Skip to content
GetProfitable
Search
Dictionary

Deal spread

The gap between a takeover target's trading price and the value of the announced offer, which embeds the market's view of completion probability and timing.

The spread compensates for three things: the risk the deal breaks, the time until close, and the financing cost of holding the position. A tight spread means the market is confident; a wide one means real doubt, not free money.

Decompose before trading. Given a downside of $45 on a break and an offer of $60 with the stock at $57, a simple two-outcome model implies a break probability of about 20%. Whether that is cheap depends on the specific regulatory and financing risks, which is the actual research.

Spreads also move with the calendar, tightening as approvals are cleared and widening on adverse news such as a second regulatory request. Cash deals have cleaner spreads than stock deals, where the ratio must also be hedged. See merger-arbitrage.

Related: merger-arbitrage, event-driven, arbitrage, hedge, short-selling, volatility

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Bid-ask spread in an order bookSell orders stacked above buy orders with a gap between the best of each.SELLERS (asks)50.0690050.051,40050.0460050.011,10050.002,30049.99800spread = 0.03BUYERS (bids)
The bid-ask spread. Buy orders sit below, sell orders above, and the gap between the best bid (50.01) and best ask (50.04) is the spread you pay to cross. Bar length shows the size resting at each price.

Educational only, not advice. Spotted an error? Post in Site Feedback.