Main category
Economics (Finance)
Abstract
A European shout floor is similar to a shout cap. The shout floor is an option giving the holder the right to “shout” a European put strike level at spot at any time during the option tenor. That is, the holder receives an at-the-money European put when they shout. If they do not shout at any time during the option tenor the holder receives a European put struck at the initial strike level. This instrument provides a protective floor on losses in long positions without requiring additional payments
Further reading
https://ia904703.us.archive.org/12/items/shout-cap/ShoutCap.pdf
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