Correct. It's a film cap, so it has no polarity. It will block DC and pass AC in any direction.
Edit: To expand a bit on the above, my understanding is that only electrolytic caps (including tantalum) are polarized and are marked as such. Film and ceramic caps are not. But searching the question "Are film caps directional?" on audio sites can get confusing b/c some film caps have an "outer foil" marking on one end, and some people claim that film caps sound better if installed in a certain direction (for example, VCap recommends different outer foil directionality depending on application). But this is totally different from the polarity of an electrolytic cap, which will overheat and explode if installed backwards - I know this from experience. ;D
[[Edit 2: I see that Tom-s posted about outer foil markings as I was typing this]]
cheers, Derek