Template:EUA Annex Cost of Carry Amount: Difference between revisions
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Amwelladmin (talk | contribs) Created page with "'''{{euaprov|Cost of Carry Amount}}''': Means an amount in EUR equal to: :(a) the {{euaprov|Cost of Carry Rate}} multiplied by: :(b) ::(i) in respect of an {{euaprov|Allowanc..." |
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:(a) the {{euaprov|Cost of Carry Rate}} multiplied by: | :(a) the {{euaprov|Cost of Carry Rate}} multiplied by: | ||
:(b) | :(b) | ||
::(i) in respect of an {{euaprov|Allowance Forward Transaction}}, the {{euaprov|Allowance Purchase Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a Suspension Event; or | ::(i) in respect of an {{euaprov|Allowance Forward Transaction}}, the {{euaprov|Allowance Purchase Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; or | ||
::(ii) in respect of an {{euaprov|Allowance Option Transaction}}, the {{euaprov|Allowance Strike Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a Suspension Event; | ::(ii) in respect of an {{euaprov|Allowance Option Transaction}}, the {{euaprov|Allowance Strike Price}} multiplied by the {{euaprov|Number of Allowances}} delivered on or before the {{euaprov|Delayed Delivery Date}} following the occurrence of a {{euaprov|Suspension Event}}; | ||
:multiplied by: (c) the {{euaprov|Cost of Carry Delay}}, divided by 360. | :multiplied by: (c) the {{euaprov|Cost of Carry Delay}}, divided by 360. | ||
Revision as of 15:52, 27 June 2022
Cost of Carry Amount: Means an amount in EUR equal to:
- (a) the Cost of Carry Rate multiplied by:
- (b)
- (i) in respect of an Allowance Forward Transaction, the Allowance Purchase Price multiplied by the Number of Allowances delivered on or before the Delayed Delivery Date following the occurrence of a Suspension Event; or
- (ii) in respect of an Allowance Option Transaction, the Allowance Strike Price multiplied by the Number of Allowances delivered on or before the Delayed Delivery Date following the occurrence of a Suspension Event;
- multiplied by: (c) the Cost of Carry Delay, divided by 360.