Template:Nutshell Equity Derivatives 8.3: Difference between revisions
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{{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of | {{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of zero and | ||
:(a | :(a) for a {{eqderivprov|Call}}, the {{eqderivprov|Settlement Price}} minus {{eqderivprov|Strike Price}} or | ||
:(b) for a {{eqderivprov|Put}}, the {{eqderivprov|Strike Price}} minus {{eqderivprov|Settlement Price}}. <br> | |||
Revision as of 16:40, 11 May 2022
8.3. “Strike Price Differential” means, for each Valuation Date, the greater of zero and
- (a) for a Call, the Settlement Price minus Strike Price or
- (b) for a Put, the Strike Price minus Settlement Price.