Case File
efta-efta01456759DOJ Data Set 10CorrespondenceEFTA Document EFTA01456759
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-efta01456759
Pages
0
Persons
0
Integrity
Loading PDF viewer...
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
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
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.