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EFTA Document EFTA01462095Case File
efta-efta01462095DOJ Data Set 10CorrespondenceEFTA Document EFTA01462095
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DOJ Data Set 10
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cheapening, the payout ratio falls below 2
ly ATMF / ATMF +3% call spread: 0.567% / 0.74%
Strikes: 6.2704 / 6.4585
Call spread costs 39.2% lesser than the vanilla ATMF call
Max payout of 4.1m for premium of lm (quite acceptable)
Kind regards,
Apurva
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Apurva Gupta
Associate I Key client Partners capital Markets Group
Deutsche CIB Centre Private Limited
Asset and wealth Management
Block B1, Nirlon Knowledge Park
Goregaon (E), 400063 Mumbai, India
Tel. +91 22 6181 2309
Mobile +91 9167585420
Email [email protected]
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I From:
ITazia Smith/db/dbcomODBAMERICAS
I To:
luzair Acieel/db/dbcom008EmEA,
I cc:
IApurva Gupta/db/dbcomdidbapac, Nav Gupta/db/dbcomddbemea, Paul Morris/db/dbcomODBAMERICAS, Vi nit
Sahni/db/dbcomOdbemea, vahe
IStepanian/db/dbcom008Americas
I Date:
108/11/2014 11:59 PM
I Subject:
I
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 124463
CONFIDENTIAL
SDNY_GM_00270647
EFTA01462095
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