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EFTA Document EFTA01461325
Title Matchefta-efta01461325
Case Filesd-10-EFTA01461325Dept. of JusticeEFTA Document EFTA01461325
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Case File
sd-10-EFTA01461325Dept. of JusticeEFTA Document EFTA01461325
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(Embedded image moved to file: pic11734.gif) Notes: premium decays positively if spot is unchanged the premium is sensitive to moves in spot - much more than a regular l0y option the mid price for a lOyear expiry 85 strike USD)PV call (without any KO feature) is 10.5% and the mid price for a lyear 102.51 strike call is 4% and compared with either of these the option with the KO feature has better risk:reward in Nav's opinion we suggest sizing it to worst loss (Embedded image moved to f
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Dept. of Justice
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sd-10-EFTA01461325
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