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Fundamental Analysis:


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Warrant Name:
Update : 2017-09-26 12:22
Data delay 15 minutes (to comply with SET's rule)
เจาะลึก DW คำนวณราคา DW เปรียบเทียบ DW Specification

Pricing

Warrant
AAV06C1803A (CALL WARRANTS ON AAV ISSUED BY PTSEC # A)
Underlying
AAV (ASIA AVIATION PUBLIC COMPANY LIMITED)
Last (BHT) (Change) 0.46 (-4.17%) Last (BHT) (Change) 6.50 (-2.26%)
Bid/Offer (BHT) 0.46 / 0.47 Bid/Offer (BHT) 6.45 / 6.50
High/Low (BHT) 0.48 / 0.46 High/Low (BHT) 6.60 / 6.40
Volume 405,000 Volume 23,509,900
Value 190,300 Value 152,339,790

Warrant Terms

Warrant Name AAV06C1803A Strike 5.000
Underlying AAV Ratio (Security:Underlying) 3.80000 : 1
Type Call First Trading Date 2017-03-24
Issue Amount 40,000,000 Last Trading Date 2018-03-30
Issuer PTSEC Expiry Date 2018-04-05
Exercise Type European Remaining Maturity (Days) 127

Assumed Values

Assumed Underlying Price
Assumed Time To Last Trading Date (Day)
Assumed Implied Volatility (%)
   

Simulated Results*

Simulated DW Price 0.46 Assumed Underlying Price 6.48
Simulated Effective Gearing (x) 3.11 Simulated All in Premium (%) 4.22
Assumed Implied Volatility (%) 46.09 Assumed Remaining Maturity (Days) 127
Underlying Price DW Price at various implied volatility levels
44.09% 45.09% 46.09% 47.09% 48.09%
6.20 0.39 0.40 0.40 0.40 0.41
6.25 0.40 0.41 0.41 0.41 0.42
6.30 0.42 0.42 0.42 0.42 0.43
6.35 0.43 0.43 0.43 0.44 0.44
6.40 0.44 0.44 0.44 0.45 0.45
6.45 0.45 0.45 0.45 0.46 0.46
6.50 0.46 0.46 0.47 0.47 0.47
6.55 0.47 0.47 0.48 0.48 0.48
6.60 0.48 0.49 0.49 0.49 0.49
6.65 0.49 0.50 0.50 0.50 0.50
6.70 0.51 0.51 0.51 0.51 0.52

*DW Prices and technical indicators are calculated slightly different from the model used for market making due to some limitations or unkowns. Therefore the simulated results might be different from the actual.
*The above calculaton is based on standard Black-Scholes assumption.

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.