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efta-efta00698628DOJ Data Set 9OtherFrom: Daniel Sabba
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DOJ Data Set 9
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efta-efta00698628
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From: Daniel Sabba
To: "Jeffrey E." <jeeyacation@,
ail.com>
CC: Vahe Stepanian
Paul Morris
Subject: LNKD Structure [C]
Date: Wed, 28 Jan 2015 14:54:01 +0000
Inline-Images: image001.png
Richard Kahn
Classification: Confidential
Jeffrey,
Please see below LNKD ly Vols. Would you like to explore the same structure for this stock? IA would be 25% of Notional.
The indications below work for $10mm notional.
LNKD ly 100% vols
• (1.) 12M 1CKA Mny 38.93A
ill
W
/ II
Jul
Aug
Oct
2014
Copyright® 2015 Bloomberg Finance L.P.
Sep
Nov
Dec
42.00
41.00
40.00
39.00
38.00
37.00
Jan
2015
28-Jan-2015 09:18:56
Southern Financial longs LNKD through 1y TRS:
•
SF pays 1mL+75bps to receive total return
•
$0.03 commission in and out, optional early termination applicable, monthly resets
Southern Financial shorts LNKD ly 100% European calls:
•
DB bids 14.6%
•
Vol:
36.36%
•
Delta: 57%
Best regards,
Daniel
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
EFTA00698628
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Deutsche Bank does not render legal or tax advice, and the information contained in this
communication should not be regarded as such.
EFTA00698629
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