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Jun Sep Dec 2013 EUR Curncy (Euro Spot) Daily 033dN2013-03.3UN2014 KCP Capital Markets Apurva Gupta Associate Key Client Partners Capital Markets Group Deutsche CIB Centre Private Limited Asset and Weath Management Block 81. NirIon
Jun Sep Dec 2013 EUR Curncy (Euro Spot) Daily 033dN2013-03.3UN2014 KCP Capital Markets Apurva Gupta Associate Key Client Partners Capital Markets Group Deutsche CIB Centre Private Limited Asset and Weath Management Block 81. NirIon Knowledge Pat
Implied 6m correlation: -12.0% KCP Capital Markets (Embedded image moved to file: pic20874.gif) Apurva Gupta Associate I Key client Partners capital Markets Group Deutsche cIB centre Private Limit
Implied 6m correlation: -12.0% KCP Capital Markets (Embedded image moved to file: pic20874.gif) Apurva Gupta Associate I Key client Partners capital Markets Group Deutsche cIB centre Private Limited Asset and wealth Management Block Bl, Nirlon Knowledge
.pdf Option details Type: Underlying: Expiry: Strike: Contingency: Offer: Reference spot: Implied call volatility: Implied 6m correlation: KCP Capital Markets European call subject to contingency FTSE 100 Index 19-Dec-14 7000 (3% OTMspot) EURGBP FX less than or equal to 0.785 (1.9% from spot) at expiry
(3% OTMspot) EURGBP FX less than or equal to 0.785 (1.9% from spot) at expiry 0.66% of GBP notional FTSE 100: 7000, EURGBP: 0.800 11.2% -12.0% Apurva Gupta Associate I Key Client Partners Capital Markets Group Deutsche CIB Centre Private Limited Asset and Wealth Management Nock 81. Ninon Knowledge Pa
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