Exchangeable Bonds
EXCH:<ISSUER TICKER> <MATURITY DATE> <COUPON> <PRICE> <STRIKE> <TARGET TICKER>
Examples
| Symbol |
EXCH:AEGR 20190815 2.0 79.47 200.7347 NVLN |
Fields
| Parameter |
Required |
Description |
<ISSUER TICKER> |
Yes |
Ticker for the exchangeable bond issuer (US only) |
<MATURITY DATE> |
Yes |
String in YYYYMMDD format indicating the maturity date for the bond |
<COUPON> |
Yes |
The coupon for the exchangeable, expressed as a percent amount |
<PRICE> |
Yes |
The exchangeable price. Provided to calculate YTM |
<STRIKE> |
Yes |
The exchangeable strike, expressed as the stock price of the company the bond converts to |
<TARGET TICKER> |
Yes |
The ticker of the company the bond converts to |
<RATING> |
No |
The bond rating in S&P syntax (e.g., AA, BBB+). Used when the issuer curve is not available or multiple ratings exist for an issuer, e.g., EXCH:AEGR 20440317 7.25 99.396 BB- |