J.P. Morgan Thailand DW41

DW41 Indicative Price

LIQUIDITY
Terms
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.
  |   [LEGAL NOTICES]