Template:Nutshell Equity Derivatives 2.1(e)

2.1(e) “Strike Price” means:

(i) for an Index Option Transaction, the level of the Index specified in the Confirmation;

(ii) for a Share Option Transaction, the price per Share specified in the Confirmation;

(iii) for an Index Basket Option Transaction, the amount per Basket specified in the Confirmation; and

(iv) for a Share Basket Option Transaction, the amount per Basket specified in the Confirmation.