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

Weekly Research 4/04/2560-11/04/2560)

ROBI24C1706A: กR SH5KT 1Q17 VGECWEI8W Y-Y Y กZ:J7ก H8[\E6I House Brand KV\9E5E^9IDH กR SHJD_EIELHDDC8[\J`_E  456789:; Gearing. 66 2  GECHD

Implied Vol

Time Decay (CDE)

Moneyness

50%

5 2 / 1&

OTM 25.13%

10.4 1

GECI E

0.05-0.06

DJ K5E

H 6 8LM 9 4

0.05

0.10-0.12 0.19 (ROBINS 76)


39% ROBINS   %09 ก%31 ( 5 04 10 2 61&.(& 0% 4  24 ก6 2 061 ,ghก  %72 -  9%) 6 2($-61& +33026%0,2 66.00 
 ก2343 ก)ก6)i 66 22%Y-Y )@ 3,144 % ก  % (($-6ก$$+1 04& 6ก$ 6% (($-4 ( 123% House Brand
ก) $-$&3 ROBINS 9ก 0.75 .& 3 1&3 4+%3 ROBI24C1705A ($- 0.01 .& 14% GLOB24C1707A: Z:LHaกก H 1Q17 VGECWEI^KD_7 Q-Q G:a Y-Y Y กก HbcdEDCJ7กR :D7e;_G:aH 6 E6I 8กfH  456789:; 119 2 

Gearing. Implied Vol Time Decay (CDE)

Moneyness

5.23 1

OTM -28.73%

67%

5 2 / 1&

GECHD

0.19

GECI E

DJ K5E

0.18

H 6 8LM 9 4

0.28-0.30 0.53 (GLOBAL 22)


39% GLOBAL

$- & 17.00  0%2กก &1&6 2 061

%2321  1 +3344ก 11 ??;$ ก&1& 6 2 -)@  ก/44 .(&&ghก $-)+1
 ก2343 ก9=)i 66 31%Y-Y &'1 ( 1,961 % ก ก$$ ก(3% House Brand  ( 49& 6ก$ 6% 04 ก) <'ก4 3%01+1 ( 4 12)4 6%9  82ก ( ก $- 47 %6 061 1Q17 )@6%)
ก) 6 2($-$&3 GLOBAL 9ก 0.20 .& 2 1&3 4+% 3 GLOB24C1707A ) 6 2($- 0.01  .& 5%

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