Convertibles On-Line

Convertibles On-Line is an exhaustive database with more than 2.000 convertible bonds worldwide, from all European countries, USA, Japan, South East-Asia.


Comprehensive information about the issue and the underlying stock
Sophis international market research team continuously tracks over 100 characteristics for each convertible bond, including both historical and calculated data (historical/implied volatilities, yield curves…):

	Official Prospectus for each convertible
	Redemption table (coupon payments & final redemption, number of non converted bonds left)
	Clauses (trigger values, redemption amounts, hard /soft call protection periods)
	A complete list of all corporate actions on the underlying stock
	Lead manager, sector and ISIN code information
	Full history and daily update of: historical/implied volatilities, Greeks, yields, Issuer and CB ratings, Benchmark Yields in every currency etc.
	Convexity Matrix
	A preformatted excel template ready to use for publications

A wide range of customisable charts

	Numerous historical charts with all prices and indicators from the database, ready to integrate into Excel
	Clear sensitivity analysis charts
	- Theoretical value & Greeks (vs variation of: underlying, benchmark rate, volatility, pricing date)
	Cox model charts
	- Possible underlying paths during the CB's lifetime