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BAC-WT - Bank of America Warrants


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Thanks for sharing.

 

He's always a bit painful to listen to (which I don't mind as long as he does a good job running the company -- he's not an actor), but he actually got eloquent at the end this time, talking about how long BAC has been around and such. Quite clear that he truly loves his job and the company.

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Damn, when will BAC be out of law suits?

 

 

BofA Cuts Third-Quarter Profit $400 Million Amid Currency Probes

 

 

 

http://www.bloomberg.com/news/2014-11-06/bofa-cuts-third-quarter-profit-400-million-amid-currency-probes.html

 

It would be nice if the culture at all of the big banks could be honest for a change.  It begs the following question:

 

Would any of these banks make any money at all if they were honest? 

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Damn, when will BAC be out of law suits?

 

 

BofA Cuts Third-Quarter Profit $400 Million Amid Currency Probes

 

 

 

http://www.bloomberg.com/news/2014-11-06/bofa-cuts-third-quarter-profit-400-million-amid-currency-probes.html

 

It would be nice if the culture at all of the big banks could be honest for a change.  It begs the following question:

 

Would any of these banks make any money at all if they were honest?

 

What do you mean by "honest"?  If you mean telling the truth, then no.  In fairness, sometimes it's just a little white lie.  "Yeah, that deal would work really well for you" is the same as "sure, honey, I'd love it if your parents could join us tonight".

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Damn, when will BAC be out of law suits?

 

 

BofA Cuts Third-Quarter Profit $400 Million Amid Currency Probes

 

 

 

http://www.bloomberg.com/news/2014-11-06/bofa-cuts-third-quarter-profit-400-million-amid-currency-probes.html

 

It would be nice if the culture at all of the big banks could be honest for a change.  It begs the following question:

 

Would any of these banks make any money at all if they were honest?

 

What do you mean by "honest"?  If you mean telling the truth, then no.  In fairness, sometimes it's just a little white lie.  "Yeah, that deal would work really well for you" is the same as "sure, honey, I'd love it if your parents could join us tonight".

 

I'm happy to do my part for the deficit.

 

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Damn, when will BAC be out of law suits?

 

 

BofA Cuts Third-Quarter Profit $400 Million Amid Currency Probes

 

 

 

http://www.bloomberg.com/news/2014-11-06/bofa-cuts-third-quarter-profit-400-million-amid-currency-probes.html

 

It would be nice if the culture at all of the big banks could be honest for a change.  It begs the following question:

 

Would any of these banks make any money at all if they were honest?

 

What do you mean by "honest"?  If you mean telling the truth, then no.  In fairness, sometimes it's just a little white lie.  "Yeah, that deal would work really well for you" is the same as "sure, honey, I'd love it if your parents could join us tonight".

 

I'm happy to do my part for the deficit.

 

 

Well that confused me Eric.  You mean you are offering to go to Kraven's house the next time his in laws come over.  I plan on being there. 

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Damn, when will BAC be out of law suits?

 

 

BofA Cuts Third-Quarter Profit $400 Million Amid Currency Probes

 

 

 

http://www.bloomberg.com/news/2014-11-06/bofa-cuts-third-quarter-profit-400-million-amid-currency-probes.html

 

It would be nice if the culture at all of the big banks could be honest for a change.  It begs the following question:

 

Would any of these banks make any money at all if they were honest?

 

What do you mean by "honest"?  If you mean telling the truth, then no.  In fairness, sometimes it's just a little white lie.  "Yeah, that deal would work really well for you" is the same as "sure, honey, I'd love it if your parents could join us tonight".

 

I'm happy to do my part for the deficit.

 

 

Well that confused me Eric.  You mean you are offering to go to Kraven's house the next time his in laws come over.  I plan on being there.

 

Yeah, that will be fun.  If one of you guys can pick up some chips and dip on the way that would be great.  The kids can all watch Frozen.  Nothing like the 125th time to really get things going.

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Man those JPM warrants are looking cheap, eh? 

 

So it seems.  60.50 - 42.40 = 18.10

 

Trading at $20 - market is charging $2.00 for 4 years of time value. 

 

Thanks for pointing this out.

 

Silently, the market charges you an additional $1.54 per year of missed dividends.

 

I think it winds up costing something like 5% a year for the leverage.

 

 

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Man those JPM warrants are looking cheap, eh? 

 

So it seems.  60.50 - 42.40 = 18.10

 

Trading at $20 - market is charging $2.00 for 4 years of time value. 

 

Thanks for pointing this out.

 

Silently, the market charges you an additional $1.54 per year of missed dividends.

 

I think it winds up costing something like 5% a year for the leverage.

