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EFTA01479447
s of where DB forecasts spot to roll up to. EFTA01479447 Simple scenario analysis for USDJPY Call option, strike 85 with American style KO at 90 Spot Ref 102.51, l0y Fwd 77.10 This analysis implies that all else except spot remains equal (eg. volatility, rates) At 90.0 and below the option is worth $0. Ful
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