Chapter 15 Options Markets McGraw-Hill/Irwin Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved. Option Terminology 1. What is a listed stock call option? – A contract giving the holder the right to buy 100 shares of stock at a preset price called the exercise or strike price. – Expirations of 1,2,3,6,& 9 months and sometimes 1 year are normal contract periods. Contracts expire on the third Saturday of the expiration month. – Contracts may be resold prior to maturity. – Listed => traded on the exchanges (e.g., CBOE). OTC options market is larger then exchanges – Rain check: a real life call option example 2. What is a listed stock put option? - A contract giving the holder the right to sell 100 shares of stock at a preset price - Ray Lewis contract with Ravens: a real life example of a put option - Farmers interested in put options as they are concerned about low crop prices. 15-2 Option Characteristics • If a call option holder wishes to purchase the stock using options, he or she will exercise the option. The option holder must pay the exercise price to the option writer. • Exercise prices are adjusted for stock splits and stock dividends, but not cash dividends. • The cost of an option is called the premium and it is a small percentage of the cost of the underlying asset. The option buyer pays the cost; the option writer receives the cost at the time of sale of the option. • Options are a zero sum game. 15-3 American vs. European Options American: the option can be exercised any time, but no Later than the expiration date European: the option can only be exercised at the expiration date 15-4 Figure 15.1 Options on IBM 15-5 3. Uses of options: a. To hedge changes in stock price. b. Change your risk and return profile • For example, buying a call is analogous to buying stock on margin. c. Options give two prices (either to pay for a call or to get paid for a put) to the holder to choose from, the market price and the exercise price. The holder is free to compare and choose the one which is more favorable! d. Seller (writer) has only obligations as the holder makes a decision whether to exercise (use) it or not.. 15-6 Option Clearing Corporation (OCC) • OCC is jointly owned by option exchanges • OCC backs performance of both counterparties – To limit OCC’s risk, option seller (or writer) must post margin. Margin varies with option price and whether the option position is covered or exposed. • When an option is exercised an option seller is randomly selected. – If a call is exercised the selected call writer must deliver 100 shares of stock in exchange for receiving the strike price. – If a put is exercised the selected put writer must purchase 100 shares of stock at the strike price. 15-7 4. Types of options Listed Options vs OTC Options o o o o o Index Options Options on Futures Foreign Currency Options Interest Rate Options Exotic Options 15-8 5. Symbols & Valuation Ct = Price paid for a call option at time t. t = 0 is today, T = option's expiration date. Pt = Price paid for a put option at time t. St = Stock price at time t. Xc, Xp= Exercise or Strike Price for a call, or a put In the money=> profitable to exercise, Out of the money =>? > Xc. A call is “in the money” if St ____ A call is “out of the money” if St ____ Xc. A put is “in the money” if St ____ Xp. > Xp. A put is “out of the money” if St ____ > > 15-9 6. The basics of option pricing a) Price boundaries o Ct ≥ 0, Why? o Ct ≥ St – X, Why? o Pt 0 o Pt X - St $5 $60 $50 – If Ct < St – X How could you take advantage of this? o Thus Ct Max (0, St – X) o Pt Max (0, X – St) 15-10 7. Option strategies and profits at expiration BUYING A CALL Profit Table ST < X ST > X – C0 – C0 – C0 +CT 0 ST – X = Profit – C0 – C 0 + ST – X Breakeven ST = X + C 0 15-11 Call profit at expiration (fig 15.1) Profit ST = X + C 0 $92.65 $0 -$735 $100 $107.35 -C0 + ST – X -C0 Ex = $100 Stock PriceT IBM Jul 100 call option Stock Price = $96.14 Exercise = $100 Call premium = $735=$7.35*100 Contract Size 100 shares Bullish or bearish? Bullish High or low volatility strategy? High 15-12 Writing a naked call WRITING A NAKED CALL Profit Table ST < X ST > X +C0 +C0 +C0 – CT 0 –(ST – X) = Profit +C0 +C0 – ST + X Breakeven ST = X + C 0 15-13 Writing a naked call Profit +C0 – ST + X +C0 $0 X S T = X + C0 Stock PriceT Bullish or bearish? Bearish High or low volatility strategy? Low 15-14 Buying a put option BUYING A PUT Profit Table ST < X ST > X – P0 – P0 – P0 +PT X – ST 0 = Profit X – ST – P0 – P0 Breakeven ST = X – P0 15-15 Buying a put option (fig 15.1) Profit IBM Dec 100 put option Stock price = $96.14 Exercise = $100 Put premium = $1,166=$11.66*100 Contract Size 100 shares $8,834 $0 -$1,166 X – ST – P0 $100 $88.34 B.E.: ST = X – P0 $111.66 – P0 Ex = $100 Stock Pricet Put Bullish or bearish? Bearish High or low volatility strategy? High 15-16 Writing a put option Writing A Put Profit Table ST < X ST > X +P0 +P0 +P0 – PT –(X – ST ) 0 = Profit ST – X + P 0 +P0 Breakeven ST = X – P0 15-17 Profit Writing a put option $1,166 ST – X + P0 $0 $88.34 $100 $111.66 +P0 Stock Pricet Xx = $100 - $8,834 Bullish or bearish? Bullish High or low volatility strategy? Low 15-18 Buy stocks and at the money puts: Profit Protective Put Long position in IBM ($X borrowed) Hedged Position $0 Stock Pricet X Put Hedged profit equals sum of profits of put and stock at each stock price. 