Template:2002 ISDA Equity Derivatives Definitions 8.3: Difference between revisions

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	Section {{eqderivprov\|8.3}}. '''{{eqderivprov\|Strike Price Differential}}'''. “'''{{eqderivprov\|Strike Price Differential}}'''” means, unless otherwise ~~<br>~~provided in the related {{eqderivprov\|Confirmation}}, in respect of each {{eqderivprov\|Valuation Date}}, an amount equal to the greater of ~~<br>~~(a) the excess of (i) in the case of a {{eqderivprov\|Call}}, the relevant {{eqderivprov\|Settlement Price}} over the {{eqderivprov\|Strike Price}} or (ii) in the ~~<br>~~case of a {{eqderivprov\|Put}}, the {{eqderivprov\|Strike Price}} over the relevant {{eqderivprov\|Settlement Price}}, and (b) zero. <br>		Section {{eqderivprov\|8.3}}. '''{{eqderivprov\|Strike Price Differential}}'''. “'''{{eqderivprov\|Strike Price Differential}}'''” means, unless otherwise provided in the related {{eqderivprov\|Confirmation}}, in respect of each {{eqderivprov\|Valuation Date}}, an amount equal to the greater of (a) the excess of (i) in the case of a {{eqderivprov\|Call}}, the relevant {{eqderivprov\|Settlement Price}} over the {{eqderivprov\|Strike Price}} or (ii) in the case of a {{eqderivprov\|Put}}, the {{eqderivprov\|Strike Price}} over the relevant {{eqderivprov\|Settlement Price}}, and (b) zero. <br>