Lives

Product Series: Barrier Options – Pricing & Intuition
Thursday, 11 June | 5:00 – 6:00 PM CET

Join our ongoing sessions designed to turn you into an expert in barrier options.

Mastery takes practice, and we are here to guide you every step of the way.

While more advanced than binary and vanilla options, understanding barrier options is only the beginning. True mastery means developing an intuition for how prices react to market changes quickly, confidently, and accurately.

With regular practice and expert guidance, you will build the deep, intuitive understanding needed to progress seamlessly toward more complex financial structures.

Following this live session, you should be able to answer questions such as:

• You are long a DIP what are your sensitivities to dividends, volatility, and skew?
• As a trader in an investment bank, would you rather trade a DIP or a UIP for the same margin?
• How does the volatility sensitivity of a barrier option compare to that of a vanilla option?
• Can you estimate the price of a 1-year DIP given the price of a DOP with the same characteristics?
• A client is asking for advice on choosing between an American or European barrier how would you approach it?
• How would you price a DOC under Black-Scholes using Monte Carlo simulations? What issues arise and how can they be addressed?
• In theory, how would you replicate a European DIP with vanilla options? How do traders hedge this in practice?
• Which model would you use to price a barrier option?

Join us to master the essentials of barrier options.

Live session: Thursday, 11 June | 5:00 – 6:00 PM CET
Video link will be shared upon registration

See you there! 🚀