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Template:Nutshell Equity Derivatives 12.1(m): Difference between revisions
Template:Nutshell Equity Derivatives 12.1(m) (view source)
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:{{eqderivprov|12.1(m)}} “'''{{eqderivprov|Implied Volatility}}'''” means for any {{eqderivprov|Exchange Business Day}}, the mid-market implied volatility of the {{eqderivprov|Shares}} the {{eqderivprov|Calculation Agent}} determines by reference to the most comparable listed option on the relevant {{eqderivprov|Shares}} considering such factors as it considers appropriate. If there is no such listed option or the {{eqderivprov|Calculation Agent}} considers it is not sufficiently liquid, it will determine {{eqderivprov|Implied Volatility}} at it sees fit. <br> | |||
:{{eqderivprov|12.1(m)}} “'''{{eqderivprov|Implied Volatility}}'''” means for any {{eqderivprov|Exchange Business Day}}, the mid-market implied volatility of the | |||