Trade Idea: 12 Month EURCHF Strangles  approx. 25 delta

One YEAR Expiry 2020 -07 - 22 (366 Days) 

Spot Ref 1.1017 One Year Mid Market Vol 4.72 

EUR Call Strike   1.1335  ,69%

EUR Put Strike    1.0575  .88% 

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Total Cost in PCT  1.57% 

At Expiration Break Evens is 1.1513  And 1.0404