Template:Nutshell Equity Derivatives 8.2: Difference between revisions

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Section {{eqderivprov|8.2}}. “'''{{eqderivprov|Option Cash Settlement Amount}}'''” means, for each {{eqderivprov|Valuation Date}}:   
{{eqderivprov|8.2}}. “'''{{eqderivprov|Option Cash Settlement Amount}}'''” means, for each {{eqderivprov|Valuation Date}}:   
:(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  
:(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) '''{{eqderivprov|Share Option Transaction}} and {{eqderivprov|Share Basket Option Transaction}}s''': for any {{eqderivprov|Exercise Date}}, the ''number of {{eqderivprov|Options}} exercised x {{eqderivprov|Option Entitlement}} x {{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