82,891
edits
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
Line 15: | Line 15: | ||
::::(e) a term of the {{eqderivprov|Option Transaction}} from the {{eqderivprov|Announcement Date}} to the {{eqderivprov|Expiration Date}}. <br> | ::::(e) a term of the {{eqderivprov|Option Transaction}} from the {{eqderivprov|Announcement Date}} to the {{eqderivprov|Expiration Date}}. <br> | ||
:::(2) a value for the {{eqderivprov|Option Transaction}} (or portion thereof) based on the factors listed in (1)(a)-(e) above, except with a volatility equal to the average of the {{eqderivprov|Implied Volatilities}} of the relevant {{eqderivprov|Shares}} on each of the 15 Exchange Business Days commencing on and including the {{eqderivprov|Announcement Date}}. <br> | :::(2) a value for the {{eqderivprov|Option Transaction}} (or portion thereof) based on the factors listed in (1)(a)-(e) above, except with a volatility equal to the average of the {{eqderivprov|Implied Volatilities}} of the relevant {{eqderivprov|Shares}} on each of the 15 Exchange Business Days commencing on and including the {{eqderivprov|Announcement Date}}. <br> | ||
{{2002 ISDA Equity Derivatives Definitions 12.7(b)(ii)}} | {{2002 ISDA Equity Derivatives Definitions 12.7(b)(ii)}} |