The theoretical value of an option is affected by a number of factors such as the
underlying stock price/index level, strike price, volatility, interest rate, dividend
and time to expiry.
MoreThis calculator can be used to compute
the theoretical value of an option or warrant by inputting different variables.
How the theoretical value may vary with changes to the input variables can also
Please note that this calculator is an educational tool intended to help individuals
learn how options and warrants work. The actual market environment may not be the
same as what the theoretical models assume. Users of this calculator should not
make investment decisions based upon values generated by it only.
For default data:
#Implied volatility (IV) is calculated from last traded price of selected option
series. If there is no trade of both call and put options during the day, IV from
last trading day will be retrieved.
*Interest Rate Information is provided by Reuters.
^Exercise style of Index Options listed on HKEX is European style. Black Scholes
Model is used to evaluate European style index option.
There is no exdividend date between the value date and expiry
Some value of the input is not a valid number. Please input