Australia Embedded derivative liabilities

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Hi,
I need help with an accounting theory assignment. Our company has issued a convertible note with an embedded derivative liability. The holder has the option of converting the amount outstanding to a number of shares with an issue price based on 10% discount of volume weighted average share price over the 20 days pre-conversion. How do you account for this? I know that the host liability and embedded liability has to be separated, but how do you find the fair value of the convertible option when it varies? And what are the disclosure implications?
This is a very complex area and one in which I can't find a lot of literature and as a result am struggling to put pen to paper. Any help would be greatly appreciated.

I look forward to hearing from any geniuses out there!
 

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