Convertible Arbitrage Profitability Calculator

Convertible Bond Details Bond Purchase Price (per $100 Face Value): e.g., 98 for a bond trading at 98% of par. Bond Face Value (per bond, $): Annual Coupon Rate (%): Conversion Ratio (Shares per $1000 Face Value): Number of shares received if $1000 of face value is converted.

Underlying Stock Details Current Stock Price ($ per share): Annual Dividend per Share ($): Annual Stock Borrow Fee (% of shorted stock value):

Position & Timeframe Number of Bonds Purchased: Total quantity of convertible bonds in the position. Investment Horizon (Years): The period for which aggregate income/costs will be shown in the report. Annual figures are primary.

Please fill in the inputs and click "Next" or "Calculate" on the Inputs tab, or re-click this tab's button.

Convertible Arbitrage Profitability Calculator

Convertible Arbitrage Profitability Report