You should check this answer: How to interpret the 'price' of a CDS?
It explains the relation between spread and upfront. In your particular case you might consider using a simple model mentioned at the end of that answer:
A simple model for the value of a short protection CDS can be found if you write
V = (C-S) x RPV01
where
RPV01 = (1−exp(−gT))/g(1−exp(−gT))/g
and C is the coupon, S is the par CDS spread, T is the remaining life in years and
g=r+S/(1−R)g=r+S/(1−R)
where r is the risk-free (Libor) rate and R is the expected recovery rate, usually set to 40%.
