Enterprise & Equity ValueHard

A target has a $250m convertible with a $50 conversion price. The stock trades at $45, but your client is offering $60 per share. How do you treat the convert in the deal model?

Model answer

Standalone, at $45 it's out of the money and sits in net debt. But the deal happens at the OFFER price: at $60 the convert is in the money (250/50 = 5m underlying shares worth $300m vs $250m face),…

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