Levered plays on BASF, Allianz and Volkswagen [C (Daniel Sabba, 4/13/2015)

From: Daniel Sabba Sent: 4/13/2015 2:41:23 PM To: jeffrey E. [jeeyacation mail.com CC: Vahe Ste anion I I Ariane Dw BCC: Subject: Levered plays on BASF, Allianz and Volkswagen [C) Classification: Confidential Jeffrey, ; Paul Morris This is a first cut of what we are looking at for you. We are pricing these alternatives tomorrow when European markets reopen. Will also connect with European colleagues to explore other opportunities, including credit. A. Quanto call options (deno