medium · Debt Capital Markets pricing-yields-curve

A corporate issuer is considering a 'make-whole' call to retire debt early. The bond is currently trading at a Z-spread of 120 bps, while the 'make-whole' spread in the indenture is fixed at 25 bps.

How would an analyst describe the economics of this call for the issuer?

  1. The issuer will benefit from the capital gain as the price pulls to par.
  2. The call spread ensures the investor is only compensated for the risk-free rate.
  3. The call is 'in-the-money' and should be exercised immediately.
  4. The call is extremely expensive and serves as a penalty for the issuer.

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