From: "jeffrey E." <jeevacation®gmail.com>
To: Daniel Sabha
Subject: Re: Follow-up stock screen for Twitter-style trade [C]
Date: Wed, 11 Feb 2015 22:12:31 +0000
Inline-Images: image007.png; image004.png; image002.png; image014.png
can you tell me what the recoomendation on fcx was in oct nov dec.
On Tue, Feb 10, 2015 at 8:32 PM, Daniel Sabba > wrote:
Classification: Confidential
Jeffrey,
Jay and Vahe from my team put this together to follow-up on lower priced equities for which we can implement the TWTR equity
structure in either a listed or OTC structure. To start, we screened the S&P 500 with the following criteria:
Share Price ($10-$20 range)
Market Cap (>$10bn)
Covered by DB Research
The following 5 names fit the criteria:
Reid:image007.png@0ID04554.C14EA2F0
(Note: Pricing as of close 02/09/2015)
As demonstrated below, all 5 names remained in a narrow band for the earlier part of 2014.
In the latter months of the year, FCX, BAC and FITS saw a significant increase in implied volatility, most notably Freeport-
McMoRan (FCX).
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Reid:image002.png®01D04591.3FE28A50
As a result of these fluctuations, listed premiums arc now as follows:
Psid:image014.png@O1D04554.C14EA2F0
V
Reid:image004.png@OlD04591.3FE28A50
(Note: Pricing as of close 02/09/2015)
(•Premium (%) Bid/Price (Sh.))
EFTA00864648
Regards,
Daniel
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