HKEX: 1788

Guotai Junan Take-Private Arbitrage & Deal Spread Simulator

Cross-Border Take-Private Valuation & Downside Risk Workbench
Gross Deal Spread
4.00%
Offer $0.884 vs Mkt $0.850
Annualized Net Yield (IRR)
7.21%
Adj. for leverage & FX drag
Expected Return
+2.18%
Probability-weighted yield
Downside Loss on Break
-23.53%
Unaffected Price $0.650 HKD
Risk-Reward Ratio
0.88
Expected Gain vs Downside
Deal Parameters & Inputs HKD Denominated
$0.884
$0.850
$0.650
6.0 Mos
85%
4.5%
1.0%
Macro & Deal Stress Presets
Annualized Return vs Completion Probability Curve Current Operating Point: 85% / 7.21%
Sensitivity Matrix: Probability (%) vs Downside Price (HKD) Expected Return Grid (%)
Deal Structure Breakdown & Risk Allocation Implied Imbalance
Pre-Announcement Baseline Surge +36.00%
Implied Market Probability of Deal Close 85.4%
Probability Bar (Success vs Break Risk) 85% / 15%
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