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Note that where an {{eqderivprov|Extraordinary Event}} occurs, the {{eqderivprov|Determining Party}}, rather than the {{eqderivprov|Calculation Agent}}, may be the person called on to calculate a {{eqderivprov|Cancellation Amount}}. (This is relevant especially where the {{eqderivprov|Calculation Agent}} is not the {{eqderivprov|Hedging Party}}, as the {{eqderivprov|Hedging Party}} will have definite ideas about how to value cancellation vis a vis its own hedge). | Note that where an {{eqderivprov|Extraordinary Event}} occurs, the {{eqderivprov|Determining Party}}, rather than the {{eqderivprov|Calculation Agent}}, may be the person called on to calculate a {{eqderivprov|Cancellation Amount}}. (This is relevant especially where the {{eqderivprov|Calculation Agent}} is not the {{eqderivprov|Hedging Party}}, as the {{eqderivprov|Hedging Party}} will have definite ideas about how to value cancellation vis a vis its own hedge). | ||
==={{eqderivprov| | ===Definitions=== | ||
==== {{eqderivprov|12.1(a)}}. “{{eqderivprov|Extraordinary Event}}” ==== | |||
{{M summ Equity Derivatives 12.1(a)}} | |||
==== {{eqderivprov|12.1(b)}}. “{{eqderivprov|Merger Event}}” ==== | |||
{{M summ Equity Derivatives 12.1(b)}} | |||
==== {{eqderivprov|12.1(c)}}. “{{eqderivprov|Merger Date}}” ==== | |||
{{M summ Equity Derivatives 12.1(c)}} | |||
==== {{eqderivprov|12.1(d)}} and (e). “{{eqderivprov|Tender Offer}}” and “{{eqderivprov|Tender Offer Date}}” ==== | |||
{{M summ Equity Derivatives 12.1(d)}} | |||
==== {{eqderivprov|12.1(f)-(k)}}. “{{eqderivprov|Share-for-Share}}”, “{{eqderivprov|Share-for-Other}}”, “{{eqderivprov|Share-for-Combined}}”, “{{eqderivprov|New Shares}}”, “{{eqderivprov|Other Consideration}}”, “{{eqderivprov|Combined Consideration}}”==== | |||
{{M summ Equity Derivatives 12.1(f)-(k)}} | |||
==== {{eqderivprov|12.1(k)}}. ==== | |||
{{M summ Equity Derivatives 12.1(k)}} | |||
==== {{eqderivprov|12.1(l)}}. “{{eqderivprov|Announcement Date}}” ==== | |||
{{M summ Equity Derivatives 12.1(l)}} | |||
==== {{eqderivprov|12.1(m)}}. “{{eqderivprov|Implied Volatility}}” ==== | |||
{{M summ Equity Derivatives 12.1(m)}} | |||
==== {{eqderivprov|12.1(n)}}. “{{eqderivprov|Affected Shares}}” ==== | |||
{{M summ Equity Derivatives 12.1(n)}} |