Mitts?

Discussion in 'Options' started by DoxazoAdonai, Nov 9, 2005.

  1. Hi! Anybody know where I can find a comprehensive listing of MITTS with their underlying strike prices, "annual adjustment rates" & maturity dates? Anybody have any experience trading these and have thoughts about them?

    Thanks!

    Scott <><
     
  2. mitts are a merrill lynch product. look on the amex website under structured products:
    http://www.amex.com/

    http://www.amex.com/strProd/prodInf...x-Linked+Notes&hid_securityType=STRUCTPRODUCT

    i have traded them when they go under nav but they are very thin and hardly ever move. they are a longer term play.
     
  3. Hi, and thanks. I've seen the Amex site, and know they have the maturity date there. What I can't seem to find is the "starting value" for the index on the day the MITT was issued (essentially the "strike price"). I need to know that starting value if I'm going to be able to calculate fair value of a MITT share at any given point. Also, I notice the "fine print" that seems to indicate the "adjustment factor" could reduce actual NAV by upwards of 13% when they MITT shares are cashed in. Am I reading that right?

    Thanks again!!

    Scott <><