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Monte-Carlo Simulation

上海子午线About 59 min

Monte-Carlo Simulation

Model:Heston
Parameters: today=2025/10/31 spot=7210.83 rate1=0.01433 rate2=0.0143
numSimulations:50000
numPath:32

Monte-Carlo Simulation

Simuation Statistics

AveMedStdVarMaxMinLst
7105.557066.19167.89528188.67402.936862.547082.78
6978.336926.6214.29745923.27380.996648.336860.43
7259.097265.9773.31895375.667417.547095.917314.57
6930.46867.15206.67642714.87274.666675.216761.71
7346.847331.89133.63917859.47585.47101.897519.99
7294.047322.51175.74430886.17570.526838.977505.12
6976.246993.35119.22614214.97210.836761.227144.31
7411.517421.18136.98918765.97686.387138.397203.37
6735.236728.89238.14456712.77241.16406.376422.95
7179.777186.5191.39528353.097346.486972.897257.72
7058.597061.72106.311299.77233.696859.586965.35
7244.227257.88160.79625855.47518.976943.947516.68
7654.087678.93158.082249907848.657210.837664.37
7303.567286.72187.2135047.77755.626941.87755.62
7104.297103.1375.62825719.627264.576956.096990.73
7194.467208.6796.29059271.867412.226962.877070.42
7308.777324.0578.77126204.917444.777147.747214.9
7366.27332.22128.20216435.77614.147188.767188.76
7492.067429.66280.98278950.77973.047089.347954.95
7414.787480.18155.66424231.27627.417110.77501.75
6752.46681.23280.48978674.17210.836317.896418.76
7443.037518.91188.08635376.47652.887067.687613.79
7361.157386.1124.15815415.37557.87128.467448.37
7347.277329.7125.98815872.97562.5971457518.04
6939.666931.27124.92156057210.836679.016679.01
7038.167094.43231.77353718.57336.376495.976495.97
7237.16725673.44065393.527358.266993.97341.3
7212.97211.199.99899999.777430.747005.237357.03
7147.127114.11190.28136206.77508.96842.347151.47
7307.937278.41111.00412321.97563.117139.37511.03
7334.717250.1209.20643767.37764.47073.087679.58
7365.657377.3589.42257996.387520.757193.097321.78
6966.56939.38157.46124793.97327.226741.136851.03
7220.27236.7874.03365480.987358.877063.687358.87
7229.37223.9988.4537823.947379.57022.027337.47
7197.347208.01121.74914822.97479.216981.27118.18
7095.827048.3151.33622902.67541.656924.987532.16
7518.817539.26137.989190417739.857210.837708.07
7247.547221.47117.13613720.87579.587069.817579.58
7098.737134.33138.88419288.87388.436862.677142.72
7425.967424.1693.65328770.927622.197210.837494.59
6757.76694.01241.37158260.27210.836397.366585.59
7094.567111.6113.0112771.27256.366898.876967.65
7521.337521.42185.46334396.47945.887210.837779.11
7232.477227.1387.21167605.867419.057067.567143.16
7344.827335.66105.66511165.27576.477130.837441.35
7039.257052.65149.245222747255.936755.776775.7
7706.967679.3309.43895751.98204.867210.838204.86
7016.667028.97136.86718732.77222.656694.086694.08
7545.547591.21148.82422148.67753.397210.837509.18
7236.057221.59156.37924454.57506.176970.817466.66
7159.427196.05138.31119129.87356.696874.526898.55
6900.336887.47143.63520631.17210.836631.396853.19
7015.917020.65116.16613494.67231.656788.456822.14
6948.336858.96267.0997134273396618.516638.66
7469.547497.31118.78814110.67678.917210.837585
7336.447376.54172.7929856.37578.387031.287344.52
7335.917313.94125.371157187578.557120.497407.08
7382.667336.45161.39926049.67747.497102.847747.49
7296.087295.51106.13811265.27482.337085.127482.33
6974.286971.41104.2310863.87210.836782.496809.69
7087.397112.89120.35214484.77325.156794.237325.15
7073.297069.1181.70576675.827210.836896.477131.71
