📄 Extracted Text (170 words)
From: Paul Morris
Sent: 1/28/2015 10:23:37 AM
To: Stewart 0ldfield
Subject: FW: LNKD Structure [C)
Classification: Confidential
Paul Morris
Managing Director
Deutsche Bank Private Bank
Office:
Cell:
From: Daniel Sabba
Sent: Wednesday, January 28, 2015 9:54 AM
To: Jeffrey E.
Cc: Vahe Stepanian; Richard Kahn; Paul Morris
Subject: LNKD Structure [C]
Classification: Confidential
Jeffrey,
Please see below LNKD ly Vols. Would you like to explore the same structure for this stock? IA would be 25% of
Notional. The indications below work for $10mm notional.
LNKD 1v 100% vots
42.00
41.00
40.00
39.00
38.00
37.00
Jut Aug Sep Oct Nov Dec Jan
201.4 2015
Copyright? 2015 Bloomberg Finance L.P. 28-Jan-2015 09:18:56
Southern Financial longs LNKD through ly TRS:
• SF pays lmL+75bps to receive total return
• $0.03 commission in and out, optional early termination applicable, monthly resets
Southern Financial shorts LNKD ly 100% European calls:
• DB bids 14.6%
• Vol: 36.36%
• Delta: 57%
Best regards,
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0054123
CONFIDENTIAL SDNY_GM_00200307
EFTA01363800
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