| [LEGAL NOTICES]
| Symbol | หลักทรัพย์อ้างอิง | ประเภท | ผู้ออก | ราคาใช้สิทธิ | วันซื้อขายสุดท้าย | Bid Price | Change(%) | Eff. Gearing(x) | Sensitivity | จำนวณวันเฉลี่ยที่มูลค่าจะลดลง 1 ช่องราคา |
Time Decay | Moneyness | ค่าความผันผวนแฝง(%) | อัตราการใช้สิทธิ | Delta(%) | Premium(%) |
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| ADVA41C2007A
LIQUIDITY
|
ADVANC | Call | JPM | 228.5 | 2020-07-02 | 0.44 | +0.04 (+10.26%) | 5.17 | 1.00 | 4.99 | -0.46% | % OTM / 2.47 | 41.36% | 0.01923 | 0.52 | 2.47 |
| ADVA41P2005A
LIQUIDITY
|
ADVANC | Put | JPM | 186 | 2020-05-28 | 0.26 | -0.04 (-13.33%) | -6.26 | -0.73 | 3.06 | -1.26% | % OTM / 16.59 | 44.28% | 0.03571 | 0.2 | 16.60 |
| AMAT41C2006A
LIQUIDITY
|
AMATA | Call | JPM | 24.4 | 2020-06-04 | 0.11 | -0.10 (-47.62%) | 6.04 | 0.39 | 5.99 | -1.52% | % OTM / 41.86 | 55.76% | 0.2 | 0.19 | 41.99 |
| AOT41C2006A
LIQUIDITY
|
AOT | Call | JPM | 77.75 | 2020-06-04 | 0.33 | 0.00 (0.00%) | 6.55 | 0.78 | 3.82 | -0.79% | % OTM / 8.74 | 37.82% | 0.07692 | 0.4 | 8.78 |
| AOT41P2006A
LIQUIDITY
|
AOT | Put | JPM | 65.5 | 2020-06-04 | 0.52 | 0.00 (0.00%) | -5.30 | -1.00 | 2.29 | -0.84% | % OTM / 8.39 | 41.97% | 0.125 | 0.32 | 8.49 |
| AWC41C2006A
PRIME
LIQUIDITY
|
AWC | Call | JPM | 6.25 | 2020-06-04 | 0.27 | -0.02 (-6.90%) | 4.16 | 0.94 | 6.31 | -0.59% | % OTM / 4.17 | 58.44% | 0.35714 | 0.52 | 5.77 |
| BANP41C2005A
LIQUIDITY
|
BANPU | Call | JPM | 12.6 | 2020-05-21 | 0.13 | 0.00 (0.00%) | 5.22 | 0.71 | 7.08 | -1.09% | % OTM / 14.55 | 50.39% | 0.18182 | 0.39 | 14.79 |
| BANP41P2007A
LIQUIDITY
|
BANPU | Put | JPM | 10.9 | 2020-07-02 | 0.41 | 0.00 (0.00%) | -2.61 | -1.02 | 5.16 | -0.47% | % OTM / 0.91 | 60.15% | 0.25 | 0.41 | 1.89 |
| BBL41C2007A
LIQUIDITY
|
BBL | Call | JPM | 164.5 | 2020-07-02 | 0.46 | -0.02 (-4.26%) | 5.24 | 0.80 | 3.48 | -0.62% | % OTM / 11.53 | 45.63% | 0.03846 | 0.42 | 11.54 |
| BBL41P2006A
LIQUIDITY
|
BBL | Put | JPM | 136 | 2020-06-11 | 0.73 | 0.00 (0.00%) | -4.81 | -1.19 | 1.88 | -0.73% | % OTM / 7.80 | 44.90% | 0.07143 | 0.33 | 7.83 |
