A trade execution report detailing a notional amount of USD 10,000,000 with an expiry date of 27-Oct-2016. The premium is USD -127,100 (1.27%) with a delta of 24% and a strike vol of 9.15%. The net premium is USD 160,000 (1.60%).
documents/vol00010-efta01458753-pdf.pdf
{"key_people":["Vahe Stepanian"],"document_type":"financial","document_subtype":"trade execution report","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0118821","SDNY_GM_00265005","EFTA01458753"]}