A memo detailing an indicative transaction for a European Call on Dispersion, with specific terms including the dispersion basket, expiry date, strike, and offer. The final payout formula is provided, along with definitions for average realized dispersion and individual dispersion for each index.
documents/vol00010-efta01456549-pdf.pdf
{"key_people":["Daniel Sabba"],"document_type":"correspondence","document_subtype":"memo","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0115782","SDNY_GM_00261966","EFTA01456549"]}