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e goal is to purchase options whose premium is mostly composed by intrinsic value to obtaining large embedded option leverage. Vol references (from Bloomberg): 3m BASF WAS GR) 100% implied vol: 22.15% 3m Allianz (ALV GR) 100% implied vol: 15.35% 3m Volkswagen (VOW GR) 100% implied vol: 25.08% We will
se alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. 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.
2 mentions1 same-page
Page ?Same page
e goal is to purchase options whose premium is mostly composed by intrinsic value to obtaining large embedded option leverage. Vol references (from Bloomberg): 3m BASF WAS GR) 100% implied vol: 22.15% 3m Allianz (ALV GR) 100% implied vol: 15.35% 3m Volkswagen (VOW GR) 100% implied vol: 25.08% We will
se alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. 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.
2 mentions1 same-page
Page ?Same page
: 0.45 BASF (Bloomberg Ticker BAS GY) Ref: 90.28 Expiry: July 15 2015 Strike: 92 AC Offer: 2.68 IV: 25.52 / 26.08 Delta: 0.38 Allianz (Bloomberg Ticker ALV GY) Ref: 159.30 Expiry: July 15 2015 Strike: 160 Offer: 3.85 IV: 21.10 / 21.85 Delta: 0.42 Regards, Daniel From: Jeffrey E
se alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. 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.
Sponsored
2 mentions1 same-page
Page ?Same page
e goal is to purchase options whose premium is mostly composed by intrinsic value to obtaining large embedded option leverage. Vol references (from Bloomberg): 3m BASF (VAS GR) 100% implied vol: 22.15% 3m Allianz (ALV GR) 100% implied vol: 15.35% 3m Volkswagen (VOW GR) 100% implied vol: 25.08% We wil
se alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. 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.
2 mentions1 same-page
Page ?Same page
e goal is to purchase options whose premium is mostly composed by intrinsic value to obtaining large embedded option leverage. Vol references (from Bloomberg): 3m BASF (VAS GR) 100% implied vol: 22.15% 3m Allianz (ALV GR) 100% implied vol: 15.35% 3m Volkswagen (VOW GR) 100% implied vol: 25.08% We wil
se alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. 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.
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Mutual Connections (11)
Entities connected to both Bloomberg L.P. and A. Quanto
Jeffrey Epstein
PERSON1,256 w/ Bloomberg·5 w/ A.
Richard Kahn
PERSON274 w/ Bloomberg·5 w/ A.
Paul Morris
PERSON191 w/ Bloomberg·5 w/ A.
VS
Vahe Stepanian
PERSON158 w/ Bloomberg·5 w/ A.
Deutsche Bank Securities Inc.
ORGANIZATION142 w/ Bloomberg·5 w/ A.
Daniel Sabba
PERSON136 w/ Bloomberg·5 w/ A.
Ariane de Rothschild
PERSON94 w/ Bloomberg·3 w/ A.
Ariane Dwyer
PERSON60 w/ Bloomberg·3 w/ A.
Volkswagen
ORGANIZATION16 w/ Bloomberg·5 w/ A.
Allianz
ORGANIZATION11 w/ Bloomberg·5 w/ A.
EUR FX
ORGANIZATION8 w/ Bloomberg·5 w/ A.