Notes on premium decay and option pricing, comparing a 10-year expiry 85 strike USD call option with a 1-year 102.51 strike call option, and discussing the risk-reward of an option with a KO feature.
documents/vol00010-efta01461325-pdf.pdf
{"key_people":["Tazia Smith"],"document_type":"correspondence","key_locations":["New York"],"key_organizations":["Deutsche Bank Securities Inc","Deutsche Asset & Wealth Management"]}