DELTA41C2411B

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Minimum bid price of THB 0.01

Price table for 7 business days in advance

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PUT

DELTA41P2412A

CALL

DELTA41C2412A

Thai Stock

SET

DELTA41C2411B

First Trading Date

2024-06-21

Last Trading Date

2024-11-07

Remaining

52 Day(s)

DW Bid Price

0.45THB

% Change

Effective Gearing

5.15X

Sensitivity

1.1

Time Decay (%)

-1.57%

Moneyness (%)

OTM(4.39%)

Implied Volatility (%)

74.86%

Updated on 2024-09-16 17:40 (Minimum 15 mins delayed)

Price Table for DELTA41C2411B Bid Price

DELTA Last Price :

DW Calendar

Underlying Bid Price	Tue 17 Sep	Wed 18 Sep	Thu 19 Sep	Fri 20 Sep	Mon 23 Sep	Tue 24 Sep
92.25	0.24	0.24	0.23	0.22	0.22	0.21
92.5	0.25	0.24	0.23	0.23	0.22	0.21
92.75	0.25	0.24	0.24	0.23	0.22	0.22
93	0.25	0.25	0.24	0.23	0.23	0.22
93.25	0.26	0.25	0.25	0.24	0.23	0.23
93.5	0.26	0.26	0.25	0.24	0.24	0.23
93.75	0.27	0.26	0.25	0.25	0.24	0.23
94	0.27	0.26	0.26	0.25	0.24	0.24
94.25	0.28	0.27	0.26	0.26	0.25	0.24
94.5	0.28	0.27	0.27	0.26	0.25	0.25
94.75	0.28	0.28	0.27	0.26	0.26	0.25
95	0.29	0.28	0.28	0.27	0.26	0.25
95.25	0.29	0.29	0.28	0.27	0.27	0.26
95.5	0.30	0.29	0.28	0.28	0.27	0.26
95.75	0.30	0.30	0.29	0.28	0.27	0.27
96	0.31	0.30	0.29	0.29	0.28	0.27
96.25	0.31	0.30	0.30	0.29	0.28	0.28
96.5	0.32	0.31	0.30	0.30	0.29	0.28
96.75	0.32	0.31	0.31	0.30	0.29	0.29
97	0.33	0.32	0.31	0.30	0.30	0.29
97.25	0.33	0.32	0.32	0.31	0.30	0.30
97.5	0.34	0.33	0.32	0.31	0.31	0.30
97.75	0.34	0.33	0.33	0.32	0.31	0.30
98	0.35	0.34	0.33	0.32	0.32	0.31
98.25	0.35	0.34	0.34	0.33	0.32	0.31
98.5	0.36	0.35	0.34	0.33	0.33	0.32
98.75	0.36	0.35	0.35	0.34	0.33	0.32
99	0.37	0.36	0.35	0.34	0.34	0.33
99.25	0.37	0.36	0.36	0.35	0.34	0.33
99.5	0.38	0.37	0.36	0.35	0.35	0.34
99.75	0.38	0.37	0.37	0.36	0.35	0.34
100	0.39	0.38	0.37	0.37	0.36	0.35
100.5	0.40	0.39	0.39	0.38	0.37	0.36
101	0.41	0.40	0.40	0.39	0.38	0.37
101.5	0.42	0.41	0.41	0.40	0.39	0.38
102	0.43	0.43	0.42	0.41	0.40	0.40
102.5	0.44	0.44	0.43	0.42	0.41	0.41
103	0.46	0.45	0.44	0.43	0.43	0.42
103.5	0.47	0.46	0.45	0.44	0.44	0.43
104	0.48	0.47	0.46	0.46	0.45	0.44
104.5	0.49	0.48	0.48	0.47	0.46	0.45
105	0.50	0.50	0.49	0.48	0.47	0.46
105.5	0.52	0.51	0.50	0.49	0.48	0.48
106	0.53	0.52	0.51	0.51	0.50	0.49
106.5	0.54	0.53	0.53	0.52	0.51	0.50
107	0.55	0.55	0.54	0.53	0.52	0.51
107.5	0.57	0.56	0.55	0.54	0.54	0.53
108	0.58	0.57	0.56	0.56	0.55	0.54
108.5	0.59	0.59	0.58	0.57	0.56	0.55
109	0.61	0.60	0.59	0.58	0.57	0.57
109.5	0.62	0.61	0.60	0.60	0.59	0.58
110	0.63	0.63	0.62	0.61	0.60	0.59
110.5	0.65	0.64	0.63	0.62	0.62	0.61
111	0.66	0.65	0.65	0.64	0.63	0.62
111.5	0.67	0.67	0.66	0.65	0.64	0.64
112	0.69	0.68	0.67	0.67	0.66	0.65
112.5	0.70	0.70	0.69	0.68	0.67	0.66

