Comparison between
Underlying historical volatility and DW Implied volatility

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Account Opening
Indicative Price (Realtime)


Fundamental Analysis:

DW01 Weekly Highlight

Hot Call DW
Hot Put DW
Warning List

Hotline 026181492-4

เจาะลึก DW รายตัว

Warrant Name:
Update : 2019-10-15 16:44
Data delay 15 minutes (to comply with SET's rule)
เจาะลึก DW คำนวณราคา DW เปรียบเทียบ DW Specification

Time Line Chart


S50Z19 (S50 Futures)
Last (BHT) (Change) 0.49 (2.08%) Last (BHT) (Change) 1,083.20 (0.34%)
Bid/Offer (BHT) 0.49 / 0.50 Bid/Offer (BHT) 1083.00 / 1,083.20
High/Low (BHT) 0.51 / 0.46 High/Low (BHT) 1,084.80 / 1,079.40
Volume 263,563,600 Volume 112,895
Value 127,985,605 Value 122,175,855

Warrant Terms

Warrant Name S5001C1912G Strike 1,150.000
Underlying S50Z19 Ratio (Security:Underlying) 40.94300 : 1
Type Call First Trading Date 2019-09-13
Issue Amount 150,000,000 Last Trading Date 2019-12-27
Issuer BLS Expiry Date 2020-01-03
Exercise Type European Remaining Maturity (Days) 51

Techical Indicators

Effective Gearing (x) 16.59 Time Decay Per Day (%) -2.02
Sensitivity 0.76 Implied Volatility (%) 22.51
Bid/Ask Spread (tick) 1 Historical Volatility(%) 11.67 (as of 15 Oct 2019) คลิก
Intrinsic Value (BHT) 0.00 All in premium (%) 8.05
Time Value (BHT) 0.50 Moneyness OTM / -5.82%
Delta (%) 31.05

* All technical indicators are more precise during market open.


  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.