Template:Nutshell Equity Derivatives 8.3: Difference between revisions

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{{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of  
{{eqderivprov|8.3}}. “'''{{eqderivprov|Strike Price Differential}}'''” means, for each {{eqderivprov|Valuation Date}}, the greater of zero and
:(a)
:(a) for a {{eqderivprov|Call}}, the {{eqderivprov|Settlement Price}} minus {{eqderivprov|Strike Price}} or
::(i) for a {{eqderivprov|Call}}, the {{eqderivprov|Settlement Price}} minus {{eqderivprov|Strike Price}} or
:(b) for a {{eqderivprov|Put}}, the {{eqderivprov|Strike Price}} minus {{eqderivprov|Settlement Price}}. <br>
::(ii) for a {{eqderivprov|Put}}, the {{eqderivprov|Strike Price}} minus {{eqderivprov|Settlement Price}}, and
:(b) zero. <br>

Revision as of 16:40, 11 May 2022

8.3. “Strike Price Differential” means, for each Valuation Date, the greater of zero and

(a) for a Call, the Settlement Price minus Strike Price or
(b) for a Put, the Strike Price minus Settlement Price.
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