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Value at expiry of a lookback put option with fixed strike

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Description

Formula for the calculation of the value at expiry of a lookback put option with a fixed strike

Formula

\[ LP_{fix}=max\left (K-S_{min},0 \right ) \ \]

Legend

\(K\ \)        Option strike price
\(S_{min}\ \)        Mimimum price of the underlying during the option's lifetime