The document provides a scenario analysis for a financial trade involving EUR/USD options. It includes details such as spot rates, put and call strike prices, forward rates, and option volatilities. The analysis focuses on the mid net premium as a percentage of EUR notional, varying with spot and time to expiry.
documents/vol00010-efta01461716-pdf.pdf
{"key_people":["Apurva Gupta"],"document_type":"tabular","key_locations":["Mumbai, India"],"document_subtype":"financial analysis","key_organizations":["KCP Capital Markets","Deutsche CIB Centre Private Limited"]}