Wolfspeed(WOLF.US)或将申请破产保护 交易员提前涌入看跌期权

智通财经
21 May

智通财经APP获悉,媒体在周二常规交易时间结束后报道称,Wolfspeed(WOLF.US)准备在几周内申请破产保护,而在消息传出之前,交易员加大了对这家陷入困境的芯片零部件制造商的看跌押注。

7月份到期、执行价为3美元的看跌期权合约成交量接近7万份,相当于700万股,其中大部分交易发生在收盘前的最后半小时。这些交易以接近或等于报价的价格完成,隐含波动率飙升,表明投资者大多在买入期权。

看跌期权交易总量创下逾36.3万手的纪录,其中10种交易最活跃的合约是看跌期权。鉴于过去一个月股价下跌了28%,一些投资者可能正在增加保护措施,以防范进一步下跌。

Wolfspeed股价周二收跌10.32%,至3.13美元,而在申请破产保护的消息传出后,该股在盘后交易中一度跌至1.05美元,随后回升至1.24美元,跌幅高达60%。如果Wolfspeed股价在周三保持低位,看跌期权买家可能会从期权价值上涨中获得巨额利润。例如,一份5月30日到期、执行价为2美元的看跌期权,交易价格为8美分,现在至少价值60美分。

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