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.
^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.
There is no exdividend date between the value date and expiry
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