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

Weekly Research (18/10/2559-25/10/2559)

AAV24C1701A: G IOP8LQE Low Season G6 C R:LHPกก HOPT G489 ;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 ^DZE78H ก 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 หนา 1 จาก 1

FSS DW24 - SETTRADE.COM

www.fnsyrus.com, FB: Finansia Syrus Research. Weekly Research (18/10/2559-25/10/2559). หน า 1 จาก 1. F : DW Call Center 02-658-9915, LINE ID: @dw24, ...

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