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%

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