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dstefan
03-22-2008, 01:20 PM
Chapter 1, Problem 17:

You expect that an asset with spot price $35 will trade in the $40--$45 range in one year. One year at-the-money calls on the asset can be bought for $4. To act on the expected stock price appreciation, you decide to either buy the asset, or to buy ATM calls. Which strategy is better, depending on where the asset price will be in a year?


Solution: (posted on 8/9/2008)

For every $1000 invested, the payoff in one year of the first strategy, i.e., of buying the asset, is
V_1(T) ~=~ \frac{1000}{35} S(T),
where S(T) is the spot price of the asset in one year.

The payoff of the second strategy in one year for every $1000 invested, i.e., of investing everything in buying call options, is
V_2(T) ~=~ \frac{1000}{4} \max(S(T)-35,0) ~=~ \left\{ \begin{array}{cl} \frac{1000}{4} (S(T)-35), & \mbox{if}~~ S(T) \geq 35; \\ 0, & \mbox{if}~~ S(T) < 35. \end{array} \right

It is easy to see that, if S(T) is less than 35, than the calls expire worthless and the first strategy of buying the asset will not lose all its value, while the calls expire worthless and the speculative strategy of investing everything in call options will loose all the money invested in it.
However, investing everything in the call options is very profitable if the asset appreciates in value, i.e., if S(T) is significantly larger than $35.
The breakeven point of the two strategies, i.e., the spot price at maturity of the underlying asset where both strategies have the same payoff is $39.5161, when
\frac{1000}{35} S(T) ~=~ \frac{1000}{4} (S(T)-35)

If the price of the asset will, indeed, be in the $40-$45 range in one year, then buying the call options will be the more profitable strategy.

MidasCFA
08-07-2008, 03:52 PM
what's the answer? long the stock or the ATM call?

doug reich
08-07-2008, 04:48 PM
If the RFR is 5%, then the PV of the strike is 33.29. So if the price is X in 1 year, then the forward price is X e^{-r}. If X e^{-r} - 33.39 < 4 , we will buy the stock; otherwise, we will buy the calls. Solving, if X < 4 e^r + 35 we buy the stock.

We find that X in this case is 39.31, so we would go long the calls in all of our scenarios. A higher RFR (given constant market value of the options) would make us change our decision; at 22.3% (??) RFR we would start to buy the stock.

MidasCFA
08-08-2008, 12:42 AM
Doug, thanks man. That said, I'm not sure if I follow your reasoning. Plus, the original phrasing of the exercise didn't give the RFR, so it shouldn't be used.

I thought about this question a little more, and here's what I came up with. Feel free to rebut/criticize me, so at least I know if i'm wrong:


Choose the call option over a naked stock because its expected return is higher than the stock at the expected future price ( or even over the entire possible range, if you will).

Stock return:
Without further information, we have to assume that the possible future prices $40 to $45 are equally likely. Thus, the expected future price is E(P(T)) = (40 + 45) / 2 = 42.5
We then have R(stock) = (42.5-35)/35 = 21.4%

Call option yield:
R(call) = (42.5-35-4)/4 = 87.5%

R(call) >> R(stock)

doug reich
08-08-2008, 09:38 AM
Hmm your logic seems OK to me, except for the time value of money; $4 today may be $5 in a year; I basically did the same thing as you (if you rearrange terms, I think it should come out), but I included discounting.

dstefan
08-09-2008, 03:03 AM
The solution is now posted.

MidasCFA
08-09-2008, 02:10 PM
Really appreciate it!
=D>