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

Weekly Research 23/05/2560-29/05/2560)

BANP24C1708A: Q Rก H86:;TEU9C4D7U7DVV WX;Y GDH 8H7ก HLHD:78HTZ[: K\ ]9I6 C Downside ^[4_]EกH^\ กD  456789:; Gearing. 101 2  GECHD

Implied Vol

Time Decay (CDE)

Moneyness

58%

5 2 / 1&

OTM 45.11%

7 1

GECI E

0.09-0.11

DJ K5E

H 6 8LM 9 4

0.09

0.15-0.17 -


+ )i ./  ก234$&04.& (3)j 24  ก 3 ก;3,1 (81 9 6(9 )0%2 04=9ก j ( 08 COD 61&.(&  3 ก)ก6)a  46',- 226%Y-Y &'1 ( 1.1 .(%
0%3,1 49 6 2+44  06143  ก4 ก6 2$- 0 +%3 21& 61ก)  4( 4& $;4 ( 39% 3.(&2 Laggard ก91  (8)4ก&ก)a  % 8 กก7&ก3$ ('ก21 )aก1&2 30%
ก) $-$&3 BANPU 9ก 0.20 .& 2 1&3 4+%3 BANP24C1708A ($- 0.01  .& 10% MAJO24C1801A: 6 ก\ UH 2Q17 8c]8RH [8LdEZC7e_9ED7 CEKDY7LfEgY^[8c]^ กh EKgTT\ ]ELfกE  456789:; 256 2  GECHD DJ K5E

Gearing. Implied Vol Time Decay (CDE)

Moneyness

4.3 1

OTM 27.15%

49%

0.32-0.33 0.30

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

0.39-0.40 -


 ก234$&3 ก9= 2Q17 4660$70ก14    ก`& 2' $%.(& 12ก9= )a3 6 23%Y-Y ก/ ( 6(+)aก1&04=9ก  ก +04&ก)4< (ก cd6 2& ก3 
39% 4&ก) $-7ก%& 0614A )   6 2.& %31 ( 5 04 10  )   1 2ก   1 +A2  (1  ??;.&61&.(& +% 24ก 4&)@ 1& .(&$-61&
ก) 6 2($-$&3 MAJOR 9ก 0.25 .& 1 1&3 4+% 3 MAJO24C1801A ) 6 2($- 0.01  .& 3%

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