Conversion parity price, Financial Management

Assignment Help:

We defined the conversion premium as the difference between the market price of the convertible and the conversion value. The conversion premium ratio tells us about the magnitude of appreciation in the price that the stock should experience so that a parity price relationship is reached between the convertible bond and the underlying share. Expressed in another way, the profit/loss, if an investor buys a convertible bond, exercises it and sells the equity shares, his position should not change. That is a situation wherein the investor does not experience either profit or loss. This situation is referred to as conversion parity price relationship. The amount of appreciation that the common stock would undergo is also given by,

Conversion parity price of stock =  Bond Price / Number of Shares on conversion per warrant

For the above example, this will be,

         117/10  = Rs.11.70.

 

This ratio indicates that the price should rise by about Rs.0.70 (6.36% of 11), so that parity is reached.

In no circumstances will the market price of the convertible be lower than the conversion price because the investors may make risk-free profits through arbitrage.


Related Discussions:- Conversion parity price

Financial decision, Should a company pursue price hike or focus on increasi...

Should a company pursue price hike or focus on increasing sales volume

Explain taxonomy of financial intermediaries, Taxonomy of financial interme...

Taxonomy of financial intermediaries We start by looking at the USA, the largest economy and financial system in the world. Subsequently we will turn to other countries. In the

What is risk free rate of return, What is risk free rate of return Ther...

What is risk free rate of return There is a 'risk free rate of return' (also known as time preference rate) which is used to compensate for the loss of not being able to invest

Settlement dates, What is Settlement date? Please provide me report on Sett...

What is Settlement date? Please provide me report on Settlement date. It is about 2000 words count report on topic Settlement date.

Foreign exchange - maximum loss, Q. Foreign exchange - Maximum loss? Fr...

Q. Foreign exchange - Maximum loss? From Marton's point of view an adverse outcome is depreciation of the dollar against sterling as this lowers its income when converted into

Market, On January 1 a bond with face value of $1,000 is for sale in the ma...

On January 1 a bond with face value of $1,000 is for sale in the market.  That bond has a coupon rate of 6%, pays interest only once a year and the end of the year, and matures at

Capital investment decisions, what are the key stages in capital investment...

what are the key stages in capital investment decision-making process and the role of investment appraisal in this process?

Scope of finance function, SCOPE OF FINANCE FUNCTION In several busine...

SCOPE OF FINANCE FUNCTION In several businesses, based on the complexity and size of financial decision-making, the scope of finance function may be categorized into incidenta

Describe the merits and demerits of mutual funds, Question 1 Briefly expla...

Question 1 Briefly explain the important legislations that regulates the insurance sector Question 2 What do you mean by sales cycle? Briefly explain the different stages in

Differance between forward start option and a package, 1 Explain the differ...

1 Explain the difference between a forward start option and a package. Outperformance certificates are offered to investors by many European banks as a way of investing in a com

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd