The document outlines a financial transaction involving a European Call on Dispersion with a basket of indices (SPX, EEM, SXSE, HSCEI, NKY). It includes details on the expiry date, strike price, and offer terms. The final payout is calculated based on the average realized dispersion of the indices.
documents/vol00010-efta01456546-pdf.pdf
{"key_people":["Daniel Sabba"],"document_type":"correspondence","document_subtype":"financial correspondence","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0115778","SDNY_GM_00261962","EFTA01456546"]}