The document provides an analysis of annualized returns and realized volatility for various equity and derivative strategies, sourced from Deutsche Bank and Bloomberg Finance LP. It discusses the attractiveness of long-dated call options and compares outright call options with call spreads, suggesting strategies for maintaining or scaling delta exposure.
documents/vol00010-efta01365338-pdf.pdf
{"title":"US Derivatives Spotlight","document_date":"2013-12-03","document_type":"tabular","key_organizations":["Deutsche Bank","Bloomberg Finance LP"],"reference_numbers":["DB-SDNY-0056044","SDNY_GM_00202228","EFTA01365338"]}