Home
Add Document
Sign In
Create An Account
Viewer
Transcript
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
หนา 1 จาก 1
FSS DW24 - Finansia Syrus
Dec 6, 2016 -
ภF ภ( ) F F (Market Maker) F ภF(Derivative Warrants) ภF ภF. F ภF F ภF ภภF ภF à¸F. Gearing. Implied Vol Time
Decay
( ) Moneyness. 136.
Download PDF
207KB Sizes
1 Downloads
388 Views
Report
Recommend Documents
No documents
×
Report FSS DW24 - Finansia Syrus
Your name
Email
Reason
-Select Reason-
Pornographic
Defamatory
Illegal/Unlawful
Spam
Other Terms Of Service Violation
File a copyright complaint
Description
×
Sign In
Email
Password
Remember Password
Forgot Password?
Sign In