Expected volatility definition

Expected volatility means the historical volatility of our Common Stock over the expected term of each grant;
Expected volatility means a measure of the amount by which a financial variable, such as share price, has fluctuated (historical volatility) or is expected to fluctuate (implied volatility) during a period. Expected volatility is based on the Company’s historical volatility and incorporates the volatility of the common stock of comparable companies when the expected life of the option exceeds the Company’s trading history.
Expected volatility means the historical volatility of our Common Stock over the expected term of each grant. We exclude the period during 2002 when unusual volatility resulted from the exploration of the possible sale of our Company.

Examples of Expected volatility in a sentence

  • Expected volatility is estimated by considering historic average share price volatility.

  • Expected volatility was based on the historical volatility of other comparable listed companies.

  • Expected volatility is based on the historical security price volatility over the past 3 years.

  • Expected volatility is calculated by reference to the weekly closing share price for a period that reflects the expected life of the options.

  • Expected volatility has been based on historical volatility of the Company’s publicly traded shares.

  • Expected volatility during the expected term of the option is based on historical volatility, during a period equivalent to the expected term of the option, of the observed market prices of the company's publicly traded equity shares.

  • Expected volatility is estimated with reference to the historical volatility of the share price of the Company.

  • Expected volatility is based on the historical share price volatility.

  • Expected volatility is determined by considering the trailing 30-month historic average share price volatility.

  • Expected volatility is based on the historic volatility of the Company’s shares.


More Definitions of Expected volatility

Expected volatility. ’ means a measure of the amount by which a financial variable, such as share price, has fluctuated (historical volatility) or is expected to fluctuate (implied volatility) during a period. Expected volatility is based on the Company’s historical volatility.

Related to Expected volatility

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.

  • Dilution Volatility Component means the product (expressed as a percentage) of (i) the difference between (a) the highest three (3)-month rolling average Dilution Ratio over the past 12 months and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.

  • Expected Energy has the meaning set forth in the CAISO Tariff.

  • Expected week of childbirth means the week, starting on a Sunday, during which the mother's doctor or midwife expects her to give birth.

  • Suspended Solids means solids that either float on the surface of, or are in suspension in water, sewage or other liquids, and which are removable by laboratory filtering.

  • Expected Final Payment Date means, with respect to each Series or, if applicable, each Class of Securitization Bonds, the date when all interest and principal is scheduled to be paid with respect to that Series or Class in accordance with the Expected Amortization Schedule, as specified in the Series Supplement therefor.

  • Curtailment Period means the period of time during which Seller reduces generation from the Project, pursuant to a Curtailment Order. The Curtailment Period shall be inclusive of the time required for the Project to ramp down and ramp up; provided that such time periods to ramp down and ramp up shall be consistent with the Ramp Rate designated in the Cover Sheet.

  • Expected Distributions means, with respect to the Certificates of any Trust on any Current Distribution Date, the difference between (A) the Pool Balance of such Certificates as of the immediately preceding Distribution Date (or, if the Current Distribution Date is the first Distribution Date after the date of issuance of such Certificates, the original aggregate face amount of the Certificates of such Trust) and (B) the Pool Balance of such Certificates as of the Current Distribution Date calculated on the basis that (i) the principal of any Non-Performing Equipment Notes held in such Trust has been paid in full and such payments have been distributed to the holders of such Certificates, (ii) the principal of any Performing Equipment Notes held in such Trust has been paid when due (whether at stated maturity or upon prepayment or purchase or otherwise, but without giving effect to any Acceleration of Performing Equipment Notes) and such payments have been distributed to the holders of such Certificates and (iii) the principal of any Equipment Notes formerly held in such Trust that have been sold pursuant to the terms hereof has been paid in full and such payments have been distributed to the holders of such Certificates. For purposes of calculating Expected Distributions with respect to the Certificates of any Trust, any Premium paid on the Equipment Notes held in such Trust which has not been distributed to the Certificateholders of such Trust (other than such Premium or a portion thereof applied to the payment of interest in respect of the Certificates of such Trust or the reduction of the Pool Balance of such Trust) shall be added to the amount of such Expected Distributions.

  • Quarterly (1/Quarter) sampling frequency means the sampling shall be done in the months of March, June, August, and December, unless specifically identified otherwise in the Effluent Limitations and Monitoring Requirements table.

  • Peak tube potential means the maximum value of the potential difference across the x-ray tube during an exposure.

  • Experience period means the most recent period of time for which experience is reported, but not for a period longer than three (3) full years. (7-1-93)

  • GDP price deflator means the average of the four implicit price

  • Day-ahead Congestion Price means the Congestion Price resulting from the Day-ahead Energy Market.

  • Quarterly (1/Quarter) sampling frequency means the sampling shall be done in the months of March, June, August, and December, unless specifically identified otherwise in the Effluent Limitations and Monitoring Requirements table.

  • ECB Recommended Rate Index Cessation Event means the occurrence of one or more of the following events:

  • Projected PJM Market Revenues means a component of the Market Seller Offer Cap calculated in accordance with Tariff, Attachment DD, section 6. Proportional Multi-Driver Project: “Proportional Multi-Driver Project” shall have the same meaning provided in the Operating Agreement. Pseudo-Tie:

  • Bid with Lowest Evaluated Cost means the bid quoting lowest cost amongst all those bids evaluated to be substantially responsive;

  • Sustainability Factors means environmental, social and employee matters, respect for human rights, anti‐corruption and anti‐bribery matters.

  • Expected date of birth means the day certified by a medical practitioner to be the day on which the medical practitioner expects the employee or the employee's partner, as the case may be, to give birth to a child;

  • Congestion Price means the congestion component of the Locational Marginal Price, which is the effect on transmission congestion costs (whether positive or negative) associated with increasing the output of a generation resource or decreasing the consumption by a Demand Resource, based on the effect of increased generation from or consumption by the resource on transmission line loadings, calculated as specified in Operating Agreement, Schedule 1, section 2, and the parallel provisions of Tariff, Attachment K-Appendix, section 2.

  • Price Source Disruption means (a) the failure of the Price Source to announce or publish the Reference Price (or the information necessary for determining the Reference Price); or (b) the temporary or permanent discontinuance or unavailability of the Price Source.

  • Historical Fair Market Value means the volume weighted average price of the Ordinary Shares during the ten (10) trading day period ending on the trading day prior to the first date on which the Ordinary Shares trade on the applicable exchange or in the applicable market, regular way, without the right to receive such rights. No Ordinary Shares shall be issued at less than their par value.

  • Yearly (1/Year) sampling frequency means the sampling shall be done in the month of September, unless specifically identified otherwise in the effluent limitations and monitoring requirements table.