The document contains simulated profit and loss (P/L) scenarios for options under various rate, spot, and dividend yield changes. It includes tables showing the impact of these changes on 36M and 18M options after certain periods have passed, with data sourced from Deutsche Bank.
documents/vol00010-efta01364950-pdf.pdf
{"title":"US Derivatives Spotlight","document_date":"2013-12-03","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0055512","SDNY_GM_00201696","EFTA01364950"]}