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
Please enter all the required information below
Index Level Implied Volatility (per year) %
Strike Price Expiry (D/M/Y)
Interest Rate (per year) % Conversion Ratio
Dividend Yield (per year) %    
Exercise styles^ European Style American Style
Pricing Model^ Binomial Model Black Scholes Model
^Exercise style of Index Warrants listed on HKEX is European style. Black Scholes Model is used to evaluate European style index warrants.