Template:2002 ISDA Equity Derivatives Definitions 8.3: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) m Text replace - "" " to "” " |
Amwelladmin (talk | contribs) No edit summary |
||
| (One intermediate revision by the same user not shown) | |||
| Line 1: | Line 1: | ||
Section {{eqderivprov|8.3}}. '''{{eqderivprov|Strike Price Differential}}'''. | Section {{eqderivprov|8.3}}. '''{{eqderivprov|Strike Price Differential}}'''. “'''{{eqderivprov|Strike Price Differential}}'''” means, unless otherwise provided in the related {{eqderivprov|Confirmation}}, in respect of each {{eqderivprov|Valuation Date}}, an amount equal to the greater of (a) the excess of (i) in the case of a {{eqderivprov|Call}}, the relevant {{eqderivprov|Settlement Price}} over the {{eqderivprov|Strike Price}} or (ii) in the case of a {{eqderivprov|Put}}, the {{eqderivprov|Strike Price}} over the relevant {{eqderivprov|Settlement Price}}, and (b) zero. <br> | ||
Latest revision as of 12:53, 10 May 2018
Section 8.3. Strike Price Differential. “Strike Price Differential” means, unless otherwise provided in the related Confirmation, in respect of each Valuation Date, an amount equal to the greater of (a) the excess of (i) in the case of a Call, the relevant Settlement Price over the Strike Price or (ii) in the case of a Put, the Strike Price over the relevant Settlement Price, and (b) zero.