J.P. Morgan Thailand DW41

DW41 Indicative Price

Underlying SET50 Futures series June 20 (S50M20) Issuer JPM
Settlement Type Cash Settement Exercise Type European Type Call
Exercise Price 1,050 Listing Date 2020-05-19 Expiry Date 2020-10-03
Last Trading Day 2020-09-29 Maturity(Days) 125day(s) Effective Gearing(x) 7.42
Sensitivity 0.713 Moneyness(%) OTM / 17.30 Exercise Ratio 0.025
Implied Volatility(%) 39.59 Delta(%) 28.52 Time Decay(Day) -0.0098
Average no. of days to lose 1 tick 1.02
Investors should study and understand the products, return conditions, and risk factors before making an investment.