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

Stock Price$		Implied Volatility (per year)	%
Strike Price$		Expiry (D/M/Y)
Interest Rate (per year)	%	Conversion Ratio
1^st Ex-Dividend Date		1^st Dividend Amount$
2^nd Ex-Dividend Date		2^nd Dividend Amount$
Exercise Style^	European Style	American Style
Pricing Model^	Binomial Model	Black Scholes Model
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^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.

Glossary		Call	Put
Theoretical Price
Delta
Vega	(per % of Implied Volatility)
Theta	(daily)
Gamma	(per % of Stock Price)
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!

Price / Volatility Matrices for Warrant Prices

Volatility Interval

Price 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!