Analysis of a USD/JPY call option with a strike of 85 and an American style knockout (KO) at 90. The spot reference is 102.51 and the 10-year forward is 77.10. The memo discusses the implications of the KO feature on the option's value and risk-reward profile.
doj/DataSet10/EFTA01446822.pdf
{"key_people":["Tazia Smith"],"document_type":"correspondence","key_locations":["New York, NY"],"document_subtype":"memo","key_organizations":["Deutsche Bank Securities Inc","Deutsche Asset & Wealth Management"]}