Updated on 2024-09-16 08:50

Disclaimer on the Price Table

The above Indicative Price Table sets out the approximated theoretical market value of the derivatives warrants (the “DWs”) issued by JPMorgan Securities (Thailand) Limited (“Issuer”) and may not be reflective of the price, if any, at which the Market Maker or any other person is willing to purchase or sell the DWs. In addition, whilst the proprietary pricing models of J.P. Morgan are based on well recognized financial principles, other market participants’ pricing model may differ or produce a different result. Such approximated theoretical price may also differ from the price quoted on the Stock Exchange of Thailand (“SET”) by the Market Maker of the DWs due to various factors, including but not limited to:
1. a) lack of market liquidity and/or significant market volatility of the underlying of the DWs;
2. b) supply and demand of the DWs at any point in time;
3. c) during the pre-opening and auction market periods on the SET;
4. d) any event that may have a diluting or concentrative effect on the theoretical value of the shares of the underlying company or the component securities of the index (as applicable) of the DWs;
5. e) delays in market data feed and/or technical issues; and
6. f) other factors that are beyond the control of the Issuer or the Market Maker of the DWs.
Investors should exercise extra caution when trading any DWs during the pre-opening and auction market periods on the SET or when trading any DW listed in the Warning List.
The approximated theoretical market value of the DWs as set out in the Indicative Price Table is calculated from the current exercise price and exercise ratio of such DWs, as adjusted and/or amended from time to time in accordance with the terms and conditions of such DWs and applicable laws, rules and regulations.
The terms and conditions applicable to any derivative warrants issued by the Issuer, including the market maker conditions, are subject to the terms and conditions of such derivative warrants, the rules and regulations of the SET and applicable laws and regulations.
The materials and information in this table are provided for informational and discussion purposes only and are not intended as an offer, invitation, inducement, advice, recommendation or solicitation for the purchase or sale of any financial instrument (including warrants or other structured products listed on the SET).

J.P.Morgan reserves the right to change, amend or withdraw the material and information in the Indicative Price Table at any time without prior notice. J.P. Morgan is not under any obligation to update or keep current the information in this table. None of J.P. Morgan or its associated and connected persons and/or affiliates, their directors, officers and/or employees (including persons involved in the preparation or issuance of the materials and information in this table) or any information provider makes any representation or warranty, express or implied, of any kind as to the truth, accuracy, completeness, adequacy or reasonableness of the content in this table or as to the fitness of any such material for any purpose.

For the full terms and conditions and disclaimers in relation to the use of this website, including but not limited to this table, please refer to the Terms of Use and Disclaimers at http://jpmorgandw41.com.

What are the market making hours and holidays for foreign underlying DWs?

Market Making Hours for Hong Kong Single Stock DWs
10.00 - 11.00
12.00 - 15.00

Market Making Hours for US Index DWs
10.00 - 16.30

Market Making Hours for Japan Index DWs
10.00 – 13.15
14.30 – 16.30

Market Making Hours for China Index DWs
10.00 - 15.30
16.15 - 16.30

For Market Making Holidays, please click here

General Information

DW Code

DELTA41C2411B

Underlying

DELTA

Issuer

JPM (41)

DW Type

Call

Strike Price

107

Exercise Ratio
(DW: 1 underlying)

First Trading Date

2024-06-21

Last Trading Date

2024-11-07

Maturity Date

2024-11-13

DW Features

Effective Gearing

5.15

Sensitivity

1.1

Implied Volatility (%)

74.86%

Moneyness (%)

OTM / 4.39

Time Decay (Days)

1.41

Time Decay (%)

-1.57%

90 Day Historical Volatility

36.54

Sensitivity (Index Point)

N/A

Underlying Information

Last Price

DELTA
102.50

DELTA41C2411B
0.45

Change
(currency or index point
/ % change)

-1.00 (0.97%)

Bid/Ask

102.50 / 103.00

0.45 / 0.47

Trading Value
('000)

485,283

Trading Volume
('000 units)

4,721

Highest Price
(in market making hours)

103.50

N/A

Lowest Price
(in market making hours)

102.50

N/A

Currency

THB

DW Education Portal

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DW41 Highlights for DELTA

PUT

DELTA41P2412A

0.26 บาท -

CALL

DELTA41C2412A

0.27 บาท -6.90%

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Interested in DW on DELTA?
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Information and News

Price Table for DELTA41C2411B Bid Price

What are the market making hours and holidays for foreign underlying DWs?

DW and Underlying Price Chart

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DELTA

General Information

DW Features

Underlying Information

Related News

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DW Education Portal

J.P. Morgan DW41 Weekly Highlight - 14 - 20 ก.ย. 2567

ทิศทางตลาด DW ประจำสัปดาห์ 2 - 6 ก.ย. 67

วัน Put หรือ Call 21 ส.ค. 67: ทำไมดัชนีหุ้นสหรัฐฯ พักฐานหลังปรับตัวขึ้น 8 วัน? Walmart ขาย JD (9618) มีผลกระทบอย่างไร?

ทำความรู้จัก Nikkei 225 Stock Average Index: ดัชนีหุ้นญี่ปุ่นที่รวบรวม 225 บริษัทชั้นนำจาก 6 อุตสาหกรรม

DW41 Highlights for DELTA

DELTADELTA41C2411B

Interested in DW on DELTA?Select from our DW41 highlighted structures for DELTA

DW41 Highlights for your consideration

Price Table

Price Chart

Information and News

Price Table for DELTA41C2411B Bid Price

What are the market making hours and holidays for foreign underlying DWs?

DW and Underlying Price Chart

Comparison Chart

DELTA

DELTA41C2411B

General Information

DW Features

Underlying Information

Related News

Related Documents

DW Education Portal

J.P. Morgan DW41 Weekly Highlight - 14 - 20 ก.ย. 2567

ทิศทางตลาด DW ประจำสัปดาห์ 2 - 6 ก.ย. 67

วัน Put หรือ Call 21 ส.ค. 67: ทำไมดัชนีหุ้นสหรัฐฯ พักฐานหลังปรับตัวขึ้น 8 วัน? Walmart ขาย JD (9618) มีผลกระทบอย่างไร?

ทำความรู้จัก Nikkei 225 Stock Average Index: ดัชนีหุ้นญี่ปุ่นที่รวบรวม 225 บริษัทชั้นนำจาก 6 อุตสาหกรรม

DW41 Highlights for DELTA

Interested in DW on DELTA?
Select from our DW41 highlighted structures for DELTA