KMG 70 Call

Discussion in 'Options' started by ssternlight, May 19, 2005.

  1. Dutch? I thought it was Polish?
     
    #11     May 19, 2005
  2. sprstpd

    sprstpd

    I am making an assumption that people who shorted before the tender deadline would have to pay the tender amount for KMG on about 30% of their shorted shares. However, suppose the counterparty who bought the stock did not tender in time. Is there a one-to-one matchup between shorted shares and which shares get tendered? Are all shorted shares required to pay the tender, or only the ones whose counterparties took the time to complete the tender process?
     
    #12     May 20, 2005
  3. Unless there was a contract adjustment, and I don't think there was, you would not be required to cough up the tender amount. Anyway if the shares were tendered I don't think they could be borrowed for shorting.
     
    #13     May 20, 2005
  4. sprstpd

    sprstpd

    So then the question is, why not short all the stock of KMG you could right before the close before the tender deadline? Then cover the next morning when it opens up 5 points lower? Certainly it can't be that easy. KMG was shortable the day of the tender deadline.
     
    #14     May 20, 2005
  5. If you look at the action in KMG the morning after the tender it looks like that is exactly what happened. Opened way down and then saw a lot of buying -- short covering? -- before settling.

    If correct it's a good one to add to the playbook for the future...
     
    #15     May 20, 2005
  6. sprstpd

    sprstpd

    I shorted 100 KMG accidentally before the tender deadline (at $75) and covered at $69.28. I think the tender process should complete in a few weeks. If I haven't been forced to pay the tender on my short shares in a month, I will notify this thread (or I will say something if I was forced to pay). I don't really have high hopes that I won't have to pay the tender price for approximately 30% of my 100 shares, but we will see.
     
    #16     May 20, 2005
  7. Why don't you think you will have to pay on the tender? They all ready reported 31% of the float will be accepted at $85. I guess your clearing firm has a lot of ninnies in the back office.
     
    #17     May 20, 2005
  8. If the shares were available to short then you would think that they were not tendered. So I would argue that he should not have to pay the tender. However if those shares were tendered at the last minute it could be a bone of contention.

    My argument would be that this was not a dividend and the tendered shares were simply bought at a high price. The same thing happens with any other successful short play.

    I might also argue that the broker should have bought-in my short as soon as the shares were tendered if no other shares were available.

    sprstpd, let us know what happens.
     
    #18     May 20, 2005
  9. This might help. It is from the GM tender and appears to be standard language for dealing with these types of situations...

    http://www.theocc.com/market/infomemos/2005/may/20570.pdf

    SPECIAL RISKS
    Writers of call options and holders of short positions in physically-settled security futures at maturity who are uncovered with respect to deliverable securities subject to deadlines or cutoff
    times (such as expirations of tender offers, rights subscriptions, elections, or similar events) should be aware of a risk associated with the timing of their possible assignments or physically-settled security futures delivery obligations: Equity option exercise settlement and settlement of physically-settled security futures delivery obligations normally occurs 3 business days after the option exercise date or the security-futures maturity date. An uncovered call writer or uncovered short futures holder who has an obligation to deliver, and who waits until after assignment or futures maturity to effect purchase of the underlying security, may not be able to effect timely delivery by a regular-way purchase (3 business-day settlement) or call option exercise (3 business-day settlement after exercise). Such uncovered writer or short futures holder may nevertheless be subject to liability under the "protect" provisions of NSCC
    (see above) with respect to his delivery obligation, because he cannot make timely delivery.

    Additionally, Cash Markets (same-day, or less-than-3-business-day settlement) may not be available, or may be expensive for buyers of the underlying security.
     
    #19     May 20, 2005
  10. sprstpd

    sprstpd

    So what is wrong/right about the following scenario?:

    I short 100 shares of KMG at $75 on May 18th, the day of the tender.

    Because shareholders on May 18th still have the right to tender shares (until the midnight deadline), a portion of the $75 price of KMG on the 18th can be attributed to this right.

    The amount of money I control is:
    100 * $75 = $7,500

    Assuming a 30% tender allocation percentage at $85/share, that would mean this right is worth:
    30 * $85 = $2,550

    That means the remaining 70 shares is worth:
    $7,500 - $2,550 = $4,950

    So the price of KMG after you lose the right to tender will be:
    $4,950 / 70 = $70.71

    Therefore, on May 19th, KMG starts trading regularly without the right to tender.

    Now, if I cover 100 shares at $69.28 on May 19th then it seems that there are two possibilities:

    1. The shares I shorted were not tendered in time in which case I make a profit of $500+.

    2. The shares I shorted were tendered before midnight on May 19th. If this is the case, what happens?:

    a) Do I have to pay someone else the 30 * $85 = $2,550 tender, in which case I am out about $2,000?

    b) 30 shares of my short are converted in the tendering process leaving me actually only 70 shares short on May 19th. In which case I am now long 30 shares of the new untenderable KMG?

    Confused.
     
    #20     May 20, 2005