A note from Nav Gupta, Managing Director at Deutsche Bank AG, discussing a financial strategy involving USDINR options with a 6-month expiry. The strategy includes buying a USDINR put and selling a USDINR call with net upfront premia zero. Nav mentions pricing for a 9-month option and will get back with details.
doj/DataSet10/EFTA01447408.pdf
{"key_people":["Nav Gupta"],"document_type":"correspondence","key_locations":["London","United Kingdom"],"document_subtype":"note","key_organizations":["Deutsche Bank AG","Deutsche Asset & Wealth Management","DeAWM Key Client Partners"],"reference_numbers":["DB-SDNY-0102033","SDNY_GM_00248217","EFTA01447408"]}