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
Stock Price$ Implied Volatility (per year) %
Strike Price$ Expiry (D/M/Y)
Interest Rate (per year) % Conversion Ratio
1st Ex-Dividend Date 1st Dividend Amount$
2nd Ex-Dividend Date 2nd Dividend Amount$
Exercise Style^ European Style American Style
Pricing Model^ Binomial Model Black Scholes Model
^Stock Warrants can be differentiated into two types: Derivative Warrants and Company Warrants. Exercise styles of Derivative Warrants listed on HKEX are mainly European. Black Scholes Model is used to evaluate European Style Derivative Warrants.
Exercise styles of Company Warrants listed on HKEX are mainly American Style. Binomial Model is used to evaluate American Style Company Warrants.