A memo discussing a 10-year expiry SY call option with specific characteristics, including positive decay, knockout feature, sensitivity to SY spot moves, and cost comparison to a vanilla call option. The memo is intended for discussion purposes only and does not create any legal obligation for Deutsche Bank AG or its affiliates.
doj/DataSet10/EFTA01451183.pdf
{"key_people":["Nay Gupta","Tazia Smith"],"document_type":"correspondence","key_locations":["London, United Kingdom","New York, NY, USA"],"document_subtype":"memo","key_organizations":["Deutsche Bank AG","Deutsche Asset & Wealth Management","Deutsche Bank Securities Inc"]}