15-19 Writing Covered Calls Profit Long position in IBM $X borrowed Covered Call Written call $0 X ST = S0 - C0 Stock Pricet • Bullish or bearish? Bullish • High or low volatility strategy? Low 15-20 Bullish Price Spread Bull perpendicular or bull price spread with calls; write (sell) the high exercise price call and buy the low exercise price call. All other option terms identical. L=low exercise price, H=high exercise price 15-21 Bullish Price Spread BULLISH PRICE SPREAD Profit Table ST < X L XL < S T < X H ST > X H – C0L – C0L – C0L – C0L +C0H +C0H +C0H +C0H +CTL 0 ST – X L ST – XL – CTH 0 0 –(ST – XH ) = Profit C0H – C0L ST – XL – C0L +C0H XH – XL – C0L + C0H Breakeven – ST = XL + C0L – C0H + Profit XH XL Stock Pricet • Bullish or bearish? Bullish • High or low volatility strategy? neutral 15-22 Straddle (Bull or Long) Straddle: buy a put and a call with the same T and X. (For bear or short straddle, sell both put and call and just flip the graph upside down.) 15-23 Straddle STRADDLE Profit Table ST < X ST > X – C0 – C0 – C0 – P0 – P0 – P0 +CT 0 ST – X +PT X – ST 0 = Profit X – ST – C0 – P0 ST – X – C0 – P0 Breakeven ST = X – C0 – P0 ST = X + C 0 + P 0 Profit $0 X – C0 – P0 X Max Loss: C0 + P0 X + C0 + P0 Stock Price t • Bullish or bearish? _______ Neutral • High or low volatility strategy? Very High 15-24 Strips and Straps • • Long or bull strap; buy two calls and one put, more bullish than straddle. Long or bull strip; buy two puts and one call, more bearish than straddle. Think about bear versions of each. 15-25 8. Warnings about options positions o Options may have to move 10-15% or more in a short time period before an investor recovers the premium and commission. o Options are by definition short term instruments (with expiration dates); an investor can ride out bad times in stock markets but not in options. – The limited loss feature makes options appear safer than they are. But you may lose everything you invested. – You have to compare equal $ investments in stocks and options to really see the higher risk of the option position. 15-26 . Profit What’s wrong with selling options? o Covered calls (writing calls against stock you own) Stock Pricet $0 – The investor never gets the occasional large stock price run up and suffers most of the loss of a big price drop. Eliminates any positive skewness of stock returns – Wind up with portfolio of poorer performers o Naked calls (writing calls when you do not own the stock) – Maximum gain is limited to call premium but unlimited loss, poor strategy in volatile markets Profit $0 Stock Pricet 15-27 Optionlike Securities 1. Callable bonds – Issuing firm has the right to call in the bond and pay call price. – When will the firm want to exercise its call option? ~ when the interest rate gets low as this is like a refinancing 15-28 Figure 15.11 Values of Callable Bonds Compared with Straight Bonds 15-29 2. Convertible Securities • Security holder has the option to convert the bond to a fixed number of shares of common stock. • If a bond is convertible to 20 shares of stock, stock is priced at $60 per share. The bond’s conversion value = $1,200 15-30 Figure 15.12 Value of a Convertible Bond as a Function of Stock Price 15-31 3. Warrants – Call options issued by the firm itself allowing bond investors to purchase new stock shares in the future at a fixed price. – Detachable “sweetener” to help sell the bond – Exercise of warrants (and convertibles) can result in dilution of earnings per share 15-32 4. Collateralized loans – The borrower has an option to repay the loan at maturity if L > ST, otherwise the borrower can default and give up the value of L. Your home loan is an option! 5. A similar logic can be applied to corporate equity if a firm has debt. – Equity holders effectively have a call option on firm value as they can choose to pay off the debt if firm value > value of the debt or default otherwise. Why is this happening? Limited liability! 15-33 Exotic Options Asian Options Payoff depends on the average (rather than the final) price of the underlying asset during a portion of the life of the option. Barrier Options Example “down-and-out” expires worthless if the stock price drops below a specified barrier. Lookback Options Payoff depends on minimum or max price during life of option. 15-34 Exotic Options Currency Translated Options or Quantos Allows a variable amount of foreign currency based on the performance of an investment to be translated to dollars at a fixed exchange rate. Binary or Digital Options Pays a fixed amount if the option is in the money at expiration. 15-35 Problem 1 a. Purchase a straddle, i.e., buy both a put and a call on the stock. The total cost of the straddle would be: $10 + $7 = $17 $17 b. 15-36