Convertible Bond / Preferred

A bond or preferred stock exchangeable into a set number of common shares.

What is Convertible Bond / Preferred?

Conversion ratio = par value / conversion price. Parity is when the convertible and the shares it converts into are worth the same. Convertibles pay a lower coupon than comparable straight bonds in exchange for equity upside, and their prices follow the stock when the stock is well above the conversion price.

Convertible Bond / Preferred: a worked example

$1,000 par convertible at $40 = 25 shares. With the bond at $1,100, the stock's parity price is $1,100 / 25 = $44.

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