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Final Price - Equity Derivatives Provision: Difference between revisions
Final Price - Equity Derivatives Provision (view source)
Revision as of 14:43, 24 September 2019
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{{eqderivanat|5.9}} | {{eqderivanat|5.9}} | ||
Note that Final Price isn't necessary the ''final'' price - you determine them on every Valuation Date, as of the Valuation Time, and they feed into the Cash Settlement (or Equity Notional Reset) process, whereby you pay out any movements in the stock between valuation periods. Thus, Today’s Final Price becomes the Initial Price for the purposes of the next Valuation Date, and so on and so on. Only on the ''final'' {{eqderivprov|Final Price}} does the {{eqderivprov|Transaction}} terminate. | |||
{{Equity swaps versus forwards}} | {{Equity swaps versus forwards}} | ||
{{Seealso}} | {{Seealso}} | ||
*[[Volume Weighted Average Price]] ([[VWAP]]) | *[[Volume Weighted Average Price]] ([[VWAP]]) | ||
*{{eqderivprov|Relevant Price}} | *{{eqderivprov|Relevant Price}} | ||