Office 365: 403 Sorry! Access denied

Problem

User receiving following error when trying to access Options from OWA in his Office 365 mailbox:

403

 Sorry! Access denied :(

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 more info  

 Email address:
 your@email.com
 Correlation ID:

 Client Access server name:
 xxxxx02MB045.namprd02.prod.outlook.com
 Client Access server version:
 15.0.810.5
 Time (UTC):
 2000-10-02T11:23:47.5909377Z

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