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DW41
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DW41 Term Sheet
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DW Symbol Underlying Type First Trading Date Last Trading No. of Day to Last Trading Day Implied Volatility (%) * Historical Volatility (%) Fact Sheet Term & Conditions
ADVA41C2208A ADVANC Call 2022-04-21 2022-08-04 34 54.6 24
ADVA41C2209A ADVANC Call 2022-05-05 2022-09-01 62 47.9 24
ADVANC41C2211A ADVANC Call 2022-06-09 2022-11-03 125 44.1 24
AIA41C2209A 1299 Call 2022-03-18 2022-09-29 90 10.6 37.3
AIA41C2209B 1299 Call 2022-03-28 2022-09-29 90 37.3 37.3
AIA41C2209C 1299 Call 2022-06-10 2022-09-29 90 37 37.3
AIA41P2209A 1299 Put 2022-03-18 2022-09-29 90 44.4 37.3
AMAT41C2208A AMATA Call 2022-04-21 2022-08-04 34 62.3 31
AOT41C2208A AOT Call 2022-03-10 2022-08-04 34 48.4 17.5
AOT41C2208B AOT Call 2022-04-08 2022-08-04 34 47.2 17.5
Last Updated Time : 2022-06-30 17:40 (Implied volatility and 90 days historical volatility are updated on daily basis)
ทำความเข้าใจลักษณะสินค้า เงื่อนไขผลตอบแทนและความเสี่ยงก่อนตัดสินใจลงทุน
* Historical Volatility shown here are standard deviations calculated by using daily price returns of underlying securities or indexes of 90 previous trading days and annualized by multiplying with the square root of number of standard trading days in a year which is 250, mathematically written as Sqrt(250). To use this information for investment decision, investors must be aware of the assumption. To convert to other number of day base such as 365 calendar day base, investors may use the below formula. The Displayer takes no responsibility for consequences of using the above information. Displaying this information is not an intention to sell or to solicit to invest in any securities.

365-day Historical Volatility = 250-day Historical Volatility x Sqrt(365/250)
Investors should study and understand the products, return conditions, and risk factors before making an investment.
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