FWD
FORWARD PRICING · COST OF CARRY
DIRECTION
COMPOUNDING
SIMPLE
CONTINUOUS
AMOUNT
FORWARD PRICE
FORMULA
F = S₀ · e^((r−q)·T)
F = S₀ · (1 + r − q)^T
F = S₀ · (1 + r − q)^T
P&L AT EXPIRY
PRICE AT EXPIRY (Sᵀ) →P&L ↑