I need help pricing the following type of call option that is embedded in a Spark security listed on the American Stock Exchange. The option characteristics are as follows: The call option can first be exerciseable beginning 18 months from now and then is exercisable for the next six months at an increasing strike price every day until the maturity date 2 years from now. I am not a quant, just a quant groupie
(and potential employer) so please keep it relatively simple. Thanks!