Derivatives pricers

Discover a wide array of complex derivatives, learn Pricing, Risk Analysis, Greeks calculations, and explore dedicated sections for each product.

  • Pricing + Risk Analysis with greeks calculations and graphics
  • Developed within an overall pedagogical approach with each product having its dedicated section in the Derivatives Academy
  • Large range of complex derivatives instruments
Exotic Pricers

Test our Interactive Pricers

Classic Options
  • European options
  • American options
  • Digital options
Option Strategies
  • Vertical Spreads
  • Straddles & Strangles
  • RR, Flies and Condors
Asian Options
  • Asian Calls 
  • Asian Puts
Quanto Options
  • Quanto Calls
  • Quanto Puts
Barrier Options
  • Knock-In Options
  • Knock-Out Options
Double Barrier Options
  • Double-Knock-In
  • Double-Knock-Out
Reverse Convertibles
  • Reverse Convertibles
  • Barrier Reverse Convertibles
  • Discount Certificates
  • Bonus Certificates
  • Airbag, Twin-Win, ...
Multi-asset Options
  • Basket Options
  • Worst-Of Options
  • Rainbow Options
  • Autocall Incremental
  • Phoenix
  • Phoenix Memory

Our derivatives pricer is the only way to get semi-practical experience all by yourself !