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}}: | Section {{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}} | :(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> | ||
Revision as of 16:36, 11 May 2022
Section 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.