-
8/6/2019 Converting the Reset
1/8
-
8/6/2019 Converting the Reset
2/8
-
8/6/2019 Converting the Reset
3/8
-
8/6/2019 Converting the Reset
4/8
-
8/6/2019 Converting the Reset
5/8
0
0.1
0.2
0.3
0.4
0.5
0.6
0.45 0.65 0.85 1.05 1.25 1.45
x
Value
atresetdate
-
8/6/2019 Converting the Reset
6/8
-
8/6/2019 Converting the Reset
7/8
800000
1200000
1600000
2000000
0 500000 1000000 1500000 2000000
Conversion value
Convertibleprice
0 rese ts 1 rese t 3 rese ts
0
0.2
0.4
0.6
0.8
1
0 500000 1000000 1500000 2000000
Conversion value
Delta
0 res ets 1 res et 3 res ets
-0.2
-0.1
0
0.1
0.2
0.3
0 500000 1000000 1500000 2000000
Conversion value
Absolutedifferencedelta
1 vs 0 resets 3 vs 0 resets
-0.0000005
0.0000000
0.0000005
0.0000010
0.0000015
0.0000020
0 500000 1000000 1500000 2000000
Conversion price
Gamma
0 res ets 1 re se t 3 re se ts
-
8/6/2019 Converting the Reset
8/8
-0.0000015
-0.000001
-0.0000005
0
0.0000005
0.000001
0.0000015
0 500000 1000000 1500000 2000000
Conversion price
Absolu
tedifferencegamma
1 vs 0 resets 3 vs 0 resets
