| Current point of time t | 0 |
| Available capital V | $200,000 |
| Target floor F | $195,000 |
| Investment horizon T | 2 years |
| Current stock price S0 | $100 |
| Continuously compounded annual interest r | 0.10 |
| Annual stock volatility σ | 0.30 |
| Dividends during time to maturity |
|
| Case 1: continuous dividends l | 0.02 |
| Case 2: dividends with present value L0 | $10 |