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Template:Nutshell Equity Derivatives 8.3: Difference between revisions
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Template:Nutshell Equity Derivatives 8.3 (view source)
Revision as of 16:40, 11 May 2022
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{{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of zero and | {{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of zero and | ||
:(a) for a {{eqderivprov|Call}}, | :(a) for a {{eqderivprov|Call}}, ''{{eqderivprov|Settlement Price}} - {{eqderivprov|Strike Price}}''; or | ||
:(b) for a {{eqderivprov|Put}}, | :(b) for a {{eqderivprov|Put}}, ''{{eqderivprov|Strike Price}} - {{eqderivprov|Settlement Price}}''. <br> | ||