  We investigate the pricing of cliquet options in a geometric Meixner model.
The considered option is of monthly sum cap style while the underlying stock
price model is driven by a pure-jump Meixner--L\'{e}vy process yielding Meixner
distributed log-returns. In this setting, we infer semi-analytic expressions
for the cliquet option price by using the probability distribution function of
the driving Meixner--L\'{e}vy process and by an application of Fourier
transform techniques. In an introductory section, we compile various facts on
the Meixner distribution and the related class of Meixner--L\'{e}vy processes.
We also propose a customized measure change preserving the Meixner distribution
of any Meixner process.
