ke (% notional) 0 53.60 1 58.01 2 57.42 1.31 0.92 0.71 6&0000 66.0000 64.0000 62.0000 60.0000 ..10•VVNIV 56.0000 54.0000 Mar 2014 Copyrigh 2014 Bloomberg Finance L.D. 20-may-2014 17:57:03 Scenario Analysis for Trade 1 Table shows value of option (as % of notional) on movement in spot, decaying with time Sp