Jeffrey Epstein requested pricing for vanilla risk reversals with specific strikes on the put leg. Vahe Stepanian provided pricing details for EUR 100mm notional with zero net premium for both 6-month expiry options.
documents/vol00010-efta01457768-pdf.pdf
{"key_people":["Jeffrey Epstein","Vahe Stepanian","Daniel Sabba","Ariane Dwyer","Paul Morris","Stewart Oldfield","Richard Kahn"],"document_date":"2015-06-30","document_type":"correspondence","document_subtype":"email correspondence","key_organizations":["SOFL"]}