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BAC-WT - Bank of America Warrants


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US banks call for easing of Basel III

http://www.ft.com/intl/cms/s/0/45a7e24c-4768-11e2-a899-00144feab49a.html#axzz2FL2HfClk

 

US banks are making a last-minute push to ease new global liquidity requirements, arguing that they would need to come up with an additional $800bn in easy-to-sell assets under the proposed standards.

 

The banks argue that they have increased their holdings of liquid assets by $700bn – or about half the $1.5tn shortfall identified in the US at the end of 2010. Rather than raising the difference, they want to relax new Basel III bank safety rules.

 

(…)

 

At the end of last year, the European Banking Authority estimated a €1.13tn shortfall for its large and mid-sized banks under the proposed LCR, which the European Central Bank also wants to relax.

 

UK banks are generally in a much stronger position because Britain enacted the industry’s first liquidity rules in 2009. According to the Bank of England, the country’s top five banks already have 13 per cent more liquid assets than required and will be able to shrink their buffers if the proposed Basel standard is eased

 

According to the Clearing House study, US banks had 81 per cent of the liquid assets they require as of July 2012, up from 59 per cent two years earlier because of increased holdings of government bonds and deposit growth. Citigroup on October 24 told fixed-income investors that it was “already comfortably in compliance” with an estimated LCR of 116 per cent as of September. Morgan Stanley said in August that its ratio “approaches 150 per cent”.

 

 

Bank regulators warm to liquidity rethink

http://www.ft.com/intl/cms/s/0/63a74260-f506-11e1-b120-00144feabdc0.html#axzz2FL2HfClk

 

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Up roughly 4% on just normal daily volume.

Grats longs, it goes to eleven!

 

Beat me to it!

 

No need to thank me...just doing my job!  I'm going for lunch tomorrow and then to the gym and swimming pool.  Lunch on Wednesday and Thursday too, and I'm out of the office Friday...so I'll have to get you guys to $12 by Thursday's close.  Now who was laughing at me about hitting tangible book by Christmas...not that far off if I get you to $12!  ;D  Cheers!

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Has anyone done an in depth valuation of warrants?  Or a relative valuation versus leaps?  Someone mentioned that the implied vol of a leap is lower than the warrant, which may mean the warrant is overvalued relative to the leap.  However, I was thinking that people aren't valuing the warrant correctly, specifically because of the strike adjustments.  You could look at the warrant as having an embedded derivative on the strike the price.

 

Basically, my point is that the warrant should not be valued using Black Scholes and looking at implied vol may not be meaningful.  However, that leaves me in a place where I am not sure if I could determine a value in relation to the leap.  I might be rambling here, but does anyone have any thoughts?

 

The attached is my attempt to compare the different scenarios. I try to apply common sense when thinking

in terms of cash flows and returns. Say "Black Scholes" and I have to turn to a dictionary to keep up.

 

A few comments:

1. Assumptions have implications i.e. The 2015 Leaps working out implies that you create a reinvestment problem when it matures. To compare with TARP Warrants it assumes you go somewhere with that money after 2015 e.g. cash, common, etc, so you have to think that through and how it applies to using the spreadsheet.

2. Leverage is sometimes not given its proper consideration e.g. Saying you have $100 to invest and you are thinking of putting it into the stock v the LEAPS might ignore the fact that you are leveraging up with the latter. My calculations seem to indicate that the only advantage you're really getting is leverage rather than a price advantage.

Warrantreturn-share.xlsx

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Up roughly 4% on just normal daily volume.

Grats longs, it goes to eleven!

 

Beat me to it!

 

No need to thank me...just doing my job!  I'm going for lunch tomorrow and then to the gym and swimming pool.  Lunch on Wednesday and Thursday too, and I'm out of the office Friday...so I'll have to get you guys to $12 by Thursday's close.  Now who was laughing at me about hitting tangible book by Christmas...not that far off if I get you to $12!  ;D  Cheers!

 

I never laughed.... ;)

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You just watch.  Sanjeev will adjust his price target higher once it hits $12.  A budding analyst career awaits him!

 

It's a hold right now Eric.  I'll move my target to $12, when it hits $11.99, and then it will be a hold again...until it hits $12.99, and then I'll move my target to $13.  Plus I'll write an article for the Fool.com or The Street.com titled "Is Bank of America a Buy?"  That should help me raise $30-40M for the fund!  Cheers!

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

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http://www.bloomberg.com/news/2012-12-17/moynihan-joins-montag-in-bofa-stock-sale-as-shares-almost-double.html

 

Bank of America Corp. Chief Executive Officer Brian T. Moynihan and co-Chief Operating Officer Thomas K. Montag are among senior managers who sold shares in the lender after the stock almost doubled this year.

