EFTA01456507.pdf

From: Daniel Sabba Sent: 1/28/2015 9:54:01 AM To: jeffrey E. ([email protected]) 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 ly 100% vols Hi: 9.547 ■ (1.) 12H 100% tiny 33.931 42.00 41.00 40.00 39.00 38.00 Low: ..7.361 37.00 Jul Aug Sep Oct Nov Dec Jan 2014 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, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. 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 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 115721 CONFIDENTIAL SDNY_GM_00261905 EFTA01456507