Template:Nutshell Equity Derivatives 9.7: Difference between revisions

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{{eqderivprov|9.7}}. “'''{{eqderivprov|Fractional Share Amount}}'''” means a {{eqderivprov|Settlement Currency}} amount representing any fractional {{eqderivprov|Share}} in a {{eqderivprov|Number of Shares to be Delivered}} or the {{eqderivprov|Number of Baskets to be Delivered}} multiplied by: <br>
{{eqderivprov|9.7}}. “'''{{eqderivprov|Fractional Share Amount}}'''” means a {{eqderivprov|Settlement Currency}} amount representing any fractional {{eqderivprov|Share}} in a {{eqderivprov|Number of Shares to be Delivered}} or the {{eqderivprov|Number of Baskets to be Delivered}} multiplied by: <br>
:(a) '''{{eqderivprov|Share Option Transaction}}s and {{eqderivprov|Share Basket Option Transaction}}s''': the {{eqderivprov|Settlement Price}} for that {{eqderivprov|Share}} on the {{eqderivprov|Exercise Date}} (assuming {{eqderivprov|Cash Settlement}} with an {{eqderivprov|Exercise Date}} of the {{eqderivprov|Valuation Date}}); <br>
:(a) '''{{eqderivprov|Share Option Transaction}}s and {{eqderivprov|Share Basket Option Transaction}}s''': the {{eqderivprov|Settlement Price}} for that {{eqderivprov|Share}} on the {{eqderivprov|Exercise Date}} (assuming {{eqderivprov|Cash Settlement}} with an {{eqderivprov|Exercise Date}} of the {{eqderivprov|Valuation Date}}); <br>
:(b) '''{{eqderivprov|Share Forward Transaction}}s and {{eqderivprov|Share Basket Forward Transaction}}s: the {{eqderivprov|Settlement Price}} for that {{eqderivprov|Share}} on the {{eqderivprov|Valuation Date}} for that {{eqderivprov|Settlement Date}} (or, if none, the date one {{eqderivprov|Settlement Cycle}} before the {{eqderivprov|Settlement Date}}); and <br>
:(b) '''{{eqderivprov|Share Forward Transaction}}s and {{eqderivprov|Share Basket Forward Transaction}}s''': the {{eqderivprov|Settlement Price}} for that {{eqderivprov|Share}} on the {{eqderivprov|Valuation Date}} for that {{eqderivprov|Settlement Date}} (or, if none, the date one {{eqderivprov|Settlement Cycle}} before the {{eqderivprov|Settlement Date}}); and <br>
:(c) '''{{eqderivprov|Share Swap Transaction}}s and {{eqderivprov|Share Basket Swap Transaction}}s: the {{eqderivprov|Final Price}} for the {{eqderivprov|Share}} on the {{eqderivprov|Valuation Date}} for that {{eqderivprov|Settlement Date}} (or, if none, the date one {{eqderivprov|Settlement Cycle}} before the {{eqderivprov|Settlement Date}}). <br>
:(c) '''{{eqderivprov|Share Swap Transaction}}s and {{eqderivprov|Share Basket Swap Transaction}}s''': the {{eqderivprov|Final Price}} for the {{eqderivprov|Share}} on the {{eqderivprov|Valuation Date}} for that {{eqderivprov|Settlement Date}} (or, if none, the date one {{eqderivprov|Settlement Cycle}} before the {{eqderivprov|Settlement Date}}). <br>

Latest revision as of 08:24, 12 May 2022