Variable | Sign | Value |
risk-free rate | r | 2.06% |
volatility | σ | 18.71% |
principal | Y | 50,000 |
fixed rate | R0 | 1% |
compensation rate | RC | 1% |
initial price | S0 | 4093.79 |
high exercise price | K1 | 4175.67 |
low exercise price | K2 | 4011.91 |
high touch price | H1 | 4380.36 |
low touch price | H2 | 3807.22 |
investment horizon | T | 30/365 |
join rate | J | 100% |