J.P. Morgan Thailand DW41

DW41 Indicative Price

Time Decay
Underlying SET50 Futures Sep 21 (S50M21) Issuer JPM
Settlement Type Cash Settement Exercise Type European Type Put
Exercise Price 875 Listing Date 2021-04-05 Expiry Date 2021-10-05
Last Trading Day 2021-09-29 Maturity(Days) 140day(s) Effective Gearing(x) -6.94
Sensitivity-0.8 Avg. no of index point to move DW 1 tick -1.3
Moneyness(%) OTM / 8.14 Exercise Ratio 0.025 Implied Volatility(%) 33.91
Delta(%) 30.6 Time Decay(Day) -0.0087 Avg. Day lose 1 tick 1.14
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