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EFTA Document EFTA01374975
Title Matchefta-efta01374975
Case Filesd-10-EFTA01374975Dept. of JusticeEFTA Document EFTA01374975
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Case File
sd-10-EFTA01374975Dept. of JusticeEFTA Document EFTA01374975
Other
Strike: 6.5 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD 287,100 (2.87%) Delta: 53% Strike vol: 6.24% Leg 2: European Option Call SOFL sells European USD Call on USD/CNH Strike: 7.0 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD -127,100 (1.27%) Delta: 24% Strike vol: 9.15% Net premium: USD 160,000 (1.60%) Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Email All trade execu
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01374975
Pages
1
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0
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