 

Moynihan sold 19,025 shares at $10.58 each on Dec. 15, for a total of $201,285, the Charlotte, North Carolina-based lender said today in a regulatory filing. He received the stock as part of a compensation award earlier this year, the filing shows. Montag sold 10,482 shares and Chief Financial Officer Bruce Thompson divested 8,490, reaping $110,900 and $89,824, respectively, according to separate filings.

 

Bank of America climbed 4 percent to $11 today in New York and has surged 98 percent this year, the best performance among 81 companies in the Standard & Poor’s 500 Financials Index. (S5FINL) Moynihan, 53, is cutting costs and selling unwanted assets to help boost the firm’s cushion against future losses.

 

The three executives received the shares on Feb. 15, according to the filings.

 

 

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http://www.bloomberg.com/news/2012-12-17/moynihan-joins-montag-in-bofa-stock-sale-as-shares-almost-double.html

 

Bank of America Corp. Chief Executive Officer Brian T. Moynihan and co-Chief Operating Officer Thomas K. Montag are among senior managers who sold shares in the lender after the stock almost doubled this year.

 

Moynihan sold 19,025 shares at $10.58 each on Dec. 15, for a total of $201,285, the Charlotte, North Carolina-based lender said today in a regulatory filing. He received the stock as part of a compensation award earlier this year, the filing shows. Montag sold 10,482 shares and Chief Financial Officer Bruce Thompson divested 8,490, reaping $110,900 and $89,824, respectively, according to separate filings.

 

Bank of America climbed 4 percent to $11 today in New York and has surged 98 percent this year, the best performance among 81 companies in the Standard & Poor’s 500 Financials Index. (S5FINL) Moynihan, 53, is cutting costs and selling unwanted assets to help boost the firm’s cushion against future losses.

 

The three executives received the shares on Feb. 15, according to the filings.

 

Moynihan still has some 485,000 shares, so it's a tiny fraction of his total shares.  Montag has a large ownership through a couple of investment vehicles.  Finally, Thompson also has some 275,000 shares left as well.  Cheers!

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age. 

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age.

 

A couple of thoughts.  An upgrade from Meredith is likely a contrarian indicator, so probably time to sell!  In terms of Meredith being an older woman, she is likely younger than you think.  I think she is only in her early 40s.  There's some mileage there, but what can you do. 

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age.

 

What are these charms you speak of?  My way of charming a woman is remembering her name!  ;D  I kid, I kid. 

 

I guess I'll move on to Linzie Janis from Bloomberg then.  Cheers!

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age.

 

What are these charms you speak of?  My way of charming a woman is remembering her name!  ;D  I kid, I kid. 

 

I guess I'll move on to Linzie Janis from Bloomberg then.  Cheers!

 

You could try Lynn Tilton. 

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age.

 

What are these charms you speak of?  My way of charming a woman is remembering her name!  ;D  I kid, I kid. 

 

I guess I'll move on to Linzie Janis from Bloomberg then.  Cheers!

 

You could try Lynn Tilton.

 

LOL!  No thanks.  I'm vegan.  Cheers!

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I think she is only in her early 40s.  There's some mileage there, but what can you do.

 

Nice!  And I thought I was the only distasteful jerk on this board.  ;D  Cheers!

 

Ha ha.  Nothing distasteful about it.  For those of us in our 40s, there's plenty of mileage to go around.    8)

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Meredith Whitney upgrades BAC to buy:

 

http://www.reuters.com/article/2012/12/17/whitney-banks-idUSL1E8NHCWH20121217?type=companyNews&feedType=RSS&feedName=companyNews&rpc=43

 

I like Meredith alot.  She's a smart, attractive older woman I would have no problem sleeping with...but I digress...I'm a bit disappointed that she says she believes financial stocks are a buy now that BAC has more than doubled.

 

And don't let her fool you...it was my lunches that moved the stock, not her recommendation.    ;D  Cheers!

 

I hope before you attempt to seduce Meredith with your worldly charms, you take into consideration that her husband is a 6'6" former pro wrestler who is still young middle age.

 

What are these charms you speak of?  My way of charming a woman is remembering her name!  ;D  I kid, I kid. 

 

I guess I'll move on to Linzie Janis from Bloomberg then.  Cheers!

 

You could try Lynn Tilton.

 

LOL!  No thanks.  I'm vegan.  Cheers!

 

That may be one of the funniest things I've read.  That got a chortle from me.

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