Options / Warrants Calculator

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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.

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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
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^Exercise style of Index Warrants listed on HKEX is European style. Black Scholes Model is used to evaluate European style index warrants.

Glossary		Call	Put
Theoretical Price
Delta
Vega	(per % of Implied Volatility)
Theta	(daily)
Gamma	(per % of Index Level)
Rho	(per % of Interest Rate)

Click to calculate implied volatility from market prices

	Call	Put
Market Price			Compute Implied Volatility
Implied Volatility

There is no exdividend date between the value date and expiry date
The market price of the put is outside our boundaries. Please input again!

Index Level / Volatility Matrices for Warrant Prices

Volatility Interval

Index Interval

Update

There is no exdividend date between the value date and expiry date
The market price of the put is outside our boundaries. Please input again!