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down-and-in option

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Financial Dictionary

Down-and-In Option

A form of a knock-in option whose payoff is determined by the price of the underlying asset sinking to the barrier price level.

Investopedia Commentary

If the underlying asset does reach the barrier price level, the down-and-in option becomes a vanilla European call or put option. If the underlying asset price does not reach the barrier level, the option expires worthless. Investors may choose a down-and-in option rather than directly purchasing the vanilla option, as option premiums tend to be significantly lower for knock-in options.

Related Links

Options Basics Tutorial

See also: Barrier Option, Down-and-Out Option, European Option, Knock-in Option, Option, Vanilla Option

Also spelled: Down and In OptionDAIO

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Financial Dictionary

down-and-in option

An option that is created when the value of the underlying asset falls to a predetermined level. Compare down-and-out option.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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