Epstein Secrets

From: Daniel Sabba To: "jeffrey E." <[email protected]> CC: Paul Morris , Vahe Ste anian , Ariane Dwyer , Richard Kahn Subject: RE: Levered plays on BASF, Allianz and Volkswagen [C] Date: Thu, 23 Apr 2015 16:09:37 +0000 Classification: Confidential

A. Quanto call options (denominated in USD). - The idea is to benefit on the performance in local currency in USD, without the need to hedge for EUR FX. B. In-the-money vanilla call-options (denominated in EUR). - The goal is to purchase options whose premium is mostly composed by intrinsic value

.com> CC: Vahe Ste mnian , Richard Kahn < Subject: RE: Levered plays on BASE Allianz and Volkswagen [C] Date: Tue, 14 Apr 2015 14:38:24 +0000 >, Ariane Dwyer , Paul Morris Classification: Confidential Jeffrey, We received the quanto USD prices for 3m 100% calls and 6m 90% calls. They work for a notiona

. A. Quanto call options (denominated in USD). - The idea is to benefit on the performance in local currency in USD, without the need to hedge for EUR FX. B. In-the-money vanilla call-options (denominated in EUR). - The goal is to purchase options whose premium is mostly composed by intrinsic value

From: Daniel Sabba Sent: Monday, April 13, 2015 2:41 PM To: 'Jeffrey E.' Cc: Vahe Stepanian; Ariane Dwyer; Paul Morris; Richard Kahn Subject: Levered plays on BASF, Allianz and Volkswagen [C] Classification: Confidential Jeffrey, This is a first cut o

it. A. Quanto call options (denominated in USD). The idea is to benefit on the performance in local currency in USD, without the need to hedge for EUR FX. B. In-the-money vanilla call-options (denominated in EUR). The goal is to purchase options whose premium is mostly composed by intrinsic value to

Daniel From: Daniel Sabba Sent: Monday, April 13, 2015 2:41 PM To: 'jeffrey E.' Cc: Vahe Stepanian; Ariane Dwyer; Paul Morris; Richard Kahn Subject: Levered plays on BASF, Allianz and Volkswagen [C] Classification: Confidential Jeffrey, This is a first cut o

. A. Quanto call options (denominated in USD). - The idea is to benefit on the performance in local currency in USD, without the need to hedge for EUR FX. B. In-the-money vanilla call-options (denominated in EUR). - The goal is to purchase options whose premium is mostly composed by intrinsic value

ianz and Volkswagen [C] From: Daniel Sabba cffi. Date: Thu, 23 Apr 2015 10:24:24 -0400 To: jeffrey E. <[email protected]> Cc: Vahe Stepanian Ariane Dwyer Paul Morris Richard Kahn Classification: Confidential Jeffrey, Refreshed levels on the quanto-USD options are below. Would you have a moment to

edit. A. Quanto call options (denominated in USD). The idea is to benefit on the performance in local currency USD, without the need to hedge for EUR FX. B. In-the-money vanilla call-options (denominated in EUR). in The goal is to purchase options whose premium is mostly composed by intrinsic val