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

Weekly Research (20/12/2559-27/12/2559)

EPG24C1701A: H 6 EPG ;PEHQ9EกกDH 6 EST DEG:QH 6 4 7KUPLHDDC8VP JWSE ก8กEXL  456789:; Gearing. 35 2  GECHD

Implied Vol

Time Decay (CDE)

Moneyness

70%

20 2 / 1&

OTM +28.6%

11.4 1

GECI E

0.02-0.01

DJ K5E

H 6 8LM 9 4

0.01

0.04-0.05 0.09(EPG 16 )

 39% EPG ,'กก

 ก32$%+ $&6 213   043  () 6 2($-  4+%& 6ก$& EPG   18ก ก 9=+ 12 3Q17 (ก..-=.3. 16) 061 %232 (3 ก86$& EPG  32  04,+ % ก+%ก )4=A'9 -3 218  ก12 4)@)&1 ก $;4 ( + /  4 %)4  ก $& Trump  ()4ก<21 4 A ก 35% .& 15%  ก) $- $&3 EPG 9ก 0.40 .& 4 1&3 4+%3 EPG24C1701A ) $-  0.01 .& 50%  32 (3.& .&442+%9  35 2  KTC24C1703A: 8L[EUก9EWP7\7K 7ก H] 487EKUPXILHQ^4\E_] ก Hก H\IL\C4\   456789:; 86 2  GECHD DJ K5E

Gearing. Implied Vol Time Decay (CDE)

Moneyness

4.3 1

OTM -15.8%

50%

2.42-2.50 2.42

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

3.10-3.15 -

 39% KTC 0ก216 2+ก&$ ( 130-140  %232 (& 61ก ) +33( 4&6 2 -3 21 4 %7กefก 44  ก&$& Parallel  ( 140 )@&1%&  KTC )@& ก-(  ( %)4  ก6กก469%กA3$& A3 /O %&ก 09 %)h i 'ก ()@ High Season $&ก  1+ %&  ก) $- $&3 KTC 9ก 0.50 .& 1 1&3 4+%3 KTC24C1703A ) $-  0.04 .& 1.50%

 : 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 20, 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. 35.

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