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Reference

Worked example

The same split, on the same date — 17 Dec 2027 — applied to a high payer and to a company that barely pays at all.

The mechanism does not change between these two. The dividend policy does, and it changes the entire character of the trade.

A high payer#

Pfizer trades at $25.40 and pays about $1.72 a year. Against the 17 Dec 2027 maturity, one token’s remaining dividends come to roughly $2.22, so one YT prices near $2.15 and one PT near $23.25 — a fixed return of about 7.1% a year for holding PT to maturity.

ActionOutcome
Split one token, sell the YTYou hold the price with about 7.1% a year locked in.
Split one token, sell the PT$2.15 now controls a full token’s dividend stream — roughly 11.8x on what the company decides to pay.
Hold bothNothing changed. At maturity the PT returns the token and the YT has collected its $2.22. Merging earlier restores it exactly.

A company that barely pays#

NVIDIA trades at $180.20 and pays about $0.04 a year. Its expected dividends to the same date come to well under a dollar, so YT prices at the floor — 0.4% of the token price, or $0.72 — rather than off its dividends at all.

PT is therefore almost the entire token at $179.48, and its fixed return is a rounding error at 0.31%. But that same floor buys roughly 250x leverage on whatever NVIDIA decides to do with its dividend.

Side by side#

PFENVDA
Token price$25.40$180.20
Annual dividend$1.72$0.04
Dividend yield6.77%0.02%
YT price$2.15$0.72
PT price$23.25$179.48
Fixed return7.10%0.31%
YT leverage11.8x250x