Options / Warrants Calculator

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.


Options / Warrants Background Information
Stock Option   Index Option   Stock Warrant   Index Warrant
Index Name
Expiry Strike Load Default Data
Index Level Implied Volatility (per year)# %
Strike Price Expiry (D/M/Y)
Interest Rate (per year)* %    
Dividend Yield (per year) %    
Exercise Style^ European Style American Style
Pricing Model^ Binomial Model Black Scholes Model
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.