SOFL engages in a European Option Call and Put on EUR/USD with a notional of EUR 100,000,000 each. The call has a strike of 1.13 and the put has a strike of 1.056. Both options expire on 06-Sep-2016 and settle on 08-Sep-2016. Net premium paid by SOFL is USD 0.
documents/vol00010-efta01459839-pdf.pdf
{"key_people":["Vahe Stepanian"],"document_date":"2016-09-06","document_type":"financial","document_subtype":"European Option","key_organizations":["SOFL","Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0120555","SDNY_GM_00266739","EFTA01459839"]}