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The 'Unknown Risks' Deutsche Bank AG (DB) May Be Trying to Avoid

Deutsche Bank AG (USA) (NYSE:DB) is reportedly aiming for a pre-election settlement with the DOJ

Oct 3, 2016 at 11:28 AM
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Deutsche Bank AG (USA) (NYSE:DB) has been in Wall Street's crosshairs for weeks, since the financial firm got slapped with a $14 billion Justice Department fine. As a result, the stock has been panning lower lows -- that is, until Friday, when rumors of a much smaller $5.4 billion settlement emerged. Now, new speculation has DB trying to hammer down terms of a settlement before the U.S. presidential election next month to avoid the "unknown risks and likely delays" of working with a new administration.

The Street has been quick to weigh in on the potentially reduced fine. Ratings agency Moody's said the new figure "would not significantly impair [Deutsche Bank's] capital position." However, one Atlantic Equities analyst is less confident, and thinks the bank may be better off extending its negotiations with the Department of Justice. Based on the stock's 2.5% loss to $12.76, a majority of traders have fallen on the bearish side of the aisle.

Meanwhile, in the options pits, puts are trading at twice the usual intraday rate, and double the pace of calls. Based on slightly longer-term data at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), this is business as usual. DB's 10-day put/call volume ratio is 3.44, with more than three puts bought to open for every call in the past two weeks.

Echoing this is the bank stock's Schaeffer's put/call open interest ratio (SOIR) of 1.82. According to this figure, put open interest nearly doubles call open interest among options slated to expire in the next three months.

Digging deeper, Deutsche Bank AG's (USA) (NYSE:DB) top five strikes by open interest are all puts. In the front-month series, the October 10 put is the top dog, with over 39,300 contracts in residence. Based on data from the major exchanges, a huge portion have been bought to open in recent months, suggesting traders foresee DB dipping into single-digit territory -- and hitting even lower lows -- by the close on Friday, Oct. 21.

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