A new European-style floating lookback call option on a stock index has a maturity of nine months.

Question:

A new European-style floating lookback call option on a stock index has a of nine months. The current level of the index is 400, the risk-free rate is 6% per annum, the yield on the index is 4% per annum, and the volatility of the index is 20%. Use DerivaGem to value the option.
Dividend
A dividend is a distribution of a portion of company’s earnings, decided and managed by the company’s board of directors, and paid to the shareholders. Dividends are given on the shares. It is a token reward paid to the shareholders for their... Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...