Both high-explosive and fragmentation grenades are detailed in the corebook, but these are designed to affect an area. What do you think the stats would be for a shaped-charge grenade intended to penetrate armor? Anything but a direct hit would obviously only do a couple of points of shrapnel damage, but with a grenade launcher you've got a decent chance of getting a direct hit with the grenade in the right orientation (since it flies straight rather than tumbling like a thrown grenade).

AP is the same for Rockets and Grenades, so take the AP of AV rockets, as is Blast radius.
Damage for Grenades is lower, and 16P Rocket Damage are 12P Grenade Damage.

Result:

12P
-2/-6
-4/m

The penetration difference between small caliber HEAT (high explosive anti-tank)and HEDP (high-explosive dual purpose) rounds is not that big a deal.

The 40mm HEDP round will penetrate around 50mm of RHA and produce lethal fragments in a roughly five meter radius.
A 40mm HEAT round would not penetrate significantly more RHA and would basically produce no significant fragmentation effect.
A 40mm HE round (i.e. no significant anti armor effect at all) will also not produce significantly more fragments.
Basically, this be because the round is so small.

For comparison, thrown HE grenades will produce lethal fragments over a significantly larger radius (10-20 meters). This is because the thrown grenades are significantly heavier.

If you are asking about a HEAT thrown grenade (something like the Panzerhandgranaten or Panzerwurfmine). The short answer is that you can make them to have pretty good armor penetration (maybe as much as 250-300mm RHA iwth modern materials) but no one would. They are very difficult to use. Instead expect something like the AT4, carl gustav, or RPG-16

HEDP is a heat round, with secondary AP characteristics. See a diagram http://www.fas.org/man/dod-101/sys/land/m433.htm.

Small caliber, high velocity spin stabilized rounds are just not compatible with really effective anti-armor warheads. It will still punch holes in your typical bank "armored car" however.

I was mainly intending to punch holes in very tough and heavily armoured personnel (like trolls and cyberzombies).

Thanks for the suggestion Rotbart, I hadn't thought of it that way.

What would the price and availability be? I'm thinking around 12F/100

Comparing Rockets to Grenades, Price would be 60-70¥... legality about the same as other Grenades, 7F-10F.

Keep in mind that it only offer -2 AP against persons - -6 is against vehicles.