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BAC-WT - Bank of America Warrants


ValueBuff

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It's worth noting that BAC is not paying people with options, it's paying people with restricted shares issued at the prevailing market level. This is replacing cash compensation. If you want to preserve your top capital markets and trading personnel, you need to pay them. Current practices basically demand that a large portion of compensation be restricted and vest over time, so the options are pretty limited here.

 

This is why I am okay with stock based compensation. In theory, if cash payments are used instead, there would be less cash available for buybacks, so the net result would be the same. At least, restricted shares align the interest of management with shareholders. I'm not even sure if there is a choice in the matter either, the regulators wanted compensation reform, methods to claw back performance bonuses, etc. If the banks did not give restricted stock based compensation, they might not get approval to buyback any stock or pay dividends at all.

 

I think what we are all really upset at is the timing of the buybacks, but there is not much the banks can do when the regulators have them handcuffed. Also, if the banks were allowed to buyback a large amount of shares last year, there is no guarantee that the price wouldn't have rocketed really quickly before they were able to buy a significant amount. Information like this tends to leak out early and hedge funds pile in. Intrinsic value could have been a few percent higher if things played out better with the timing of the buybacks, there's nothing anybody can do about it.

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My issue has never been with buybacks or stock options.  Its with the BS that surrounds them.  BAC advertises that they bought back 5 b of shares but dont publicize that they issued 5 billion as well. 

 

 

I agree with your point...there is a lot of BS and companies don't communicate clearly.

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Anyone still in the BAC WTAs?  They've moved up considerably in the past two months.  Pricing in a $21+ common stock.

 

Wondering whether it makes sense to move into the common now.  I'm not well versed in options/LEAPs so those are out of my comfort level.

 

Where do you see BAC in 5 years? Do you expect the stock to trade at 20$, 25$, 30, 35$ ?

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Anyone still in the BAC WTAs?  They've moved up considerably in the past two months.  Pricing in a $21+ common stock.

 

Wondering whether it makes sense to move into the common now.  I'm not well versed in options/LEAPs so those are out of my comfort level.

 

It depends where you think BAC will be in 2019, which is still quite some time away.  The cost of leverage for the warrants is pretty high today (about 8.45%), but if you think BAC will be $30/share in 2019 then the warrants are still a better deal.  The following table is the gain from today for an equal dollar ammount of BAC vs BAC-WTA. Assuming that in 2019 the price of the warrant will be the price of BAC minus the strike price of the warrant. This doesn't take into account dividends (should be the same effect on both anyway) or any capital gains you would pay now converting the warrants to the common.

 

BAC          BAC-WTA    BAC Gain    BAC-WTA gain
$20.00 $6.6816.28%-20.00%
$21.00 $7.6822.09%-8.02%
$22.00 $8.6827.91%3.95%
$23.00 $9.6833.72%15.93%
$24.00$10.6839.53%27.90%
$25.00$11.6845.35%39.88%
$26.00$12.6851.16%51.86%
$27.00$13.6856.98%63.83%
$28.00$14.6862.79%75.81%
$29.00$15.6868.60%87.78%
$30.00$16.6874.42%99.76%
$31.00$17.6880.23%111.74%
$32.00$18.6886.05%123.71%
$33.00$19.6891.86%135.69%
$34.00$20.6897.67%147.66%
$35.00$21.68103.49%159.64%
$36.00$22.68109.30%171.62%
$37.00$23.68115.12%183.59%
$38.00$24.68120.93%195.57%
$39.00$25.68126.74%207.54%
$40.00$26.68132.56%219.52%

 

It looks like the breakeven point is somewhere around $26 per share.

 

 

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But what about between now and say three months from now?

 

As you say the cost of leverage is getting pretty high for the warrants.  ON a relative basis, selling the warrants and buying common until the cost of leverage falls, is anyone considering that?

 

Good luck with that timing!  I don't think it is clear that it will drop a huge amount or when that might happen.  I might expect a 5-7% cost of leverage going forward, once the bulk of the appreciation has occurred, based on how WFC/JPM is acting.  Mostly speculation though.

 

Probably a better question for Eric though.

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But what about between now and say three months from now?

 

As you say the cost of leverage is getting pretty high for the warrants.  ON a relative basis, selling the warrants and buying common until the cost of leverage falls, is anyone considering that?

