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JWCA advises NEVRO on its $190 million convertible and call spread

APRIL 2020 | read press release

Transaction Background

Nevro was interested in raising capital via common stock and convertible to pre-fund its existing convertible due 2021 and raise capital while the market was open.

Nevro’s objectives included:

  • Achieving a balance of leverage and dilution in pro-forma capital structure

  • Minimizing market and stock price risk

JWCA helped the Company analyze the right mix of the two sources of capital and design an execution strategy to minimize market and execution risk

  • Tactical considerations for existing convertible (repurchase vs leave outstanding)

  • Syndicate and fee structures

  • Convertible and call spread documentation to ensure maximum value and future efficiency/flexibility for the company

The transaction was conducted using a two-day confidential process before launching into a public transaction that priced overnight, removing stock price and execution risk

JWCA designed and ran a call spread auction process to achieve competitive terms, which led to significant savings for the Company

JWCA provided advice, support and analysis throughout the negotiation and execution process

Results

Nevro’s convertible issuance was well-received by investors, despite choppy markets and a risk-off sentiment amid the Coronavirus crisis:

  • 2.75% coupon priced at the low end of the marketed coupon range

  • 25% conversion premium priced at the midpoint of the marketed premium range

Nevro’s equity priced at file-to-offer discount of 6.1% vs 8.4% for last 20 $50mm+ U.S. Med Tech / Tools & Dx follow-on offerings

Overnight execution eliminated stock price risk for the Company, and the wall-cross process ensured a strong book that anchored the transaction prior to its public launch

Call spread raised effective conversion price to 75% above the sale price of the simultaneous common stock offering

Call Spread documentation and auction process produced meaningful savings for Nevro, while maximizing flexibility for the Company