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Understanding Premium Bonds

The document discusses various aspects of bond valuation, including different types of bonds such as fixed-rate, zero-coupon, callable, and convertible bonds. It explains concepts like yield to maturity, bond duration, and the impact of interest rates on bond volatility. Additionally, it touches on capital structure decisions and the cost of capital in relation to dividends and equity financing.

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sanayamayra123
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0% found this document useful (0 votes)
17 views22 pages

Understanding Premium Bonds

The document discusses various aspects of bond valuation, including different types of bonds such as fixed-rate, zero-coupon, callable, and convertible bonds. It explains concepts like yield to maturity, bond duration, and the impact of interest rates on bond volatility. Additionally, it touches on capital structure decisions and the cost of capital in relation to dividends and equity financing.

Uploaded by

sanayamayra123
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Bond Valuaion

Bond one
txedincome Aeuity becae hey
Bon Vcoupont
himilaH to
Hhat hey hav DOminal ae 1000 hile doBert

CuAn MPS
Pond Vhioble in Ddure Ye iud

yinldinvhseAlotton with naket paiL


9Nield -to-matuuity TetE -P
Ttnal Rote
Retn IRR

DBond
Auchare pie

b.
utd on Bs
400_and iL
Io} then YTM Eill be caluuted oyundor
YTM<12D +
put oT Pmium but
nat t dburt on
FV

To abae exompl,TM Coupon


Ii aCAlableott di%cOunt Rate bez bord
ot prium at
aketten TM Coupn te and bond at
inominal value matket,tten lTm a Caupon Rote
T abN eXAmplt, yld illl bR 26xDO

Eixed flatg Rot Bonda


bTodey Bord
pixourt Bond zeo CouEOn Rond
di Mulhple cption pond
ecallable and Put able Ponda
9ConVetible and Non- Con ti ble Bornd

la) Fixed FlDating Rate Bords


Fired ate bond pAovide ixed coupon AOt ubich.
emain wnaltasd thrauabut ite epeutive

imodi
aton
bTodex Bond
to
heag agund
-

(c) Deop Discount Bcnd Zeo coupon octe


Bndbut ane
hey do ng any coupan. discout
shi
aNatlablein makot at ho heoy a e s t o s

beuome the owies

d) Mutil Optin Bond tbesca b coneted

to vesor
Lmutinle failitya alg puematbu

he
and they con al be put able
udamgtih
Pttoble BOnd
e) collable d avcilable ttaelle
t ption
Mapay zthe meney bo
buytack the bond ¢ tO
doe optiona available toÒWsto
matiy
tabl bonda
to oÃ
derand

SULHduy the bo
damption
andlOn-CoDveAtible Bond
(f)Convetible
option toinvsto sto coONte
plavide
Conatibe
speuited suooap lotio aeA
bonds to auty in
constthle througbout etine
cannot be cónvtble bond
valu Convtattd înto
n which3Deuud nominal
ha
40DODtenOtable
Bond
Valuation.

valuod
Can be
Bondls

kute
iterest income evely
[Pempaiag
nedempHon o

cOmpCuLd uith pxA VAiing


olu hich can be

a p i c e d

example on bord
NunciCal qSO 4 nominal valu
A at
metket
available
eond

w e h o u l d i n v e s t
in the
whethat
wocommend
bond or not
PV
Yea o909
q090
0826 2
1516
6830
O'682

at 9sD beeaube
bonol
we shnuld iE&TA the mayket- Sinte
unoleHAceo in the
the bonol is
PV ia highai than mankat paia
yhot ao you mean by Bond duiioD
It
pal amt s nvetot: eond dution
shoutd ot be withDpond
brz both QL in dapenot phemo

bcndie bz
than
dnatton be laue
-[Link] ye o
+he
puncipa a m u t
Coupon paymit
invetert So, AecOvey

dwoion, ohich ia g
chantes ouvenbord
ato
lgn bz bond hich auà due
efo vidlotity
ehang will eoc to
bond duAotion
contra
high blok or
bz paipupal amnt
hgh isk
m brz it hoappena
damption dD
blaiiepayme
Redamçhùn
pis Cauntng Rade ol.