 

That's not something I'm doing, but the common has outperformed the warrants over some periods of time in the past when the warrants have gotten ahead of themselves.  I'm holding the warrants, some 2015 calls, and some 2016 calls.  I'm staying put for the time being. I plan on holding the warrants for another 4-5 years.  What is an interesting question if you think that BAC will be north of $30 is whether the B warrants are a good deal right now.  For BAC prices in 2018 > $33 the return would be quite high.

 

I just added a BAC-WTB column to my spreadsheet and extended the table to $50.  Instead of copying it here I'll just share the document:

BAC Warrants

 

 

 

 

 

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But what about between now and say three months from now?

 

As you say the cost of leverage is getting pretty high for the warrants.  ON a relative basis, selling the warrants and buying common until the cost of leverage falls, is anyone considering that?

 

That's not something I'm doing, but the common has outperformed the warrants over some periods of time in the past when the warrants have gotten ahead of themselves.  I'm holding the warrants, some 2015 calls, and some 2016 calls.  I'm staying put for the time being. I plan on holding the warrants for another 4-5 years.  What is an interesting question if you think that BAC will be north of $30 is whether the B warrants are a good deal right now.  For BAC prices in 2018 > $33 the return would be quite high.

 

I just added a BAC-WTB column to my spreadsheet and extended the table to $50.  Instead of copying it here I'll just share the document:

BAC Warrants

 

Thanks for sharing that table-- very neat illustration.

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Thanks rkba, and by the way what is it you are doing there to get the quote for the warrants in the spreadsheet?  Is this something you can do with other symbols not supported by google docs?

 

I don't remember how I did that.  I first created this spreadsheet a while ago.  I think I might have stolen borrowed that from rasemize's spreadsheet here:

http://www.cornerofberkshireandfairfax.ca/forum/strategies/google-spreadsheet-for-various-optionswarrants/

 

 

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Thanks rkba, and by the way what is it you are doing there to get the quote for the warrants in the spreadsheet?  Is this something you can do with other symbols not supported by google docs?

 

Here's one way to pull Yahoo data into Google Spreadsheets:

 

=importData("http://finance.yahoo.com/d/quotes.csv?s=BAC-WTA&f=l1")

 

I've noticed the importData function isn't quite as reliable as one like this:

=Substitute(importXML("http://finance.yahoo.com/q?s=AIG-WT"&"&workaround="&INT(NOW()/TIME(0;2;0))&REPT(GoogleFinance("GOOG"),0),"//span[@class=time_rtq_ticker]"),"*","")+0

 

or for options:

=Substitute(importXML("http://finance.yahoo.com/q?s=BAC160115C00012000"&"&workaround="&INT(NOW()/TIME(0;2;0))&REPT(GoogleFinance("GOOG"),0),"//span[@class=time_rtq_ticker]"),"*","")+0

 

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Thanks rkba, and by the way what is it you are doing there to get the quote for the warrants in the spreadsheet?  Is this something you can do with other symbols not supported by google docs?

 

Here's one way to pull Yahoo data into Google Spreadsheets:

 

=importData("http://finance.yahoo.com/d/quotes.csv?s=BAC-WTA&f=l1")

 

I've noticed the importData function isn't quite as reliable as one like this:

=Substitute(importXML("http://finance.yahoo.com/q?s=AIG-WT"&"&workaround="&INT(NOW()/TIME(0;2;0))&REPT(GoogleFinance("GOOG"),0),"//span[@class=time_rtq_ticker]"),"*","")+0

 

or for options:

=Substitute(importXML("http://finance.yahoo.com/q?s=BAC160115C00012000"&"&workaround="&INT(NOW()/TIME(0;2;0))&REPT(GoogleFinance("GOOG"),0),"//span[@class=time_rtq_ticker]"),"*","")+0

 

 

I must not have used your method, because what I had, stopped working today.  I just went and edited my spreadsheet to use your method and it works.  I'm not sure where I got what I was doing.

 

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stress test result due after market close today I believe. Seems like the market is anticipating good result. BAC up 2.75% as I write this

 

And applicable to the discussion here yesterday the A warrants are only up 1.7%.  The cost of leverage has come down a bit.

 

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Posted by: Rabbitisrich

« on: Today at 01:28:38 PM » Insert Quote

Looks like BAC PTPP is being impacted by adverse litigation and putback expenses in the most adverse scenario.

 

 

Do you mean the 7.1 b in the other column if the severe adverse scenario?

 

 

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