Any solution? Yes, or no, depending what you are capable to do:
1. Get ESRI shape specification document, build your own shape file exporting tool. You need to be expert of AutoCAD, and very good programmer that can translate Shape specification into code. Unless you have a team and do it for commercial solution, this is likely not viable at all for you as an option.
2. Find third party shape file building tool, components. There are some of them, mostly paid commercial ones. But it is likely you still need to be AutoCAD programming expert to collect AutoCAD data (geometries, attribute data...) to feed these shape building components.
Because of the question you are asking here, the above options, I figure, are not suitable in terms of time/money to be invested.
3. Use AutoCAD MAP/Civil3D (especially when you are working in "geoinformation" field)! Either option above would cost you way more than a license of AutoCAD Map/Civil3D.