 

Even though it has triggered the dividend strike price adjustment?  I was thinking I could just drop the consideration of the dividend in the cost of leverage once the protection clause was triggered, but I guess you have to add in the dividend up to the strike adjustment hurdle because you only get the adjustment for the portion of the dividends above the hurdle (via the adjustment mechanism, as you pointed out to me).  So what, $1.52 (4 x .38, i.e. the adjustment hurdle...above that you get the divvy, as if it were reinvested via the two-part adjustment mechanism)?

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Silently, the market charges you an additional $1.54 per year of missed dividends.

 

I think it winds up costing something like 5% a year for the leverage.

 

Eric, how did you get to 5% cost?

 

I'm wondering as well, without dividend adjustments I got 0.5% as the cost of leverage. Calculated it as 4th sq.rt. (strike / (stock price - warrant cost)). I thought that should be the correct way if you then add the dividends (for example in call options can you simply add the dividend yield to the cost?), however much they'd be in this case. Am I missing something?

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Silently, the market charges you an additional $1.54 per year of missed dividends.

 

I think it winds up costing something like 5% a year for the leverage.

 

Eric, how did you get to 5% cost?

 

 

Al said the strike is $42.40.  So that's what you are implicitly borrowing. 

 

$1.54 is 3.6% of that.

 

Then $1.90 warrant premium.  $42.40-$1.90=$40.50.

 

$40.50 grows to $42.40 in roughly 4 years at approximately 1.1% annually.

 

So that's 4.7% total -- close enough to 5%.

 

 

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My statement above about the time value being $2.00 is out to lunch.  I think Eric refers to it better as a warrant premium.

 

The warrants should ultimately resolve in 2018 this way:

 

Warrant value Oct. 2018 = stock price (2018) - strike (as adjusted for excess dividends) - warrant cost (today). 

 

The warrant break even is roughly $80 in 2018 (with adjustments worked in). 

 

$90.00 at the time of expiry is the cross over point with the same amount of initial dollars invested. 

 

Anything above $90 and the warrants look sweet. 

 

This means the warrants are pricing an annual return of 11% on JPM stock.  Based on that the warrants may appear cheap today.  It just depends on JPM hitting greater than 11% cagr over the 4 years.

 

If there is a recession sometime beyond two years from now that target wont be reached.  I got my JPM warrants much cheaper after the Whale. 

 

 

 

 

 

 

 

 

 

 

 

 

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My statement above about the time value being $2.00 is out to lunch.  I think Eric refers to it better as a warrant premium.

 

The warrants should ultimately resolve in 2018 this way:

 

Warrant value Oct. 2018 = stock price (2018) - strike (as adjusted for excess dividends) - warrant cost (today). 

 

The warrant break even is roughly $80 in 2018 (with adjustments worked in). 

 

$90.00 at the time of expiry is the cross over point with the same amount of initial dollars invested. 

 

Anything above $90 and the warrants look sweet. 

 

This means the warrants are pricing an annual return of 11% on JPM stock.  Based on that the warrants may appear cheap today.  It just depends on JPM hitting greater than 11% cagr over the 4 years.

 

If there is a recession sometime beyond two years from now that target wont be reached.  I got my JPM warrants much cheaper after the Whale.

 

I did not quite understand your calculations.

 

If the stock price is around $66 in October 2018, warrants would have about the same return as stock. So an annual return of about 2% is the hurdle rate the warrants have to overcome. Stock at $61 and warrants at $20 for this calculation.

 

We can confirm this another way as well, using Eric's 4.7% cost of leverage and With a threshold dividend yield of about 2.5%, stock would have to appreciate at 2.2% so that warrant and stock have the same return. This would put break even at around $66 in 2018.

 

So I would say the warrants are quite attractive relative to common.

 

Vinod

 

 

 

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I get 7.4% as the borrowing cost.

Here is how:

 

Warrant price today is $20.05, strike price is $42.40, so total is $62.45

 

Stock price today is $61.47. Assume that the business is exactly valued and there is no growth. Each year the $1.54 in dividends would reduce the stock price by exactly $1.54 or $6.16 in four years. So in four years, JPM's stock price would be $57.47 (less by $6.16).

 

You are paying $20.05 today. In four years, you borrow $42.40, buy one share of JPM and sell it in the market for $57.47. At that point you are left with $15.07. Market price is $57.47 and you repaid the $42.40 loan, incurring a 33% loss on your initial $20.05 investment.

That works out to 7.4% a year for four years.

 

 

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I do not get the dividend part.

The price of warrant will not be reduced by the dividend amount.

Let is us say in 4 years, share price is 61.47.

What would be the warrant price?

I think it will be  61.47-42.40=19.07

Why would the warrant price in 4 years be reduced by dividend amount

 

Dividend is relevant when you compare stock  return to warrant return

But when you are calculating the borrowing cost for warrant only, we should not take dividend into account

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