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Template:Nutshell Equity Derivatives 8.2: Difference between revisions
Template:Nutshell Equity Derivatives 8.2 (view source)
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{{eqderivprov|8.2}}. “'''{{eqderivprov|Option Cash Settlement Amount}}'''” means, for each {{eqderivprov|Valuation Date}}: | |||
:(a) '''{{eqderivprov|Index Option Transaction}} and {{eqderivprov|Index Basket Option Transaction}}s''': For any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Strike Price Differential}} x one unit of the {{eqderivprov|Settlement Currency}} x any {{eqderivprov|Multiplier}}''; and | :(a) '''{{eqderivprov|Index Option Transaction}} and {{eqderivprov|Index Basket Option Transaction}}s''': For any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Strike Price Differential}} x one unit of the {{eqderivprov|Settlement Currency}} x any {{eqderivprov|Multiplier}}''; and | ||
:(b) '''{{eqderivprov|Share Option Transaction}} and {{eqderivprov|Share Basket Option Transaction}}s''': for any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Option Entitlement}} x {{eqderivprov|Strike Price Differential}}''. <br> | :(b) '''{{eqderivprov|Share Option Transaction}} and {{eqderivprov|Share Basket Option Transaction}}s''': for any {{eqderivprov|Exercise Date}}, the ''number of exercised {{eqderivprov|Options}} x {{eqderivprov|Option Entitlement}} x {{eqderivprov|Strike Price Differential}}''. <br> | ||