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Alternatively consider : -
Buy 1.345 EURUSD Put / Sell 1.38 Call
Net premia you pay is 8.5bp of notional
I'll work on the scenario grids for you overnight - I think this pop in EURUSD is opportune to start
scaling
Nay
Nay Gupta
Managing Director
Deutsche Bank AG. Filiale London
Deutsche Asset & Wealth Management
1051108 Old Broad St (Pinners Hall). EC2N lEN London. United Kingdom
Tel.
Mob
E
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