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Document Mentions (4 shared documents)
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tion (quoted as Call Strike / Put Strike) - 1.4250 / 1.4070 - 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% 2.5% OTMS / 1.37% EFTA00688014 Basket cheapening to vanillas: 15% 20% Equally -weighted basket in CNH, KRW, SGD and TWD Strike
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
2 mentions1 same-page
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put option (quoted as Call Strike / Put Strike) 1.4250 / 1.4070 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% Basket cheapening to vanillas: 2.5% OTMS / 1.37% 15% 20% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATM
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
2 mentions1 same-page
Page ?Same page
Call Strike / Put Strike) - 1.4250 / 1.4070 - 1.4500 / 1.3900 EFTA00848473 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% Basket cheapening to vanillas: 15% Equally -weighted basket in CNN, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheape
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
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2 mentions1 same-page
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Strike/ Premium: Basket cheapening to vanillas: ATMS/231% 15% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheapenin
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:161300
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Mutual Connections (12)
Entities connected to both Strike/ Premium and Call on USD/CNH
Jeffrey Epstein
PERSON4 w/ Strike/·8 w/ Call
Marc Rich
PERSON4 w/ Strike/·8 w/ Call
Richard Kahn
PERSON4 w/ Strike/·8 w/ Call
Martha Stewart
PERSON4 w/ Strike/·8 w/ Call
Paul Morris
PERSON4 w/ Strike/·8 w/ Call
Daniel Sabba
PERSON4 w/ Strike/·8 w/ Call
Stewart Oldfield
PERSON3 w/ Strike/·7 w/ Call
Ariane de Rothschild
PERSON4 w/ Strike/·6 w/ Call
VS
Vahe Stepanian
PERSON3 w/ Strike/·6 w/ Call
Ariane Dwyer
PERSON4 w/ Strike/·5 w/ Call
Call Strike / Put Strike
ORGANIZATION4 w/ Strike/·3 w/ Call
USDKRW
ORGANIZATION4 w/ Strike/·3 w/ Call