EFTA01191281.pdf

From: Daniel Sabba To: "Jeffrey E." <[email protected]> Subject: RE: LNKD Structure [C] Date: Wed, 28 Jan 2015 19:20:48 +0000 Inline-Images: image001.png Classification: Confidential Jeffrey, I called you back per your request. I am at Regards, Daniel 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 1y 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 1y 100% vols 42.00 41.00 40.00 39.00 38.00 37.00 Jul Aug Sep Oct Nov Dec Jan 2014 2015 Copyright® 2015 Bloomberg Finance . 28-Jan-2015 09:18:56 Southern Financial longs LNKD through 1y TRS: • SF pays 1mL+75bps to receive total return • $0.03 commission in and out, optional early termination applicable, monthly resets Southern Financial shorts LNKD 1y 100% European calls: • DB bids 14.6% • Vol: 36.36% • Delta: 57% Best regards, Daniel EFTA01191281 Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA01191282