7427.617420.45107.21311494.57666.837210.837305.04
7159.847186.69177.91931655.37418.936827.037417.55
7022.097033.1157.57224829.17296.366590.186590.18
6955.397012.66350.7011229917376.576173.456233.35
7214.657204.9293.41288725.957390.157006.577202.01
6977.446983.21198.97939592.87355.616659.336715.88
7525.37507.75192.13236914.77842.177162.527512.82
7263.397274.18143.42820571.57519.657000.927490.8
7246.67258.24121.68148067448.156876.277167.4
7042.27046.67105.24211075.97241.626846.76846.7
7207.377215.07130.698170827437.286939.697076.29
7380.377391.0476.1955805.687513.997169.137419.55
7563.357540.34211.45444712.87944.277210.837944.27
7103.967107.5869.8844883.787256.546972.277157.04
7524.577519.41187.72535240.58068.57210.837970.56
7491.487505.5582.72746843.827615.817210.837492.34
7186.557186.13136.4618621.37502.786975.657386.19
6878.736821.85250.19662598.37261.296532.346827.24
7185.037212.01173.88130234.77406.936787.386787.38
7248.097222.76134.63318126.17470.127027.457437.1
7120.287167.13253.332641777432.316455.836488.55
7302.367298.2370.86075021.247424.567102.17319.14
7526.077612.04187.50435157.77748.977175.397733.39
6855.756894.07189.67135974.97210.836365.326382.68
6793.756765.4132.24617488.97210.836538.936728.09
7345.727364.1995.67369153.437484.877156.327445.32
7452.337474.9891.89528444.737597.067210.837504.5
7095.827137.17135.21418282.97278.816799.587084.08
7015.267041.07102.77910563.67210.836733.996733.99
7532.857530.49231.72453695.97899.037168.647834.41
7194.677194.4344.91552017.47293.377085.557191.33
7234.727230.2793.64678769.717384.177079.447329.83
6813.676851.19246.38260704.27210.836334.766519.94
7422.157464.13107.00811450.87555.937172.867510.57
7300.537307.6780.51556482.747477.447110.267237.67
7080.097110.58124.98915622.27250.436842.597216.69
7293.677285.06103.44110700.17482.027151.267197.64
6878.426824268.45172066.27299.176416.016789.99
7024.636977.81191.5636695.47427.296707.86731.61
7362.537311.36190.40736254.77708.397024.757656.99
7585.237584.87247.19861106.87918.157209.87908.8
7286.877285.39183.3333609.77778.887000.387778.88
7460.197511.03182.433269.97694.527146.027146.02
7157.687161.7970.50824971.47322.927020.167186.16
7160.757159.4287.53697662.717333.157002.447169.7
7466.247477.8692.14628490.927596.847210.837532.98
7142.857127.85102.77410562.47310.836916.37053.43
7131.47145.9990.98698278.617296.66896.267135.07
7433.187438.96196.49438609.77811.627112.657476.61
7154.357109.85167.797281567536.856944.56997.93
6942.116927.98129.07516660.57210.836724.096821.62
7045.047062.72202.08240837.37380.036754.386799.4
7598.677629.54332.4741105397977.237082.667925.34
7251.377233.73153.54323575.37537.97019.277368.07
7407.147378.27174.41230419.67658.097105.527627.43
7299.957296.98110.16812136.97491.417093.57491.41
7567.587606.39131.33617249.27740.897210.837740.89
7180.837186.7885.90497379.647335.486990.847095.48
72817259.88116.63513603.87518.977054.757365.84
6938.876906.84187.18735038.97330.076634.436911.61
7059.27066.48135.724184217387.096849.827387.09
6992.296972.44159.20925347.47279.956706.826706.82
7150.897141.31135.49218357.97368.266906.186988.88
7505.047519.89159.78425530.97733.887210.837730.59
7252.767237.4783.80447023.187435.377103.097180.51
7467.957546.11204.61141865.67722.777152.647705.68
7629.867645.68136.93218750.47820.37210.837784.2
7451.737503.39157.83324911.37625.867067.587625.86
