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%

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