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CBの価格（パリティと乖離率） | 概要（CB） | 日本取引所グループ

https://www.jpx.co.jp/equities/products/cb/outline/01.html

April 8, 2026 at 12:32 AM JST•The archive page, viewer, and downloads use this saved version.

April 8, 2026 at 12:32 AM JST·www.jpx.co.jp

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CBの価格（パリティと乖離率） | 概要（CB） | 日本取引所グループ

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Original URLhttps://www.jpx.co.jp/equities/products/cb/outline/01.html

StartedApril 8, 2026 at 12:32 AM JST

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This page explains the pricing mechanism of convertible bonds (CBs) provided by the Japan Exchange Group. Parity, the theoretical price of a CB, is calculated by dividing the stock price by the conversion price and multiplying by 100. For example, if the stock price is 1,200 yen and conversion price is 1,000 yen, parity equals 120 yen. However, actual CB market prices fluctuate due to supply and demand and interest rate trends. The difference between parity and actual market price is called the divergence rate, which becomes positive when the market price exceeds parity, or negative when it falls below parity.

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