7063.6 |
| 7140.26 | 7210.83 | 208.519 | 43480 | 7388.87 | 6731.92 | 6731.92 |
| 7157.49 | 7132.23 | 128.984 | 16636.9 | 7495.64 | 6973.47 | 7438.49 |
| 6967.56 | 6952.59 | 127.897 | 16357.7 | 7210.83 | 6747.61 | 7048.67 |
| 7220.45 | 7230.74 | 140.51 | 19743 | 7407.81 | 6914.26 | 7082.3 |
| 6933.15 | 6952.47 | 144.592 | 20906.9 | 7241.87 | 6643.08 | 7076.64 |
| 7273.02 | 7288.49 | 78.0385 | 6090 | 7404.82 | 7141.27 | 7201.34 |
| 7363.86 | 7384.17 | 93.233 | 8692.4 | 7532.57 | 7180.34 | 7352.63 |
| 6996.59 | 7065.17 | 165.307 | 27326.5 | 7210.83 | 6670.34 | 6691.29 |
| 6885.08 | 6990.88 | 283.816 | 80551.4 | 7285.94 | 6432.5 | 6588.42 |
| 6665.65 | 6580.05 | 265.643 | 70566 | 7265.36 | 6315.31 | 6607.18 |
| 7108 | 7210.83 | 303.141 | 91894.5 | 7563.43 | 6588.35 | 6753.43 |
| 7149.24 | 7173.64 | 144.314 | 20826.6 | 7365.25 | 6864.75 | 6989.53 |
| 7033.92 | 7012.21 | 130.8 | 17108.6 | 7299.64 | 6819.64 | 6921.8 |
| 7007.59 | 6992.8 | 134.365 | 18054 | 7270.25 | 6801.02 | 7183.67 |
| 7262.15 | 7255.55 | 71.0467 | 5047.64 | 7401.39 | 7123.53 | 7153 |
| 7018.99 | 7025.62 | 160.954 | 25906.3 | 7273.1 | 6719.05 | 7188.96 |
| 7304.89 | 7323.08 | 106.902 | 11428.1 | 7465.43 | 7056.81 | 7305.35 |
| 7522.65 | 7558.33 | 125.644 | 15786.4 | 7780.13 | 7210.83 | 7780.13 |
| 7206.82 | 7209.63 | 93.3112 | 8706.98 | 7419.78 | 7041.43 | 7297.06 |
| 7213.35 | 7201.3 | 96.5186 | 9315.84 | 7414.3 | 7010.43 | 7371.46 |
| 7182.29 | 7186.14 | 98.5357 | 9709.29 | 7394.52 | 7003.09 | 7087.7 |
| 7500.03 | 7477.04 | 148.095 | 21932.1 | 7783.05 | 7210.83 | 7783.05 |
| 7161.61 | 7151.6 | 76.6239 | 5871.22 | 7319.36 | 6999.97 | 7200.82 |
| 6962.46 | 6915.58 | 179.815 | 32333.5 | 7281.49 | 6717.62 | 6717.62 |
| 7145.78 | 7140.45 | 156.137 | 24378.8 | 7564.7 | 6898.91 | 7509.92 |
| 7524.41 | 7576.26 | 222.61 | 49555.2 | 7921.39 | 7025.27 | 7921.39 |
| 6887.08 | 6854.32 | 204.619 | 41868.7 | 7235.03 | 6497.37 | 6852.69 |
| 7295.74 | 7277.11 | 115.34 | 13303.3 | 7584.27 | 7127.34 | 7339.06 |
| 6915.3 | 6960.09 | 254.967 | 65008.4 | 7270.42 | 6475.84 | 6475.84 |
| 7235.34 | 7228.02 | 99.4859 | 9897.44 | 7406.29 | 7009.4 | 7198.67 |
Premium Calculation
Schedule and Events
| Date | Events |
|---|---|
| 2025/10/30 | LowerBarrier=6850.2885 UpperBarrier=7571.3715 LowYield=0.0 MidYield=0.001 HighYield=0.03 ParticipateRate=0.6 Notional=100000000.0 aLive=1 Yield=0 ObservationRate=Spot() N=1 N_KO=0 N_LOW=0 |
| 2025/10/31 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/01 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/02 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/03 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/04 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/05 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/06 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/07 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/08 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/09 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/10 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/11 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/12 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/13 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/14 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/15 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/16 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/17 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/18 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/19 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/20 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/21 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/22 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/23 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/24 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/25 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/26 | if (aLive=0) then Yield=MidYield N_KO=N_KO+1 else if (Spot()>=ObservationRate) then Yield=LowYield + ParticipateRate*(max(0,Spot()-ObservationRate)) /ObservationRate N_LOW=N_LOW+1 endIf if (Spot()<ObservationRate) then Yield=LowYield + ParticipateRate*(max(0,ObservationRate-Spot()))/ObservationRate N_LOW=N_LOW+1 endIf endIf if (Yield>HighYield) then Yield=HighYield endif if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/27 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/28 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/29 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/11/30 | if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