7112.017111.5495.45839112.297324.996895.957324.99
7707.127765.83230.35753064.18015.467210.838015.46
7395.587370.57127.32916212.77635.47201.547575.68
6946.886936.1388.99147919.477210.836799.956817.24
7266.937260.91205.92442404.87612.036924.287597.83
7191.497185.07204.00441617.57505.276690.176690.17
6992.026958.46157.90624934.37224.376733.176733.17
7322.877228218.59847784.97771.117034.947771.11
6933.966926.34290.01184106.37413.186518.276618.63
7047.587087.11255.4465249.67411.916647.226866.24
7579.947603.68149.04422214.27763.237194.537680.95
6663.256632.18258.07766603.67210.836206.846355.09
7478.117498.58114.0112998.47657.87210.837274.4
7256.247237.71124.46715492.17478.597049.247049.24
7576.637470.03215.47346428.67882.277190.177882.27
7094.997101.78110.38312184.572826752.466752.46
7101.367132.95160.56525781.27329.096716.186716.18
72527306.97166.15727608.17449.866845.46845.4
7489.087418.1284.615810068143.577118.188143.57
7372.347355.8595.07069038.427651.377210.837651.37
7119.357104.82142.00520165.57400.146871.737283.48
6886.936979.08186.29347047210.836561.736561.73
7269.537268.5101.50610303.47470.727086.887278.53
7468.717463.36181.51732948.37791.467170.877758.99
7466.427488.89206.97242837.67787.427117.337150.84
7159.857136.1591.91968449.217354.487040.457354.48
7447.667440.52206.99542847.17811.997077.177739.68
7578.917621.82210.01441047929.867210.837887.91
7229.357217.8986.15777423.157383.947069.827312.37
6942.226915.06135.54118371.47233.866774.627058.98
7544.867601.95216.02346666.17898.467210.837632.92
7309.137319.75122.7115057.77543.937110.17305.55
7124.477073.77181.11632803.17585.5368867522.98
7172.77194.91117.65113841.97369.586960.167120.67
7183.947196.76127.14316165.47379.626836.646836.64
7409.637402.34118.80114113.77636.37200.387568.13
6968.536943.09128.9816635.87229.596804.666804.66
7501.537506.08189.94136077.67790.647196.087749.07
7375.397402.98122.31214960.27572.817133.757133.75
7153.037214.94198.65939465.27388.876756.486816.58
7148.77131.18120.88146127495.646973.477495.64
6965.036946.6129.06116656.97210.836747.616940.61
7224.777235.18140.517197457407.816914.267000.07
6928.666949.12144.55720896.77241.876643.087013.79
7275.267293.4678.19686114.737404.827141.277152.89
7364.217386.2294.65718959.977532.577180.347358.44
7006.137065.57158.67125176.67210.836670.346670.34
6894.357013.74283.25380232.47285.946432.56514.2
6667.476576.79269.557726617265.366315.316622.06
7119.087229.16301.18990714.67563.436588.356635.75
7154.237173.94143.7220655.47365.256864.757001.53
7037.427014.84131.29417238.17299.646819.646908.46
7002.096982.43132.737176197270.256801.027191.1
7265.567256.4969.43654821.437401.397123.537207.67
7013.687024.86160.57725784.97273.16719.057186.79
7304.877323.23108.5611785.27465.437056.817351.77
7514.67557.46118.92514143.27682.647210.837562.45
72047209.3893.36298716.637419.787041.437209.13
7208.417196.6293.81558801.357414.37010.437414.3
7185.247186.9198.61229724.377394.527003.097003.09
7491.187475.06141.54920036.17755.447210.837719.03
7160.387144.6177.49296005.167319.366999.977233.85
6970.116933.15177.23431412.17281.496732.336768.27
7134.47110.99144.45520867.47564.76898.917564.7
7512.017573.73214.53546025.27760.627025.277756.25
6888.156881.6207.699431397235.036497.376854.32
7294.397275.09116.8713658.57584.277127.347179.86
6929.036982.61246.60960816.17270.426500.776500.77
7236.497236.64100.81410163.47406.297009.47151.48

