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DW
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Last Update 14 Dec 2024 03:04:49
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Remark
- Historical Volatility (H.V.) is calculated from a formula, announced by Investment Banking Club of The Association of Securities Companies
- The Delta and Implied Volatility (I.V.) are calculated from Black-Scholes Model, with these input parameters.
- Option price: DW last price.
- Spot price: underlying last price.
- Time to Maturity: The time remaining from today to last trading date.
- Volatility: An underlying Historical Volatility
- Interest rate: The policy interest rate, announced from Bank Of Thailand (BOT)
- Dividend Yield: 0 point for stock DW or the latest dividend yield of the underlying index for the Index DW
- Volume of Outstanding DW and % O/S : Latest data provided by DW Issuers
Due to the different usage of the input parameters in the model, the value of Historical Volatility, Delta and Implied Volatility may different from DW issuers.
All information provided is for information purposes only and no warranty is made as to its fitness for purpose, satisfactory quality or otherwise. Every effort has been made to ensure that all information given is accurate, but no responsibility or liability (including in negligence) can be accepted by SET for errors or omissions or for any losses arising from the use of this information.