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FSS DW24 Analyst: Natapon Khamthakrue Register No.: 026637 www.fnsyrus.com, FB: Finansia Syrus Research
Weekly Research (18/10/2559-25/10/2559)
AAV24C1701A: GIOP8LQE Low Season G6 C R:LHPกก HOPTG489;EK5กLU 8VH POW ECERXIY4 H4D7J4 4DC8E;Z7 456789:; Gearing. 97 2 GECHD
Implied Vol
Time Decay (CDE)
Moneyness
58%
5 2 / 1&
OTM -13.6%
5.5 1
GECI E
0.16-0.18
DJ K5E
H 6 8LM 9 4
0.14
0.32-0.35 -
8)4ก&ก 3Q16 02%66 Y-Y ก 28'% (($- 2 15-20% Y-Y 2,-ก) %( $;4 ( 3 ) 6 2 ($- ก 2Q16 0312 10% 3)p 9 3.(&2609$&%31 ( ก..& %31 ( 25 2 $- %0%2 3 21 4) 6 2($-61&609$&
1 +A (2026%ก4 9ก6 20,2 7.00 ก) $-$&3 AAV 9ก 0.05 .& 1 1&3 4+%3 AAV24C1701A ) $- 0.01 .& 4.3%
CPAL24C1702A: R:LHPกก H\GECYEI]8E;Z7O กก HกYLHY^DZE78Hก HJ 4 G:Pก HHY_6K\Z`abEDC 456789:; 109 2 GECHD DJ K5E
Gearing. Implied Vol Time Decay (CDE) 4.9 1
51%
0.57-0.60 0.56
5 2 / 1& GECI E H 6 8LM 9 4
Moneyness ITM 1.2% 0.82-0.84 1.47 (CPALL 74)
8)4ก&ก 2H16 02% + กก&&ก) ( 04กA3 +)4< (ij6 2 12 ก%ก 8ก4$&k 'ก ()@ Low Season % 3 CPALL &1&6 2 0610%2 19 %31 ( 5 04 25 2 $;4 ( );ก.&$61&.(& +%3 21 Downside 4&'1+ก& ก 04)@) % ( 47กij6 2ก&0,2 62.50-63.00 & ก 3 ก) $-$&3 CPALL 9ก 0.25 .& 1 1&3 4+%3 CPALL24C1702A ) $- 0.01 .& 1.5%
: 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 - SETTRADE.COM
www.fnsyrus.com, FB: Finansia Syrus Research. Weekly Research (18/10/2559-
25/10/2559). หภา 1 à¸à¸²à¸ 1. F : DW
Call Center
02-658-9915, LINE ID: @dw24, ...
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