Premium Calculation

Schedule and Events

DateEvents
2025/10/31Barrier=7427.1549 Strike=7210.83 LowYield=0.0 MidYield=0.0179 HighYield=0.018 ParticipateRate=0.6 Notional=100000000.0 CallPutType=0.0 ObservationRate=7210.83 aLive=1 Yield=0 type=0 tt=0 tx=0 N=1 N_KO=0 N_LOW=0 ObservationRate=Spot() if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/01if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/02if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/03if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/04if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/05if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/06if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/07if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/08if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/09if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/10if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/11if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/12if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/13if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/14if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/15if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/16if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/17if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/18if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/19if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/20if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/21if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/22if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/23if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/24if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/25if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/26if (aLive=0) then Yield=MidYield N_KO=1 else if (CallPutType=0) then Yield=LowYield + (max(0, Spot() - ObservationRate) / ObservationRate) * ParticipateRate if (Spot()<ObservationRate) then N_LOW=1 endIf else Yield=LowYield + (max(0,ObservationRate - Spot()) / ObservationRate) * ParticipateRate if (Spot()>ObservationRate) then N_LOW=1 endIf endIf endIf if (Yield>HighYield) then Yield=HighYield endif if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/27if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/28if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/29if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/11/30if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif
2025/12/01opt pays Notional*Yield*0.086 df pays N/N ratio1 pays N_KO/N/df ratio2 pays N_LOW/N/df if (CallPutType=0) then if (aLive=1 and Spot()>= Barrier) then aLive=0 endIf else if (aLive=1 and Spot()<Barrier) then aLive=0 endIf endif

Schedule and selected 3 simulation

DateBARRIER-0STRIKE-0LOWYIELD-0MIDYIELD-0HIGHYIELD-0PARTICIPATERATE-0NOTIONAL-0CALLPUTTYPE-0OBSERVATIONRATE-0ALIVE-0YIELD-0TYPE-0TT-0TX-0N-0N_KO-0N_LOW-0OPT-0DF-0RATIO1-0RATIO2-0BARRIER-1STRIKE-1LOWYIELD-1MIDYIELD-1HIGHYIELD-1PARTICIPATERATE-1NOTIONAL-1CALLPUTTYPE-1OBSERVATIONRATE-1ALIVE-1YIELD-1TYPE-1TT-1TX-1N-1N_KO-1N_LOW-1OPT-1DF-1RATIO1-1RATIO2-1BARRIER-2STRIKE-2LOWYIELD-2MIDYIELD-2HIGHYIELD-2PARTICIPATERATE-2NOTIONAL-2CALLPUTTYPE-2OBSERVATIONRATE-2ALIVE-2YIELD-2TYPE-2TT-2TX-2N-2N_KO-2N_LOW-2OPT-2DF-2RATIO1-2RATIO2-2
2025/10/317427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/017427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/027427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/037427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/047427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/057427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/067427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/077427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/087427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/097427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/107427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/117427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/127427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/137427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/147427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/157427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/167427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/177427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/187427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/197427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/207427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/217427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/227427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/237427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/247427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/257427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.831000010000007427.157210.8300.01790.0180.61e+0807210.83100001000000
2025/11/267427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.83100001010000
2025/11/277427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.83100001010000
2025/11/287427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.83100001010000
2025/11/297427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.83100001010000
2025/11/307427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.831000010100007427.157210.8300.01790.0180.61e+0807210.83100001010000
2025/12/017427.157210.8300.01790.0180.61e+0807210.831000010101.00122017427.157210.8300.01790.0180.61e+0807210.831000010101.00122017427.157210.8300.01790.0180.61e+0807210.831000010101.0012201

Result

NameValue
BARRIER7427.15
STRIKE7210.83
LOWYIELD0
MIDYIELD0.0179
HIGHYIELD0.018
PARTICIPATERATE0.6
NOTIONAL1e+08
CALLPUTTYPE0
OBSERVATIONRATE7210.83
ALIVE0.4723
YIELD0.00948942
TYPE0
TT0
TX0
N1
N_KO0.47956
N_LOW0.40858
OPT81708.3
DF1.00122
RATIO10.47956
RATIO20.40858
Pricing, Valuation and Risk Management
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