In order to value an option (and determine what it is worth at the time it is exercised), it is necessary to simulate and track the Option's underlying unit value (i.e., the price of a stock).
The Unit Value is specified in the "Option Properties" portion of the dialog:
The Unit Value must always be a positive number with dimensions of currency.
Typically, the Unit Value will be a time series function. This can be any function, but will often be the output of a History Generator element. This element (which is part of the basic GoldSim framework), provides a variety of alternatives for generating time histories, including simply specifying a constant annual growth rate, and specifying a stochastic growth rate (defined using a mean annual growth rate and volatility, and simulated as a Wiener process).
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