Template:2002 ISDA Equity Derivatives Definitions 2.1(e): Difference between revisions
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{{eqderivprov|2.1(e)}} '''{{eqderivprov|Strike Price}}''. “'''{{eqderivprov|Strike Price}}''' | :{{eqderivprov|2.1(e)}} '''{{eqderivprov|Strike Price}}'''. “'''{{eqderivprov|Strike Price}}'''” means: <br> | ||
:(i) in respect of an {{eqderivprov|Index Option Transaction}}, the level of the relevant {{eqderivprov|Index}} | ::(i) in respect of an {{eqderivprov|Index Option Transaction}}, the level of the relevant {{eqderivprov|Index}} specified or otherwise determined as provided in the related {{eqderivprov|Confirmation}}; <br> | ||
:(ii) in respect of a {{eqderivprov|Share Option Transaction}}, the price per {{eqderivprov|Share}} specified or | ::(ii) in respect of a {{eqderivprov|Share Option Transaction}}, the price per {{eqderivprov|Share}} specified or otherwise determined as provided in the related {{eqderivprov|Confirmation}}; <br> | ||
:(iii) in respect of an {{eqderivprov|Index Basket Option Transaction}}, the amount per {{eqderivprov|Basket}} | ::(iii) in respect of an {{eqderivprov|Index Basket Option Transaction}}, the amount per {{eqderivprov|Basket}} specified or otherwise determined as provided in the related {{eqderivprov|Confirmation}}; and <br> | ||
:(iv) in respect of a {{eqderivprov|Share Basket Option Transaction}}, the amount per {{eqderivprov|Basket}} specified | ::(iv) in respect of a {{eqderivprov|Share Basket Option Transaction}}, the amount per {{eqderivprov|Basket}} specified or otherwise determined as provided in the related {{eqderivprov|Confirmation}}. <br> | ||
Latest revision as of 13:10, 24 April 2018
- 2.1(e) Strike Price. “Strike Price” means:
- (i) in respect of an Index Option Transaction, the level of the relevant Index specified or otherwise determined as provided in the related Confirmation;
- (ii) in respect of a Share Option Transaction, the price per Share specified or otherwise determined as provided in the related Confirmation;
- (iii) in respect of an Index Basket Option Transaction, the amount per Basket specified or otherwise determined as provided in the related Confirmation; and
- (iv) in respect of a Share Basket Option Transaction, the amount per Basket specified or otherwise determined as provided in the related Confirmation.
- (i) in respect of an Index Option Transaction, the level of the relevant Index specified or otherwise determined as provided in the related Confirmation;