GOOGL · 9.61% 票息 · 85% 执行价

Analysis effective as of -

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(FCN Annualized Return)

Stock Price

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KO Probability

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Delivery Probability

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Full Coupon

Probability

KO Date Distribution

Probability

KI Event Distribution

Probability

Payoff Distribution

Probability

Delivery Price Distribution

Simulated Price

Monte Carlo Simulation

Mean Path 95% CI Strike KO Barrier KI Barrier

For illustrative purposes only. Data is simulated.

10,000 Monte Carlo simulations • GARCH(1,1) volatility model

For Noah Holdings Internal Use Only