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Update : 2018-11-20 16:44
Data delay 15 minutes (to comply with SET's rule)
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Warrant
BANP01P1812B (PUT WARRANTS ON BANPU ISSUED BY BLS # B)
Underlying
BANPU (BANPU PUBLIC COMPANY LIMITED)
Last (BHT) (Change) 0.78 (13.04%) Last (BHT) (Change) 17.00 (-2.86%)
Bid/Offer (BHT) 0.78 / 0.80 Bid/Offer (BHT) 17.00 / 17.10
High/Low (BHT) 0.78 / 0.71 High/Low (BHT) 17.40 / 17.00
Volume 3,243,700 Volume 20,707,900
Value 2,478,419 Value 355,792,280

Warrant Terms

Warrant Name BANP01P1812B Strike 18.946
Underlying BANPU Ratio (Security:Underlying) 2.94507 : 1
Type Put First Trading Date 2018-06-26
Issue Amount 93,250,000 Last Trading Date 2018-12-27
Issuer BLS Expiry Date 2019-01-03
Exercise Type European Remaining Maturity (Days) 26

Techical Indicators

Effective Gearing (x) -5.24 Time Decay Per Day (%) -0.68
Sensitivity 2.43 Implied Volatility (%) 50.33
Bid/Ask Spread (tick) 2 Historical Volatility(%) 20.66 (as of 20 Nov 2018) คลิก
Intrinsic Value (BHT) 0.64 All in premium (%) 2.53
Time Value (BHT) 0.15 Moneyness ITM / 11.12%
Delta (%) -71.44

* All technical indicators are more precise during market open.

Disclaimer

  1. There is risk associated with this investment, investors should carefully study information before making the decision to invest.
  2. Bualuang Securities ("BLS") has a relationship with the securities in the paper as being market maker and issuer of derivative warrant. As a result, investors should carefully study information before making the decision to invest.
  3. This document is produced base upon sources believed to be reliable but their accuracy completeness or correctness is not guaranteed. The statement or expressions of opinion herein were arrived at after due and careful consideration to use as information for investment. Expressions of opinion contained herein are subject to change without notice. This document is not, and should not be construed as, an offer or the solicitation of an offer to buy or sell any securities. The use of any information shall be at the sole discretion and risk of the user.