ean Praduct pVr


2 o 826 12319 24tR0
I50 2653195
150 O2:45 409:%0
|50 9315 465.45
5 1200 O'62)
1313' 70 5323-65

Macaulay Bond duQion ZProduct heuxt


532365 44-05
553.5 13130

Altunate Sol.
Prodot
Yeat In weigt
lueigtx
136 35
I23:9
3 l12:6S O086 0'256
0048 O212
150
q3'15 00708 O352

5 o62 4452 OS6 235


13134D
Rond Nolatilit
eond Vlailityt
| + yTIY

Any bond is to i t s t ate Aisk ¢


ect
$uuttotion in A ioteust rate impast MP th
Halato0 Mp
honoe Tatet RorteiDVASe sto
Coaulated
uncHstend

The bond volatlity s


uhoct ul be the inpaut bord

chang bette
Standaxd e tomuoE
31682tbern it
bord volatility &
thoct ey intAst rote chang
will aigpact 3 atange in maket p e
Unit O4 apital ¢ copital Stucts
o
8 t Dividord Decision
4
buuina V a i
- 4 o p h o n w t t h

to be an
uil have
obseved tocostbeof
capital
ninun. cost O

a cheapex
thoneat jollous
tingdabt

ailable
a) Tax Bena}t
dabentu leodst o

weoth
maxinization
A
wbich mneans
maximizotion DCwis

uthìch cptON À betta


evelote
E HoLo to
XLtdwants 1OLakhs

B) Iaus 2 PSe or

The pesent capital stuuotu


5000 Èse D'eath=50D0
is os tolloa.
Total priset copital
ESIT - 250,000 Tax Rodt t0.
PE RoctiO 10 imes,Aimes &tims or otions
1, 2,3 spetivey lect best ophon
mOney
tooine
ENGLgtion e Capto ructu6
Paticulans
OptionOL OptonO2 Option o3
Eqty Pres Dehetuw

250000

EBIT
T h t e x e s t

oldteb[oqoox1/)|(Aocce)

243009 163000
EBT
9200)
40/.
Tax Rot 145800
145 BU0
EAT
B Are Divid

NeDlakhx9 94300
55 R00
EsH 45800: 5000
Avoilabe 5000
EasDing
O5000 19 56
No-Eayshaxe
I|:16
1·39 8time
ERS qimes
156 48
13:9
MS

maxímize
mwt be selorted) as it
Con uaion= Option 03 pet maximisatioo
maximize
weatth
EPS & MS
O'G0c- 4209
LUSDO

SDouo40x 420)
8000x -9000
How to caleuoe indituone pint bet"q
whee EPS
Tnditn to EAT lovel
neuttal be to bo
he comea Or
the
indiynt
option: I i s )cusatet by smig
optton olin
xin both the

Can be 'donived
capita
Hou to calelate cogt
debertus/ debt lairk lcat.
ehot teum
A Cost Iot (I- TR)
Cost
Tox Rte
Rat s oe
dabt
BCost Long Tem debentues Ct

Thgidatal cost eg stonpdrt

Cost = Anst oh Int(l-T) + lcnting Cost


Pataodcolleced

Tox Rote dobertuUb

Fao Floating ost Tnudunta) eipëe .ike etamp dut


ady eost.
Tt
Cost e Amt
Puokads collected -
flosaing
PADCeod collected

ubich be at fv pan aluo


debestN

othen be at

dividond + flating Cost


Cost Am o di
PADce collected

Dot avoilabki

Cost'At dividorcl
Cost
PaOtaod eole ted - Flbotg

uithaut qrowtth mdol)


i) Crondon Appkoach
D 100
Mo
wbee
Ke Cost o eauty capital
DË: Dividendlpe
Mo Cuwant market eer `hae
Above Honmula ina hinaà by dividand yld
)ondon Appoach with grouth modla)

