The price of the underlying of a warrant divided by the price of the warrant. More specifically, it is the...
The face value of a convertible, i.e., the value that a holder redeems at maturity. The market price of a...
For a convertible bond, it is the excess of running (current) yield over equity dividend yield: Convertible yield advantage =...
Dilution is the extent to which shareholder value erodes due to transfer of value created by their share holdings to...
Effect on earnings per share (EPS) and book value per share if all convertible securities (convertible bonds, convertible debentures, etc)...
The price of a convertible as quoted inclusive of accrued interest. Some Euroconvertibles such as French convertible bonds are normally...
A corporate bond that can be exchanged for a predetermined number of common shares of the bond's issuer at any...
With respect to a convertible bond, it is the change in the bond price resulted from a single basis point increase in the...
In connection with convertibles, it stands for discount reverse convertible; a reverse convertible which consists of a zero-coupon bond (discount bond) and a...
A reverse convertible which consists of a zero-coupon bond (discount bond) and a plain vanilla put option. The investor issues the put option (short put)...