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Amwelladmin (talk | contribs) (Created page with "{{subst:2002 ISDA Equity Derivatives Definitions 8.3}}") |
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{{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of | |||
:(a) | |||
::(i) for a {{eqderivprov|Call}}, the {{eqderivprov|Settlement Price}} minus {{eqderivprov|Strike Price}} or | |||
::(ii) for a {{eqderivprov|Put}}, the {{eqderivprov|Strike Price}} minus {{eqderivprov|Settlement Price}}, and | |||
:(b) zero. <br> |