Summary of SET50 Index Options Contract Specification
| Heading | Contract Specifications | ||||||||||
| Underlying Asset | SET50 Index which is compiled, computed and disseminated by the Stock Exchange of Thailand | ||||||||||
| Ticker Symbol | S50C : Call Options | S50P : Put Options | |||||||||
| Contract Multiplier | THB 200 per index point | ||||||||||
| Contract Months | 3 nearest consecutive months plus 1 quarterly month | ||||||||||
| Minimum Price Fluctuations | 0.10 index point | ||||||||||
| Price Limit | +30% of the previous day's SET50 Index | ||||||||||
| Exercise Style | European | ||||||||||
| Strike Price Interval | 25 points (at least 4 in-the-money strikes, 4 out-of-the-money strikes and 1 at-the-money strike) | ||||||||||
| Trading Hours |
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| Speculative Position Limit | Net 100,000 delta equivalent SET50 Index Futures contracts on one side of the market in any contract months of SET50 Index Futures and SET50 Index Options combined. | ||||||||||
| Last Trading Day | The business day immediately preceding the last business day of the contract month. Time at which trading ceases on Last Trading Day is 16:30 hrs. | ||||||||||
| Final Settlement Price | The final settlement price shall be the numerical value of the SET50 Index, rounded to the nearest two decimal points as determined by the exchange, and shall be the average value of the SET50 Index taken during last 15 minutes and the closing index value, after deleting the three highest and three lowest values. | ||||||||||
| Settlement Method | Cash Settlement | ||||||||||
| Exchange Fee | Maximum of THB 5 per contract per side.svg){kind=small} | ||||||||||
| Brokerage Commission | Freely negotiable | ||||||||||
Remark :
The above description is a summary of the contract specification. Please refer to the procedures of listing of Derivatives Contracts for the official contract specification.
Quote Vendor Codes
| Bloomberg | Refinitiv | SIX Financial |
| SET50<INDEX> OMON | S50xxxmy.FX
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Related Information
Disclaimer
SET Index, SET50 Index, SET100 Index and all indices calculated by the Stock Exchange of Thailand ( “SET” ) (collectively called "SET Index Series" ) are the registered trademarks/service marks solely owned by, and proprietary to SET. Any unauthorized use of SET Index Series is strictly prohibited. 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.