From: Daniel Sabba
To: "Jeffrey E." <jeeyacation@gmail.com>
Subject: RE: LNKD Structure [C]
Date: Wed, 28 Jan 2015 19:20:48 +0000
Inline-Images: image001.png
Classification: Confidential
Jeffrey, I called you back per your request. I am at Regards, Daniel
From: Daniel Sabba
Sent: Wednesday, January 28, 2015 9:54 AM
To: 'jeffrey E.'
Cc: Vahe Stepanian; Richard Kahn; Paul Morris
Subject: LNKD Structure [C]
Classification: Confidential
Jeffrey,
Please see below LNKD 1y Vols. Would you like to explore the same structure for this stock? IA would be 25% of Notional.
The indications below work for $10mm notional.
LNKD 1y 100% vols
42.00
41.00
40.00
39.00
38.00
37.00
Jul Aug Sep Oct Nov Dec Jan
2014 2015
Copyright® 2015 Bloomberg Finance . 28-Jan-2015 09:18:56
Southern Financial longs LNKD through 1y TRS:
• SF pays 1mL+75bps to receive total return
• $0.03 commission in and out, optional early termination applicable, monthly resets
Southern Financial shorts LNKD 1y 100% European calls:
• DB bids 14.6%
• Vol: 36.36%
• Delta: 57%
Best regards,
Daniel
EFTA01191281
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
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