Skip to main content

Dividend Arbitrage

Professional arbitrage capturing dividend mispricing.

Master

Market Outlook

market-neutral

Family

arbitrage

Capital Req

very-high

Risk Profile

neutral

Strategy Overview

Key characteristics and when to use

Structure

Capturing Dividend Mispricing

Greek Profile

Dividend focused, minimal other greeks

Characteristics

ArbitrageDividendProfessionalEvent-Driven

Profit & Loss Formulas

Mathematical breakdown

Max Profit

Dividend amount - net cost

Max Loss

Net cost (if arbitrage fails)

Breakeven

Dividend-adjusted calculations