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Convertible bond issue

Also known as: Convertible offering, Equity-linked issue

A bond that can become shares. Sold by the equity desk, documented like a bond, and priced off volatility.

5 min read · 922 words

1 · SnapshotThe one idea to remember
Key idea: a convertible is priced off two things at once — the company's credit and how much its shares move. Its main buyers care about the second and hedge away the first, which is why it sits exactly on the seam between the two halves of this site.
2 · BeginnerWhat actually happens?

A convertible bond is a loan to a company that the lender can swap for shares instead of being repaid. The lender chooses, at a price fixed at the start.

That choice is worth something, so the lender accepts a lower interest rate than on an ordinary bond. The company borrows more cheaply. In exchange, if the shares do well, the lenders convert and the existing shareholders end up owning a smaller slice.

So it is neither debt nor equity and it behaves like both. If the shares fall, it is a bond: the holder is repaid at the end and ranks ahead of shareholders. If the shares rise a long way, it is equity: the holder converts and rides the gain.

The surprising part is who buys them. Most convertibles are not bought by people betting the shares will rise. They are bought by funds that buy the bond and simultaneously sell the shares short, so they are not exposed to the share price at all. What those funds are actually buying is movement — the more the shares jump around, the more the conversion option is worth.

11–3 wks21 day3hours–2 days41 day53–5 daysMandateSettlement
A bond that can turn into shares. Sold by the equity desk, documented like a bond and priced off volatility — the clearest place where the two halves of this site meet.
  1. 1

    Structuring1–3 wks

    Coupon, conversion premium, maturity and call features are set against what the buyer base will pay for.

  2. Is the volatility bid there — The convertible buyer base decides. These are bought largely by funds that hedge the equity and own the volatility; without them the deal has no natural buyer.

  3. 2

    Launch1 day

    The deal is announced with a range for each term rather than a single price.

  4. 3

    Bookbuildhours–2 days

    Convertible funds bid on the whole package, and hedge the equity leg as they do.

  5. Terms within the range — The issuer decides. Each term is a price, and an issuer can accept a worse coupon or a worse premium but rarely both.

  6. 4

    Pricing1 day

    Coupon and premium are fixed within the announced ranges.

  7. 5

    Settlement3–5 days

    The bonds settle and the delta hedging that began at launch continues in the market.

Who is on the deal

WhoSideWhat they are actually for
The issuerSell sideBorrows more cheaply than on a straight bond by selling the option to convert.
Convertible arbitrage fundsBuy sideBuy the bond and short the shares, so they are buying volatility rather than the company.
Outright investorsBuy sideWant the equity exposure with a floor, and price the package as a whole.
The bookrunnerSell sideSets several terms at once, each of which is a price.
The equity deskNeitherSees the hedging flow that begins at launch and continues for the life of the bond.
Desk
Equity Capital Markets
Instrument
A bond with an embedded conversion option
Priced off
Credit spread and implied volatility together
Main buyer
Funds that hedge the equity and own the volatility
Why issuers use it
A lower coupon than straight debt, paid for in shares

What decides whether it completes

Not how hard this is, and not a rating — there is deliberately no total. It says which of five blockers decides whether this transaction happens at all, in the same order on all 70 transaction types so they can be compared. This publication's own reading; see the notice below.

  • Pricedecides it
  • Financingbarely applies
  • Approvalbarely applies
  • Diligencebarely applies
  • Executiondecides it

What decides it here. Several terms are being priced at once — coupon, premium, maturity, call protection — and the buyer base is buying volatility rather than the company. When that bid is absent the deal has no natural buyer at any coupon the issuer would accept.

What the five mean, and which one decides where →

3 · IntermediateHow it runs in practice

The terms, each of which is a price

  • The coupon — lower than a straight bond, because the option is worth something.
  • The conversion premium — how far above today's share price conversion becomes worthwhile. A higher premium means less dilution and a less valuable option.
  • The maturity — longer means more time value in the option, and more credit risk.
  • Call protection — how long before the issuer may force conversion by calling the bond.

These are negotiated as a package and launched as ranges. An issuer can usually improve one and must give ground on another.

Why the equity desk sells it

Because the decision is an equity decision. The company is selling future shares at a premium to today's price and receiving a lower borrowing cost for it. Whether that is a good trade depends on a view about the shares, not about the credit — which is why the conversation starts on this desk even though the document is a bond.

The hedging flow

Convertible arbitrage funds buy the bond and short a proportion of the shares — the delta. As the share price moves, that proportion changes and they trade to keep the hedge. Two consequences the equity desk cares about:

  • Launching a convertible produces immediate selling pressure in the shares, because the hedge is put on straight away.
  • For the life of the bond, those funds buy shares when the price falls and sell when it rises, which mechanically dampens moves.

Where it sits on the site

The instrument itself is on the markets side — see the convertible bond. This page is the transaction that creates one, and volatility is the mechanism that prices it.

4 · AdvancedThe numbers & the documents

Why the issuer's cheap coupon is not free

A convertible looks like cheap debt and is more accurately described as debt plus a sold call option on the company's own shares. If the shares perform, the company has effectively sold equity at the conversion price rather than at whatever the market later reached — and that gap is the real cost, paid by existing shareholders rather than shown as interest.

Issuers frequently buy that back by purchasing a call spread alongside the issue, which raises the effective conversion price at a cash cost paid up front. It is a genuine improvement for shareholders and it makes the transaction more expensive than the coupon suggests.

Cheapness, and what it means here

Convertible investors talk about a bond being cheap or expensive relative to a model that values the bond floor and the option separately. That is not a claim about whether the shares are a good investment; it is a statement about whether the package is priced consistently with the company's own credit spread and the volatility implied by its listed options. New issues are typically launched slightly cheap for the same reason bonds carry a concession: the book has to fill.

Who else buys them

  • Outright investors — funds that want equity exposure with a floor and do not hedge. They price the package as a whole and care about the credit.
  • Credit funds — attracted when a bond trades near its floor and the option is nearly worthless, at which point it is simply a bond with a lottery ticket attached.

The mix of the three matters: a book dominated by hedged funds produces immediate short selling in the shares, and issuers who dislike that sometimes accept worse terms for a more outright book.

When issuers reach for this

Typically when straight debt is expensive or unavailable and issuing equity outright would be dilutive at a price management thinks is too low. That combination is common in growth companies and in stressed situations, which is why convertible issuance clusters at both ends of the credit spectrum and is thin in the middle.

The formulas above are standard textbook formulations, simplified for teaching. They explain the mechanism — they are not a valuation tool, and they will not reproduce a dealer’s price.

5 · Desk notesHow people on the deal think about it
Desk note: read the call protection before the coupon. A convertible the issuer can call early has a shorter option than its maturity suggests, and the difference between a five-year bond and a five-year bond callable after two is the whole of what the buyer is paying for.

Now say it back

Close the page and give Convertible bond issue in four sentences. It takes a minute and it is the only way to find out whether reading it was enough.

  1. Who wants what — name both sides and what each one is actually trying to get.
  2. What has to happen, in order — the three or four stages, not the whole timetable.
  3. Where the money comes from — cash, new shares, or borrowed; somebody has to fund it.
  4. What kills it — the ordinary way, not the dramatic one.

Why these four

Where this transaction shows up elsewhere

  • MediumEcmDeskHow a company lists and raises equity: the bookbuild, the price range, allocation, the greenshoe and the lock-up —…