EFTA01456724.pdf

DataSet-10 1 page 103 words document

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📄 Extracted Text (103 words)

Premium (%)
    16.00%
    14.00%
    12.00%
    10.00%

     8.00% 1
     6.00%
     4.00%
     2.00%
     0.00%
                         BAC      FCr.     FITB   BSY.
                                                         V

                      American Call Option Structure
   Company Price (Sh.) Strike     Expiry Premium Bid *Premium (96)
   F        $ 1502 $ Imo vwzno $                     322   11.43%
   BAC      S 1635 S 21.00 1/15/3116 $               1.2)   7.34%
   PCX      $ Iasi $ atoo 1/15/2036 $                Z&)   14.
   MB       $ 1879 $ 20.00 1/14/2016 $               0.117  4096
   OSX      $ 14.45 $ 15.00 1/15/2416 $              133    'an
  (Note: Pric ng as of close 02/09/2015)
  (•Premium %) = Bid/Pri e(Sh.))

   Regards,
   Daniel




CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)                       DB-SDNY-0 115997
CONFIDENTIAL                                                         SDNY_GM_00262181
                                                                         EFTA01456724            

ℹ️ Document Details

SHA-256

3afc07308b4f0afe7a536239c77c4b2796384d017636a27dd80cbf9ee0cf9895

Bates Number

EFTA01456724

Dataset

DataSet-10

Document Type

document

Pages

1

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