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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> | |||