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A Convertible Bond Has a Face Value of $1000 and the Conversion

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Essay

A convertible bond has a face value of $1000 and the conversion price is $40 per share.The stock is selling at $30 per share.The bond pays $65 per year in interest and is selling in the market for $950.It matures in 7 years.Market rates are 10 percent annually.
(a)What is the conversion ratio?
(b)What is the conversion value?
(c)What is the conversion premium (in dollars and percent)?
(d)What is the floor or pure bond value? (use annual analysis)
(e)Compute the downside risk as a percentage.


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