| [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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| ADVA41C2007B
PRIME
LIQUIDITY
|
ADVANC | Call | JPM | 220 | 2020-07-16 | 0.72 | -0.16 (-18.18%) | 4.68 | 0.90 | 1.21 | -1.14% | % OTM / 17.33 | 68.45% | 0.04545 | 0.4 | 17.35 |
| ADVA41P2005A
LIQUIDITY
|
ADVANC | Put | JPM | 182.891 | 2020-05-28 | 0.60 | +0.10 (+20.00%) | -4.66 | -0.75 | 1.06 | -1.57% | % OTM / 2.46 | 69.06% | 0.03632 | 0.41 | 2.47 |
| AOT41C2007B
PRIME
LIQUIDITY
|
AOT | Call | JPM | 72 | 2020-07-30 | 0.56 | -0.04 (-6.78%) | 3.90 | 0.94 | 1.68 | -1.06% | % OTM / 26.87 | 82.37% | 0.09804 | 0.39 | 26.97 |
| AOT41P2009A
LIQUIDITY
|
AOT | Put | JPM | 43.25 | 2020-09-03 | 0.51 | 0.00 (0.00%) | -2.10 | -0.47 | 2.48 | -0.79% | % OTM / 23.79 | 94.33% | 0.08333 | 0.23 | 23.86 |
| AWC41C2007B
LIQUIDITY
|
AWC | Call | JPM | 5.7 | 2020-07-16 | 0.57 | +0.04 (+7.55%) | 3.04 | 0.84 | 1.43 | -1.23% | % OTM / 37.68 | 118.01% | 1 | 0.42 | 51.45 |
| BDMS41C2009A
LIQUIDITY
|
BDMS | Call | JPM | 22.8 | 2020-09-03 | 0.47 | -0.07 (-13.21%) | 3.14 | 0.72 | 3.57 | -0.60% | % OTM / 14.00 | 83.34% | 0.14286 | 0.51 | 14.33 |
| BGRI41C2007A
LIQUIDITY
|
BGRIM | Call | JPM | 50.452 | 2020-07-16 | 0.51 | 0.00 (0.00%) | 3.22 | 0.96 | 2.04 | -0.96% | % OTM / 15.32 | 97.50% | 0.07737 | 0.49 | 15.41 |
| BH41C2005A
LIQUIDITY
|
BH | Call | JPM | 148.099 | 2020-05-28 | 0.23 | 0.00 (0.00%) | 5.91 | 0.60 | 1.36 | -3.19% | % OTM / 25.51 | 82.12% | 0.04235 | 0.28 | 25.52 |
| BJC41C2007A
LIQUIDITY
|
BJC | Call | JPM | 47 | 2020-07-02 | 0.42 | -0.06 (-13.33%) | 3.87 | 0.93 | 2.14 | -1.11% | % OTM / 16.05 | 92.86% | 0.08333 | 0.45 | 16.13 |
| CBG41C2005A
LIQUIDITY
|
CBG | Call | JPM | 85.666 | 2020-05-28 | 0.65 | -0.08 (-10.81%) | 3.46 | 0.82 | 0.69 | -2.22% | % OTM / 23.26 | 134.85% | 0.07522 | 0.44 | 23.33 |
