82,882
edits
Template:Nutshell EUA Annex Cost of Carry Amount: Difference between revisions
Template:Nutshell EUA Annex Cost of Carry Amount (view source)
Revision as of 16:00, 27 June 2022
, 27 June 2022no edit summary
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
| (3 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
'''{{euaprov|Cost of Carry Amount}}''': | '''{{euaprov|Cost of Carry Amount}}''': An EUR amount equal to: | ||
: | :'''{{euaprov|Allowance Forward Transaction}}s''': ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Purchase Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
: | :'''{{euaprov|Allowance Option Transaction}}s''': ''{{euaprov|Cost of Carry Rate}} x {{euaprov|Allowance Strike Price}} x N x ({{euaprov|Cost of Carry Delay}}/360). | ||
where | where “'''N'''” = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}}. <br> | ||
N = {{euaprov|Number of Allowances}} delivered by the {{euaprov|Delayed Delivery Date}} following a {{euaprov|Suspension Event}} | |||