EFTA00698628.pdf

From: Daniel Sabba To: "Jeffrey E." <jeeyacation@, ail.com> CC: Vahe Stepanian Paul Morris Subject: LNKD Structure [C] Date: Wed, 28 Jan 2015 14:54:01 +0000 Inline-Images: image001.png Richard Kahn Classification: Confidential Jeffrey, Please see below LNKD ly 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 ly 100% vols • (1.) 12M 1CKA Mny 38.93A ill W / II Jul Aug Oct 2014 Copyright® 2015 Bloomberg Finance L.P. Sep Nov Dec 42.00 41.00 40.00 39.00 38.00 37.00 Jan 2015 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 ly 100% European calls: • DB bids 14.6% • Vol: 36.36% • Delta: 57% Best regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email EFTA00698628 This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA00698629