| 2025/12/01 | opt pays Notional*Yield*0.086 df pays N/N ratio1 pays N_KO/N/df ratio2 pays N_LOW/N/df if (aLive=1 and (Spot()<LowerBarrier or Spot()> UpperBarrier)) then aLive=0 endIf |
Schedule and selected 3 simulation
| Date | LOWERBARRIER-0 | UPPERBARRIER-0 | LOWYIELD-0 | MIDYIELD-0 | HIGHYIELD-0 | PARTICIPATERATE-0 | NOTIONAL-0 | ALIVE-0 | YIELD-0 | OBSERVATIONRATE-0 | N-0 | N_KO-0 | N_LOW-0 | OPT-0 | DF-0 | RATIO1-0 | RATIO2-0 | LOWERBARRIER-1 | UPPERBARRIER-1 | LOWYIELD-1 | MIDYIELD-1 | HIGHYIELD-1 | PARTICIPATERATE-1 | NOTIONAL-1 | ALIVE-1 | YIELD-1 | OBSERVATIONRATE-1 | N-1 | N_KO-1 | N_LOW-1 | OPT-1 | DF-1 | RATIO1-1 | RATIO2-1 | LOWERBARRIER-2 | UPPERBARRIER-2 | LOWYIELD-2 | MIDYIELD-2 | HIGHYIELD-2 | PARTICIPATERATE-2 | NOTIONAL-2 | ALIVE-2 | YIELD-2 | OBSERVATIONRATE-2 | N-2 | N_KO-2 | N_LOW-2 | OPT-2 | DF-2 | RATIO1-2 | RATIO2-2 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025/10/30 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/10/31 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/01 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/02 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/03 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/04 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/05 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/06 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/07 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/08 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/09 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/10 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/11 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/12 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/13 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/14 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/15 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/16 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/17 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/18 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/19 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/20 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/21 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/22 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/23 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/24 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/25 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0 | 7210.83 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2025/11/26 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 |
| 2025/11/27 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 |
| 2025/11/28 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 |
| 2025/11/29 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 |
| 2025/11/30 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 0 | 0 | 0 | 0 |
| 2025/12/01 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.0202063 | 7210.83 | 1 | 0 | 1 | 173992 | 1.00126 | 0 | 1 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 0 | 0.001 | 7210.83 | 1 | 1 | 0 | 8610.8 | 1.00126 | 1 | 0 | 6850.29 | 7571.37 | 0 | 0.001 | 0.03 | 0.6 | 1e+08 | 1 | 0.000273793 | 7210.83 | 1 | 0 | 1 | 2357.58 | 1.00126 | 0 | 1 |
Result
| Name | Value |
|---|---|
| LOWERBARRIER | 6850.29 |
| UPPERBARRIER | 7571.37 |
| LOWYIELD | 0 |
| MIDYIELD | 0.001 |
| HIGHYIELD | 0.03 |
| PARTICIPATERATE | 0.6 |
| NOTIONAL | 1e+08 |
| ALIVE | 0.35224 |
| YIELD | 0.00638996 |
| OBSERVATIONRATE | 7210.83 |
| N | 1 |
| N_KO | 0.5456 |
| N_LOW | 0.4544 |
| OPT | 55022.7 |
| DF | 1.00126 |
| RATIO1 | 0.5456 |
| RATIO2 | 0.4544 |