Recent content by Shabi

I'm trying to get the probability of a stock touching a certain price target sometime in between two dates I choose, without touching it before. For example, suppose I assume the stock will have certain volatility and want to find the probability that the price touches some OTM target next...

So it seems bottom line is nothing have the exact one-touch effect. But how about double-one-touch with the barriers posited far out of the market? there will be a little loss if the price stays anywhere between the two barriers and large profit if it touches one of them. So suppose I still want...

Hello everyone, I'm wondering, is it possible to create a spread using only vanilla options so that the profit\loss scenarios resemble those I would get by buying one-touch option? At any rate, is there somebody who knows of a broker that offer one-touch options (for currency-majors or...