Question: 9. Barrier option prices are shown in the table below. Each option has the same underlying asset and the same strike price. Type of option

9. Barrier option prices are shown in the table below. Each option has the same underlying asset and the same strike price.

Type of option Price Barrier
Down-and-out 25 30,000
up-and-out 15 50,000
Down-and-in 30 30,000
Up-and-in X 50,000
Down Rebate 25 30,000
Up Rebate 20 50,000

Calculate X, the price of the up-and-in option.

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