From: Jeffrey Epstein <jeevacationggmail.com>
To: "Barrett, Paul S" <
Subject: Re: Oil pricing
Date: Fri, 20 Apr 2012 18:14:48 +0000
I also would like to see straight puts and calls ,a nd if there is a link i could use .. all the better
On Fri, Apr 20, 2012 at 2:12 PM, Barrett, Paul S < - wrote:
Hi Jeffrey
We priced up some options on the August contract (expiring in July)
Indicative pricing:
Premiums are in $/bbl
August 2012 contract (11Jul2012 expiry) ref 118.00 on Brent
Client buys Brent calls
150 strike; 0.45 offer
175 strike; 0.40 offer
200 strike; 0.28 offer
Client buys Brent call with KI
125 strike; 3.20 offer
125 strike; 150 continuous KI; 1.50 offer
125 strike; 175 continuous KI; 0.45 offer
Client buys Brent put with KI
175 strike; 150 continuous KI; 1.60 offer
200 strike; 175 continuous KI; 0.45 offer
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We can price these up for June expiry as well if you like a particular version.
Paul
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
JPMorgan Private Bank
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