The document outlines financial strategies and instruments related to Brent crude oil, including risk reversals, swaps, and absolute return notes. It provides details on call and put options, swap structures, and the potential for monetizing moves in crude prices. The document also discusses implied volatility and price curves, noting that current premiums are low compared to historical averages.
documents/vol00010-efta01461145-pdf.pdf
{"key_people":["Tazia Smith"],"document_type":"financial","key_locations":["New York NY"],"key_organizations":["Deutsche Bank Securities Inc","Deutsche Asset & Wealth Management"],"reference_numbers":["5104.2"]}