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Microlesson · 5-min read

Convertible Debentures — Cost Computation

## Cost of Convertible Debentures

Convertible debentures give holders the option to convert into equity shares at maturity instead of receiving cash redemption. The 'redemption value' is therefore the market value of the equity shares received, not a fixed cash amount.

### Step 1: Compute the effective redemption value

```

RV = Number of shares received per debenture × Expected share price at maturity

Expected share price at maturity = Current market price × (1 + g)^n

```

Where `g` = expected growth rate in equity price and `n` = years to maturity.

### Step 2: Approximation Method

```

Kd = [I(1−t) + (RV − NP)/n] / [(RV + NP)/2]

```

### Step 3: IRR Method

Compute PV of after-tax interest cash flows and RV at two trial rates, then interpolate:

```

Kd = RL + [PV_RL − NP] / [PV_RL − PV_RH] × (RH − RL)

```

### Key concept

Because the redemption value is tied to equity growth, a higher equity growth rate → higher RV → higher cost of convertible debt. This is why convertible debentures can be more expensive than straight (non-convertible) debt when the company's share price is expected to grow rapidly.

Worked example

### Example 1

Q8B – TT Ltd. 10% Convertible Debentures, 5-year maturity

Given: Face = ₹100, Coupon = 10%, Tax = 25%, n = 5 years

Conversion: 5 equity shares per debenture

Current share price = ₹20, g = 4% p.a.

Step 1: Expected share price at year 5

= 20 × (1.04)^5 = 20 × 1.2167 = ₹24.33

Step 2: Redemption value

RV = 5 × 24.33 = ₹121.67

Step 3: After-tax interest

I(1−t) = 100 × 10% × (1 − 0.25) = ₹7.50

Approximation Method:

Kd = [7.50 + (121.67 − 100)/5] / [(121.67 + 100)/2]

= [7.50 + 4.33] / 110.84

= 11.83 / 110.84

= 10.67%

IRR Method:

At 10%:

PV = 7.50 × (0.909+0.826+0.751+0.683+0.621) + 121.67 × 0.621

= 7.50 × 3.790 + 75.56

= 28.43 + 75.56 = 103.99

At 15%:

PV = 7.50 × (0.870+0.756+0.658+0.572+0.497) + 121.67 × 0.497

= 7.50 × 3.353 + 60.47

= 25.15 + 60.47 = 85.62

IRR = 10 + [(103.99 − 100)/(103.99 − 85.62)] × 5

= 10 + [3.99/18.37] × 5

= 10 + 1.09

= 11.09%

⚠️ Common exam mistakes

  • Using the current share price as the redemption value instead of the projected future price.
  • Forgetting to multiply the projected share price by the conversion ratio (shares per debenture).
  • Not applying the tax shield to interest in the IRR cash flows.
  • Using the face value of debentures as the redemption value in the approximation formula — for convertibles, RV is equity-linked.
Reference:
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