Hedge Fund Losses From Epic Valeant Rout Estimated at $5.3B

Discussion in 'Wall St. News' started by dealmaker, Mar 16, 2016.

  1. It's a cheap way to buy more stock until it ain't... It must have felt pretty horrendous to have been in this massive riskie on the 15th (apart from the delta, as far as I can tell from the closes, the vol on the Jan17 60 strike went from 72 to 88 that day). Maybe, given the losses on the outright it really didn't even register, but still. IMHO, with his risk management practices or lack thereof, Bill Ackman should stay away from options. Just my Z$2c...

    BTW, Matt Levine (who is excellent, btw) has provided the expiry dates for the options in his article.
     
    Last edited: Mar 17, 2016
    #11     Mar 17, 2016
  2. Pekelo

    Pekelo

    Buying stocks would have been better, positively effecting the price.
     
    #12     Mar 17, 2016
  3. From what he stated, he didn't have the cash to buy outright...
     
    #13     Mar 17, 2016
  4. destriero

    destriero

    hahaha he bought the risk-reversal! OMFG, I love it so.
     
    #14     Mar 17, 2016
  5. destriero

    destriero

    Is Surf on-board at Pershing Square? Quick, get to the choppa! Get me those wire coords!
     
    #15     Mar 17, 2016
  6. And in size, too...

    Frankly, I find it utterly incomprehensible. There is just so much wrong with that, I don't know where to begin.
     
    #16     Mar 17, 2016
  7. destriero

    destriero


    Matt Levine at bbg has no idea what he's talking about. He ignores that Ackman is short puts. Levine is treating it as a long call; Levine has no understanding of the mechanics. Yes, Nomura had to short stock, but they've made their money.
     
    #17     Mar 17, 2016
  8. I didn't look at the PNL graphs, to be honest... I just wanted the dets of the trades and then sorta stopped. Lemme look again.
     
    #18     Mar 17, 2016
  9. Wait, hold on, this wasn't a straight up riskie, it was a seagull... He bought a call spread and sold a put. It just keeps getting better and better.
     
    #19     Mar 17, 2016
  10. Sorry, don't see what's wrong with Levine's PNL graph.

    One curious thing I also notice is that Ackman did the trade with the two counterparties whose analysts had the two highest VRX price targets. Funny how that works, innit?
     
    #20     Mar 17, 2016