One-Touch Options

Discussion in 'Options' started by Shabi, Jul 7, 2009.

  1. Shabi

    Shabi

    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 to get an effect as close as possible to that, what should I do then?

    Perhaps long Strangles\Straddles? But they cause a relatively significant loss if the price stays very near to its current location at expiration, while double-one-touch would result in much less I guess.
     
    #11     Jul 8, 2009
  2. It's a path-dependent position; meaning in this case that you cannot hold the position to expiration if the barrier is touched. Whether it's a single or double doesn't change that fact.
     
    #12     Jul 8, 2009
  3. The waver of the payout beyond the strike in exotic vis a vis vanilla is a reason for non-replication, correct atty ?
     
    #13     Jul 8, 2009
  4. Right, that's one of many. It's why I mentioned the lookback.
     
    #14     Jul 8, 2009
  5. I am intuitively thinking these are being used more and more

    in the trading world and wonder if they serve any useful purpose?
     
    #15     Jul 13, 2009