Template:Nutshell Equity Derivatives 8.2: Difference between revisions

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Section {{eqderivprov|8.2}}. '''{{eqderivprov|Option Cash Settlement Amount}}'''. “'''{{eqderivprov|Option Cash Settlement Amount}}'''” means, unless otherwise provided in the related {{eqderivprov|Confirmation}}, in respect of each {{eqderivprov|Valuation Date}}:   
{{eqderivprov|8.2}}. “'''{{eqderivprov|Option Cash Settlement Amount}}'''” means, for each {{eqderivprov|Valuation Date}}:   
:(a) under an {{eqderivprov|Index Option Transaction}} or {{eqderivprov|Index Basket Option Transaction}}, an amount equal to the number of {{eqderivprov|Options}} exercised or deemed exercised on the relevant {{eqderivprov|Exercise Date}} multiplied by the {{eqderivprov|Strike Price Differential}} multiplied by one unit of the {{eqderivprov|Settlement Currency}} multiplied by the {{eqderivprov|Multiplier}}, if any; and  
:(a) '''{{eqderivprov|Index Option Transaction}} and {{eqderivprov|Index Basket Option Transaction}}s''': For any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Strike Price Differential}} x one unit of the {{eqderivprov|Settlement Currency}} x any {{eqderivprov|Multiplier}}''; and  
:(b) under a {{eqderivprov|Share Option Transaction}} or {{eqderivprov|Share Basket Option Transaction}}, an amount equal to the number of {{eqderivprov|Options}} exercised or deemed exercised on the relevant {{eqderivprov|Exercise Date}} multiplied by the {{eqderivprov|Option Entitlement}} multiplied by the {{eqderivprov|Strike Price Differential}}. <br>
:(b) '''{{eqderivprov|Share Option Transaction}} and {{eqderivprov|Share Basket Option Transaction}}s''': for any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Option Entitlement}} x {{eqderivprov|Strike Price Differential}}''. <br>

Latest revision as of 16:37, 11 May 2022

8.2. “Option Cash Settlement Amount” means, for each Valuation Date:

(a) Index Option Transaction and Index Basket Option Transactions: For any Exercise Date, the number of exercised Options x Strike Price Differential x one unit of the Settlement Currency x any Multiplier; and
(b) Share Option Transaction and Share Basket Option Transactions: for any Exercise Date, the number of exercised Options x Option Entitlement x Strike Price Differential.
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