FSS DW24 Analyst: Natapon Khamthakrue Register No.: 026637 www.fnsyrus.com, FB: Finansia Syrus Research

Weekly Research (06/12/2559-13/12/2559)

SCC24C1704A: H 6 SCC 6EJI 7 Laggard 8 ;O8KP4กD95IEJE R9S;OE  456789:; Gearing. 136 2  GECHD

Implied Vol

Time Decay (CDE)

Moneyness

42%

2 2 / 1&

OTM +12.0%

6.3 1

GECI E

0.28-0.29

DJ K5E

0.40-0.42

H 6 8LM 9 4

0.28

-

 39% SCC 0ก21&&ก %$%+ก& 476-484  -(,.&2131&$% Laggard 9%$ +?1&.(   (8)4ก&ก 4Q16   02%&&ก

ก126186A ;i)63  () 6 2('$-  $;4 ( +33 (  %09 ก%31 ( 5 04 10 2  ก1 ,&9 470   

9%jk6 2ก  496-500   ก) $- $&3 SCC 9ก 2 .& 1 SCC24C1704A ) $-  0.01 .& 3.10%

1&3 4+%3

CK24C1704A: UILHVW4XEYZ กก H:7K5EW6H7HI 7[;\E] EJ7^ 6HD]_ กKPO5  456789:; 140 2  GECHD DJ K5E

Gearing. Implied Vol Time Decay (CDE)

Moneyness

5.9 1

OTM -21.1%

50%

0.14-0.15 0.14

6 2 / 1& GECI E H 6 8LM 9 4

0.26-0.27 0.62 (CK 40 )

 39% CK +A )  0ก21&&ก %$% 2ก609$& %31 ( 5 04 10  )  +%  &ก) 6 2($- 61&+44 กก )0,2 33-34   CK ,.&)@8'%  ( % )4  กก93%. /$& A3 /O  404,  4,b ( ' 4 32 ?ก21 3'10$1&.( .(& ก&'1+/48'%ก1&%048'%+%ก81 'ก  ก) $- $&3 CK 9ก 0.25 .& 1 1&3 4+%3 CK24C1704A ) $-  0.01 .& 4.5%

 : DW Call Center 02-658-9915, LINE ID: @dw24, www.fnsyrus.com/dw24 DISCLAIMER:      ก       ก ( ) " # $%&' ()ก*+  ,'ก $- . /$&01$%&' ( .(&21.&32 .(&21 321 .(&,.& 04/.&

32,'ก6%& &1ก76 1 &32,'ก6%&3,%2$&$%&' ก12 $%&'04327 ()ก*&'1+  &  ก) (0) 0ก%$ .&(6 %6& 2 16%&0 %+%12%  1 32)43 ( 4 ก '.& 2+%8'%9 9. &.&$ ก 6 ()ก*+  2  1 % )4ก 86&0.&3$& ก 6$%&' ()ก*061&1+   -1  8 &61&32 + :  (ก $-  กก$%&'.&327+  )+ %121ก; + ก76 8'%932<-ก$%&'04+ % 9 &1&3&+ก6 + 9  $&2$=>+$%&'04327 ()ก*&'+1   %+%8'%+ $%&'04327+  )+ %)4  3 &ก 0)   &&ก0 .&80161&=; 121  .& 12  1 % &9?6)@ ก;& ก ก 12% ก9+ ก  32 ( 8'%932<-ก$%&'04 ;&1&3&ก1&ก6 + 9   ก       ก ( ) & )@8'% '0A31& (Market Maker) 048'%&&ก+3 ?0 =&9 = (Derivative Warrants)  ก  ()กN&'1+    O &  234$& ก &%& ก12    ก932<-ก4&  + .& 2$&+3 ?0 =&9 = ก12ก1&6 + 9

หนา 1 จาก 1

FSS DW24 - Finansia Syrus

Dec 6, 2016 - ก F ก ( ) F F (Market Maker) F ก F(Derivative Warrants) ก F ก F. F ก F F ก F ก ก F ก F กF. Gearing. Implied Vol Time Decay ( ) Moneyness. 136.

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