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From: Sent: To: CC: Subject: Attachments: Tazia Smith 5/20/2014 1:30:08 PM [email protected] Nay Gupta I ; DBComAdmins ; Paul Morris [ Vahe Stepanian lailmeinumelmalSj Re: Jeffrey - Two 9month
the 6mo price history on the options for you From: To: Cc: Date: Subject: Nay Gupta/db/dbcom@DBEMEA [email protected], OBComAdmins@dbcom, Tazia Smith/db/dbcom008AMERICAS, Paul Morris/db/dbcom@OBAMERICAS, [email protected] 05/20/2014 01:13 PM Jeffrey - Two 9month expiry Rupee option trades + hist
s value of option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic31000.gif) Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia Put strike: 58.08, call strike: 67.58 Ref spot: USDINR 58.6 Scenario Analys
pee or pass please advise Richard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York. NY 10022 Begin forwarded message: > From: Tazia Smith a> > Subject: Fw: Jeffrey - Two 9month expiry Rupee option trades + historical charts > Date: May 20, 2014 at 3:20:04 PM EDT > To: jeevacation@ a
ysis for Trade 1 > Table shows value of option (as % of notional) on movement in spot, decaying with time EFTA00632450 > Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia > Put strike: 58.08, call strike: 67.58 > Ref spot: USDINR 58.6 > Scenario
st 6 months? lhaks From: "jell-my E." leevaeatioartgmail.com> To: Nay Gupta/db/dbcom aDBENIEA. Cc: Date: Subject: Vinil Sahni/db/dbcomADBEMEA. Tazia Smith/db/dbcom a DBAMERICAS. Paul Nlorris/db/dbcoma DB AMERICAS 20/05/2014 17:22 Re: Jeffrey - Rupee Appreciation - Nay CONFIDENTIAL — PURSUANT TO FED.
-2 57.43 1.73 1.87 1.97 1.90 2.00 -4 56.26 2.71 3.04 3.42 3.72 4.00 -6 55.08 4.00 4.54 5.25 5.85 6.00 Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net Um premia Put strike: 58.08. call strike: 67.58 Rcf spot: USDINR 58.6 Scenario Analysis
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