Recent content by joanar

To my earlier point about margin reqs, i can do a MTUM-VLUE spread any day with decent margin, but this just seems waaaay higher. So I don’t think is just a portfolio margin vs not portfolio margin issue

I see, thanks guys! I guess the high margin req kind of killed the trade anyways

@FreeGoldRush yes but once they’re all bankrupt you would assume the two securities should trade at the same price right.. like if there was no hype around AMC and it would go back towards fundamentals

I agree on the non-fungible part but if their statement clearly states that they have the same voting/economical properties, I would assume that they should trade at the same price. I am not on my IB right now but yes I also saw the difference if short availability. Although I believe the...

given that 1 AMC should in theory = 1 APE given that: How is it possible that APE is trading at a ~40% discount to AMC. Also why is the margin req for 1 short AMC/ long APE spread higher than for just one short AMC share? shouldnt the latter be intrinsically more risky?

yes I like the FSTL/SX86P futures for that too, but I don't think they have options

How would you size that? especially since the loan is in EUR?

yes of course but I don't see any options listed beyond 2022. how would you structure/ roll the hedge?

I basically want to hedge the (tiny) chance of a 5% bund in 2025

yes exactly

no I meant fixed until 2025, then variable

Assume you have a 500k fixed rate mortgage until 2025, then variable. You want to hedge the interest rate risk, how would you do that? You could buy puts on GBL (10 year Bund) but you would need to roll them annually and they seem very expensive: 1yr ATM costs roughly 5k for 150k notional. So...

Portfolio was flat throughout March but that was due to luck obviously