Illegal Activity
none
Blackmail
none
Date
Unknown
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This email from Daniel Sabba at Deutsche Bank Securities Inc. provides indicative levels for digital put and call options and compares them to vanilla risk reversals. It informs the recipient that the levels are indications and to reach out for live levels.
Metadata
- Subject
- Digital put and call
- Sender
- Daniel Sabba
- Recipients
- —
- Document ID
- DB-SDNY-0055638
- Date
- —
Relationships 1
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Daniel Sabba | Employment | Deutsche Bank Securities Inc. | Daniel Sabba is an employee of Deutsche Bank Securities Inc. |
Notable Quotes 3
Client buys 3y Digital put struck at 1.0750, European observation
Client sells 3y Digital call struck at 1.3175, European observation
Please note the levels below are indications - please reach out for live levels.
Financial Information
Amounts:1.07501.31751.07501.2300
Transactions:
- Client buys 3y Digital put struck at 1.0750, European observation
- Client sells 3y Digital call struck at 1.3175, European observation
- We compared this with vanilla risk reversals — for a 3y structure, 1.0750 / 1.2300 vanilla reversal is zero net premium.
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
People 1
Organizations 1
Deutsche Bank Securities Inc.
Locations 1
Europe
Financial Entities 1
Deutsche Bank
Text Analysis
- Tone
- Professional
- Purpose
- To provide indicative levels for digital put and call options and compare them to vanilla risk reversals.
- Significance
- The document provides information on financial transactions and market analysis.
File Info
- File Name
- EFTA01365041.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:10.164932
- DOJ Source
- View on DOJ