Nonlinear payoff derivatives

Discussion in 'Options' started by MrAgi1, Sep 22, 2022.

  1. MrAgi1

    MrAgi1

    From my understanding it seems there are 2 ways to invest in bonds and both have entirely different payoffs/terminal values. Can you tell me if I am wrong.


    Scenario 1:
    When I trade bonds, I am trading fluctuations in its price on the secondary market(i.e I don’t own the actual bond it self)?

    Scenario 2:
    I could also buy a bond like I am providing a loan to someone/institution. So it matures and I receive interest payments?

    If what I described above is accurate then that means Scenario 2 is represented by a flat line payoff(as depicted in the picture I attached earlier). And scenario 1 is still a linear payoff(just like a stock)?

    Also scenario 1 is where I have to worry about convexity and other factors that affect bond prices. However in scenario 2, because I already purchased the bond(provided loan services), I just have to wait till maturity to get my capital back plus some fixed predetermined interest payment(i.e my payoff is fixed, no additional gains or losses)?
     
    Last edited: Sep 23, 2022
    #21     Sep 23, 2022
  2. That's the great, magical, thing with options...if you are timely right, you can be nicely right,

    It can feel like playing blackjack or betting on black/red on roulette.....but instead of Always getting paid a standard, fixed, 1:1 on your bet ......sometimes it can be 1.5:1, 2:1, 3:1 return,....and in the end overall....that can be considered a sizeable advantage and impact on your trading account,
     
    #22     Sep 23, 2022
    murray t turtle and MrAgi1 like this.
  3. %%
    YES;
    RE if bought anywhere near right, cash or[ heavy down payment= good derivative with mortgage.]
    Never done ,it but an option on RE could work well; good RE cash buy or good mortgage = no time expiry like a RE option.
    Trammel Crow did a lot of RE options/ i think/commercial RE.
     
    #23     Sep 23, 2022
    MrAgi1 likes this.
  4. newwurldmn

    newwurldmn

    If you own a bond, the price will fluctuate with interest rates and credit spreads. Every day the price of your bond will be determined by the duration (delta) and convexity (gamma) to interest rates and credit spreads.

    at maturity a bond has a very asymmetric payout, like a put option.

     
    #24     Sep 23, 2022
    shuraver, MrMuppet and MrAgi1 like this.