Callable Bond Price Solution

STEP 0: Pre-Calculation Summary
Formula Used
Callable Bond Price = Non Callable Bond Price-Call Option Price
CBP = NCBP-COP
This formula uses 3 Variables
Variables Used
Callable Bond Price - Callable Bond Price refers to the value at which a bond with an embedded call option can be redeemed by the issuer before maturity, impacting its market price.
Non Callable Bond Price - Non Callable Bond Price is the market value of a bond that cannot be redeemed by the issuer before maturity, typically resulting in more stable pricing compared to callable bonds.
Call Option Price - Call Option Price is the cost or value of the right to buy an underlying asset at a specified price (strike price) within a defined period (expiration date).
STEP 1: Convert Input(s) to Base Unit
Non Callable Bond Price: 65 --> No Conversion Required
Call Option Price: 6 --> No Conversion Required
STEP 2: Evaluate Formula
Substituting Input Values in Formula
CBP = NCBP-COP --> 65-6
Evaluating ... ...
CBP = 59
STEP 3: Convert Result to Output's Unit
59 --> No Conversion Required
FINAL ANSWER
59 <-- Callable Bond Price
(Calculation completed in 00.020 seconds)

Credits

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Created by Keerthika Bathula
Indian Institute of Technology, Indian School of mines, Dhanbad (IIT ISM Dhanbad), Dhanbad
Keerthika Bathula has created this Calculator and 100+ more calculators!
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Verified by Aashna
IGNOU (IGNOU), India
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​ LaTeX ​ Go Conversion Premium = Conversion Value-Market Price of Convertible Bond
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​ LaTeX ​ Go Conversion Ratio = Par Value at Maturity/Conversion Price of Equity
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​ LaTeX ​ Go Conversion Value = Market Price per Share*Conversion Ratio
Floating Interest Rate
​ LaTeX ​ Go Floating Interest Rate = Reference Rate+Fixed Spread

Callable Bond Price Formula

​LaTeX ​Go
Callable Bond Price = Non Callable Bond Price-Call Option Price
CBP = NCBP-COP

What is Callable Bond Price ?

A callable bond price refers to the market value of a bond that includes an embedded call option, giving the issuer the right to redeem or "call back" the bond before its scheduled maturity date. This feature allows issuers to take advantage of favorable market conditions, such as declining interest rates, by refinancing the bond at a lower rate or retiring it altogether. However, the presence of a call option introduces uncertainty for investors, as it means their investment may be terminated earlier than expected, potentially leading to reinvestment risk. Callable bonds typically trade at a slight discount to non-callable bonds of similar quality to compensate investors for this risk. The callable bond price fluctuates based on prevailing interest rates, the remaining term to maturity, and the terms of the call option, making it important for investors to assess callable bond risk and factor it into their investment decisions.

How to Calculate Callable Bond Price?

Callable Bond Price calculator uses Callable Bond Price = Non Callable Bond Price-Call Option Price to calculate the Callable Bond Price, The Callable Bond Price refers to the market value of a bond that can be redeemed by the issuer before maturity, impacting its overall value and yield. Callable Bond Price is denoted by CBP symbol.

How to calculate Callable Bond Price using this online calculator? To use this online calculator for Callable Bond Price, enter Non Callable Bond Price (NCBP) & Call Option Price (COP) and hit the calculate button. Here is how the Callable Bond Price calculation can be explained with given input values -> 59 = 65-6.

FAQ

What is Callable Bond Price?
The Callable Bond Price refers to the market value of a bond that can be redeemed by the issuer before maturity, impacting its overall value and yield and is represented as CBP = NCBP-COP or Callable Bond Price = Non Callable Bond Price-Call Option Price. Non Callable Bond Price is the market value of a bond that cannot be redeemed by the issuer before maturity, typically resulting in more stable pricing compared to callable bonds & Call Option Price is the cost or value of the right to buy an underlying asset at a specified price (strike price) within a defined period (expiration date).
How to calculate Callable Bond Price?
The Callable Bond Price refers to the market value of a bond that can be redeemed by the issuer before maturity, impacting its overall value and yield is calculated using Callable Bond Price = Non Callable Bond Price-Call Option Price. To calculate Callable Bond Price, you need Non Callable Bond Price (NCBP) & Call Option Price (COP). With our tool, you need to enter the respective value for Non Callable Bond Price & Call Option Price and hit the calculate button. You can also select the units (if any) for Input(s) and the Output as well.
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