Hybrid Equity-Linked Capital
Debt + Warrants
Conventional loan with detachable warrants
Convertible Bonds
Debt converting / exchanging to an underlying asset
Equity-Linked Note
Loan instruments with performance tied to equity
Debt + Warrants
Conventional loan with detachable warrants
Convertible Prefs
Equity instrument with fixed dividend and conversion rights
Stock + Warrant
Equity raise with deferred dilution and monetized vol
Debt Hybrids
Equity Hybrids
What is Hybrid Capital?
At its core, Hybrid Capital covers all instruments that blend two or more elements of the capital structure – they are, in effect, a combination of a capital instrument and some type of optionality defining the equity link*.
CAPITAL INSTRUMENT
EQUITY LINK / OPTION
Hybrid Capital Instruments
CBs = Issuer Bond + Call Option on Issuer Stock
EBs = Issuer Bond + Call Option on different Stock
CoCo (write-down) = Bond – Digital Put
Coco (Equity) = Bond – Barrier Put
ASCOTs = Call Option on a CB (Bond + Call)
PIPE Structures = Debt + Warrant / Stock + Warrant etc...
*The reality nowadays is the complexity of T&Cs in the instruments make it hard to separate the two, but many practitioners still separate to collapse mis-pricings across asset classes & instruments. Â
Why Companies Issue It?