MD

Di Dividonc pshane tor bext yea


Do Dividendp chaxQ
CuDusth Roete
Fom tbe aboeormu Mo Ca be ebse

pshae

h) Capital Abset Moolal (Tensen


pxiing
Rp t

sbe

Re Rote
bill which can be pnumkd a
84 t aveilable
Beta "yator
E 0icode louo kib stok
ndicat mocerate k
pindiate high isk
Rp makt patolio

is calld
RA)
Rm-
HOLto colcMlate WAC

amt
4boplk

-MDket aue AppDach- Tn thi oppoo, the


iamt vQuOLA
paavaillng maaket paia
Bond durton Clesroom
6 BonolA

TrttE-P
2

L36
q25

Bond B

0-92

2
beting canitalatucte

bieas

Cost

Aootioncot
AMyantag
cOrtrol
Manket
Rick pepecton
nition ahaohldos

Puapoget
Banruplana! Cast

Fiance disibessAects
beuyonc pauicalb oNel whieh utinatcty

uairding upard slue docine


due o uaanial bckupt
Diidond Decisioo
ne diudend poliy managtnent haie dinet
dividard pter
Managemat must
pollig decto dividend
te Houo much pappoxtio, e eauhing
dividend to chanoboldat authoy t o chOLD

Naaious thenua aHe Mad e b o wd i v i d o n d

ehe) the diyiderd 4 YP


duacty inpact the ME
alaltea Appapath.
2. Gorden Approath
g MYM AppDach

e ehats r MP
apprach, value
As peu u t t
'Dividerd
pershaup

EPS Fasnig
Iotonal Roste o aa calld cost c (ke)
CanitalY2otion kate
Equitt (E-D) Reteined Prot
E DtRa
forma:
Re psha
Re
Heney sha
ivi dendpahato
pShoe
Ecauning
Re EcHuity Capitklbtton 'Ro
2 Goco Appaah

without 9T0uth model


ehae
whichi Dot
K
Hee
Di Dividord. p shae tor next yeat
Ke

we can alsD
fromtbe above tormla
ie K.
DI X100
MD

Heey -shaeholden

Retun eepetd

YDth Modol.
D ith callated by
9TuthMdal (Mo) can be
As p MD D

KeDL
Mo

Heu, g 9outh ate niutry which can be


Tme Value oyMonet
aHou to compute PV
S) Hous to compute FV ot lunpsum eposit with
Hou t× Comipute
apasit ith' help a cenpoudling taator

A) HoS to omHoLte PV
uhodaopp so PAset alue
Yeo
Computeton
Cash 'Flow PV

6\DS

FV:pv
Here, PN ’ PaL,ent Vhlue

m oo bonpounding
tKvestret
Art I0060)0E
Yeay compundling
locox11D 1o000x :331
10000|t.

2Serni- annuallyy
Q1123

12x6
2
Compount Trtossts
FV PV

2000X 2413

Rule 2
ubling pexicd
appose 1 9 64ea
Rute 69
Dobligpoica O3S t 69

whotopp
It Rote ubling Pexibol

O'st 69
Equtty ShaMa
DebentHSO
pank fnane
Tada Gudit
Nentuse Borcb.-£SGEnyonmeat
Capital Sail eoONe
CHaAn
ReconettutHoo
zaion or Aet
-TOas of Secii
The toumnsewiizatun ahu to
willuneat
vestex
aset b a c k u
etyom theas casets
money tia sewty on the
TDe Sec iL be
povicaJutus
a
managantnt hat
yul mean by in
Uhat búainea
siope adaptdby
Afm ekus to the.
ernity tottot manag i
the pimay sal
iealth
a
atiined
"The Suope busines na
3: inanëg the
1:Forecating
2DIvidord Beciion.

8 Other mis kuftun Jike


inventony manag
FA Managtit
Lioyelity position diaitaineo
hanD migmised

einLMeNt

t o r shoaneid wells

CompoBent to olo Seice soal


CBR ctviieg

angment

econtDAte
3t contibLtto cto utlisaction udures

Vagepheniomeno

Jt aofn tal eaing pskou

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