📄 Extracted Text (144 words)
Richard Kahn
HBRK Associates Inc.
575 Lexington Avenue 4th Floor
New York, NY 10022
tel
fax
cell
On Dec 7, 2015, at 9:36 AM, Ariane Dwyer wrote:
Hi Rich, yes that is correct.
From: Richard Kahn [mailto:
Sent: Monday, December 07,
To: Ariane Dwyer
Cc: Daniel Sabba; Paul Morris; Stewart Oldfield; Vahe Stepanian
Subject: Re: Dispersion Call Option [C]
please confirm bid of 0.60% converted to dollars is 24,996
thank you
Richard Kahn
HBRK Associates Inc.
575 Lexington Avenue 4th Floor
Ne
tel
fax
cel
On Dec 7, 2015, at 9:19 AM, Ariane Dwyer wrote:
-
Good morning Rich,
Per your request please find below the details from the trader:
Underlying Spots
HSCE 9,822.72
N225 19,749.28
.SPX 2,088.14
STOXX50E 3,379.00
33.59
Realized dispersion: —9.97% (using above spot references)
Indicative bid: 0.60%
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0073670
CONFIDENTIAL SDNY_GM_00219854
EFTA01377111
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EFTA01377111
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