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> Option Greeks, Insider Trading, and the Heinz Acquisition

商品編號: UV8265
出版日期: 2021/06/02
作者姓名:
Tomio, Davide;Augustin, Patrick;Brenner, Menachem;Subrahmanyam, Marti
商品類別: Finance
商品規格: 11p

再版日期: 2022/02/06
地域:
產業:
個案年度: -  

 


商品敘述:

Just before Warren Buffett''s company, Berkshire Hathaway Inc, acquired H. J. Heinz Company on February 14, 2013, rumors had been circulating that the Omaha investing oracle had set eyes on the condiment giant. By the time the official acquisition was announced, questions had arisen about some unusual trading activity in financial markets. A very profitable trade was made on the option market just a few days before the announcement: a $90,000 trade that resulted in profits of around $1.8 million. The case puts students in the shoes of a fictional SEC analyst in charge of investigating rumors of insider trading in the context of Berkshire Hathaway''s acquisition of Heinz. Which market would an informed investor with limited capital choose? Which option contract would the insider choose, and why? The case allows the instructor to introduce option "Greeks," measures of sensitivity of option contracts to underlying risk factors. The Greeks are presented in an intuitive fashion, and the analysis provides an applied, true-to-life setting to a topic that students often consider very abstract.


涵蓋領域:

Finance and investing;Options and futures;Mergers and acquisitions;Stock markets;Pricing strategy


相關資料:

Case Teaching Note, (UV8266), 11p, by Davide Tomio, Patrick Augustin, Menachem Brenner, Marti Subrahmanyam;
Spreadsheet Supplement, (UV8267), 0p, by Davide Tomio, Patrick Augustin, Menachem Brenner, Marti Subrahmanyam;
Spreadsheet Supplement, (UV8268), 0p, by Davide Tomio, Patrick Augustin, Menachem Brenner, Marti Subrahmanyam