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 zero and | {{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of zero and | ||
:(a) for a {{eqderivprov|Call}}, | :(a) for a {{eqderivprov|Call}}, ''{{eqderivprov|Settlement Price}} - {{eqderivprov|Strike Price}}''; or | ||
:(b) for a {{eqderivprov|Put}}, | :(b) for a {{eqderivprov|Put}}, ''{{eqderivprov|Strike Price}} - {{eqderivprov|Settlement Price}}''. <br> | ||
Latest 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, Settlement Price - Strike Price; or
- (b) for a Put, Strike Price - Settlement Price.