J.P. Morgan Thailand DW41

DW41 Indicative Price

Underlying SET50 Futures June 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) 105day(s) Effective Gearing(x) -9.44
Sensitivity-0.6 Avg. no of index point to move DW 1 tick -1.7
Moneyness(%) OTM / 10.73 Exercise Ratio 0.025 Implied Volatility(%) 31.96
Delta(%) 23.11 Time Decay(Day) -0.0086 Avg. Day lose 1 tick 1.16
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