DS9 Document EFTA00864773

From: To: CC: Subject: Date: Attachments: Inline-Images: Daniel Sabba "Jeffrey E." <[email protected]> Vahe Ste anian , Ja Li man , Richard Kahn Follow-up stock screen for Twitter-style trade [C] Wed, 11 Feb 2015 00:32:02 +0000 oledata.mso imageOO7.png; image014.png; image002.png; image004.png , Paul Morris Classification: Confidential Jeffrey, Jay and Vahe from my team put this together to follow-up on lower priced equities for which we can implement the TWTR equity structure in either a listed or OTC structure. To start, we screened the S&P 500 with the following criteria: Share Price ($10-$20 range) Market Cap (>$10bn) - Covered by DB Research The following 5 names fit the criteria: ;Licid:[email protected] (Note: Pricing as of close 02/09/2015) As demonstrated below, all S names remained in a narrow band for the earlier part of 2014. In the latter months of the year, FCX, BAC and FITB saw a significant increase in implied volatility, most notably Freeport-McMoRan (FCX). ;Licid:[email protected] As a result of these fluctuations, listed premiums are now as follows: EFTA00864773 Le-icid:[email protected] ;L'cid:[email protected] (Note: Pricing as of close 02/09/2015) (•Premium (%) = Bid/Price (Sh.)) Regards, Daniel This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA00864774