Delta Amount definition

Delta Amount means the amount, if any, in United States Dollars by which the Required Amount exceeds the Option Price (which amount, if a negative number, shall be deemed to be zero).
Delta Amount means, in respect of any Reference Entity (including in respect of a Replaced Reference Entity or a Replacement Reference Entity which is the subject of a valid Initial Substitution Request), at any date, a notional amount determined by the Swap Counterparty (and specified in the related Hedging Confirmation) representing the amount of exposure to such Replaced Reference Entity or Replacement Reference Entity, as applicable, which the Delta Model indicates should be hedged by the Swap Counterparty as at such date pursuant to the Relevant Credit Default Swap.
Delta Amount means, in respect of a Reference Entity, an amount in EUR equal to the product of

Examples of Delta Amount in a sentence

  • If the Purchase Option is exercised and the Closing occurs pursuant to Section 37 below, Landlord shall pay a commission to Business Real Estate Brokerage Company equal to One Hundred Forty-One Thousand Seven Hundred Fifty and 00/100 Dollars ($141,750.00) (i.e., 3.5% of $4,050,000.00), less (a) the amount previously paid to Business Real Estate Brokerage Company as provided above in this Section 1.9 and (b) The Amortization Delta Amount (as defined in Section 37(b) below).

  • The dollar amount representing the difference between (A) the unamortized portion of the $215,357.00 amount amortized over a five (5) year period and (B) the unamortized portion of the $215,357.00 amount amortized over a seven (7) year period, each with interest at a rate of seven percent (7%), shall be deemed the "Amortization Delta Amount" and shall be deducted from the brokerage commission payable pursuant to Section 1.9 above at the Closing.

  • The principal of this Note represents that portion of the Make-Whole Amount due in respect of the Senior Secured Note due 2008 (such Senior Note, the "Underlying Note") which has been calculated as the Make-Whole Delta Amount under the Intercreditor Agreement and shall include all interest paid in kind as set forth above.


More Definitions of Delta Amount

Delta Amount shall have the meaning ascribed thereto in Section 4.4(b);
Delta Amount means, in relation to any Substitution, the notional amount, as calculated by the Buyer acting in good faith and in a commercially reasonable manner through the application of its then current Proprietary Trading Model, of the relevant Theoretical Hedge Transaction up to a maximum amount of the Reference Entity Notional Amount in relation to the relevant Replacement Reference Entity or Replaced Reference Entity (as the case may be) in respect of the Long Reference Portfolio;