EFTA Document EFTA01462251
09 28 2009 09 25 2014 95) Save As 9i9 Actions • 91) Edit - 9S Table Last Price SV Iia Csilj v a tit Seeunty/Stady rl Event Track ,' Annotate 'F News O, Zoom (a • Last Price 77.9904 - T High on 08/28/13 91.8093 - Average 69.9526 - I Low on 05/18/10 55.6350 009 2010 2011 2012 2013 2014 Source: Bloomberg 25-Sep-2014 No lower chart Line Chart 0 80 77.9904 75 S&P 500 Put options dislocated relative to Call options • Trade: A 6m 110% calls financed by 6m 90% puts in a
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09 28 2009 09 25 2014 95) Save As 9i9 Actions • 91) Edit - 9S Table Last Price SV Iia Csilj v a tit Seeunty/Stady rl Event Track ,' Annotate 'F News O, Zoom (a • Last Price 77.9904 - T High on 08/28/13 91.8093 - Average 69.9526 - I Low on 05/18/10 55.6350 009 2010 2011 2012 2013 2014 Source: Bloomberg 25-Sep-2014 No lower chart Line Chart 0 80 77.9904 75 S&P 500 Put options dislocated relative to Call options • Trade: A 6m 110% calls financed by 6m 90% puts in a
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