CELG on sale??

Discussion in 'Options' started by TheBigShort, Nov 29, 2018.

  1. ironchef

    ironchef

    Yes, and the drink is on me too. Any other equities I should look at?:D

    I am hanging on because the $9 is still not priced into either the stock or the options on CELG when compare to BMY stock price.
     
    #21     Nov 1, 2019
  2. ironchef

    ironchef

    @TheBigShort,

    Received payout of CELG after the deal with BMY was closed last Wednesday with the CVR (contingency value right) valued at about $2.

    The reason I post again on this is, after the merger, for each CELG share I received $50, 1 BMY share and 1 CVR (contingency value right). The CVR is listed @ NYSE, currently ~$2 a share and I am keeping the CVR because it is an option and I got it for free.

    I am trying to figure out how to price this puppy. It acts like a binary option: If three drugs currently on phase 3 clinical trial are approved within about a year, the payout is $9. If any one failed to get FDA approval within the set period, the payout is $0. So the R:R is 2:9, all or nothing.

    Based on my research on the three drugs, two seemed to be a sure thing and the third is a timing issue. So, I took a gamble and bought more BMY/RT today.

    Anyone here knows how to value this CVR option?

    Thank you in advance.
     
    #22     Nov 27, 2019
  3. ironchef

    ironchef

    Used all the $50 a share CELG payout to buy BMY-RT @ $2.08 a share.
     
    #23     Dec 6, 2019