Case File
efta-01456759DOJ Data Set 10OtherEFTA01456759
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Unknown
Source
DOJ Data Set 10
Reference
efta-01456759
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0
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Extracted Text (OCR)
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50
45
4.
12M ATM Call Implied Volatility
\I
-r
35
«•-BAC
—F a
30
—FIT))
25
BSX
20
15
•
2/10/2014
5/10/2014
W10/2014
11/1W2014
As a result of these fluctuations, listed premiums are now as follows:
r
Premium (%)
16.00%
14.00%
12.00%
10.00%
4
8.00% -I
6.00%
4.00% I
2.00%
I
I
F
BAC
FCX
FITB
BSX
I
Iv
American Call Option Structure
Company Price (5h.)
Strike
Expiry
Premium Bid *Premium (%)
F
$ 3532 $ 15.00 1/15/201% $
322
113%
BAC
$ 16.35 $ 1100 visrznfi $
120
7.34%
FCX
$ 1151 $ 20.00 1/15/2016 $
2.80
14.35%
Fin
$ 1879 $ 20.00 1/151/20116 $
0.87
463%
BSX
$ 1445 $ 15.00 1/15/7016 $
133
12016
(Note: Pricing as of close 02/09/2015)
('Premium %) = Bid/Pri e (Still
Regards,
Daniel
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 116046
CONFIDENTIAL
SDNY_GM_00262230
EFTA01456759
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