Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW <equity> AQR” (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneous, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 10 contracts
Samples: Warrant Agreement (Atlas Air Worldwide Holdings Inc), Warrant Agreement (Atlas Air Worldwide Holdings Inc), Warrant Agreement (Atlas Air Worldwide Holdings Inc)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW CNMD <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent in good faith and in a commercially reasonable manner based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 10 contracts
Samples: Warrant Agreement (CONMED Corp), Warrant Agreement (CONMED Corp), Warrant Agreement (CONMED Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW GILD.UQ<equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event. Settlement Date(s): As determined in reference to Section 9.4 of the Equity Definitions, subject to Section 9(k)(i) hereof.
Appears in 8 contracts
Samples: Warrant Agreement (Gilead Sciences Inc), Warrant Agreement (Gilead Sciences Inc), Warrant Agreement (Gilead Sciences Inc)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW WWE <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using a substantially similar volume-weighted method, if reasonable). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 6 contracts
Samples: Warrant Agreement (World Wrestling Entertainmentinc), Warrant Agreement (World Wrestling Entertainmentinc), Warrant Agreement (World Wrestling Entertainmentinc)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW CNMD <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 6 contracts
Samples: Warrant Agreement (Conmed Corp), Warrant Agreement (Conmed Corp), Warrant Agreement (Conmed Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW AVYA <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 5 contracts
Samples: Warrant Agreement (Avaya Holdings Corp.), Warrant Agreement (Avaya Holdings Corp.), Warrant Agreement (Avaya Holdings Corp.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW ACET <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent (acting in good faith and in a commercially reasonable manner)). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines (acting in good faith and in a commercially reasonable manner) that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent (acting in good faith and in a commercially reasonable manner) based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 4 contracts
Samples: Warrant Agreement (Aceto Corp), Warrant Agreement (Aceto Corp), Warrant Agreement (Aceto Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW CAR.N <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using a substantially similar volume-weighted method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event. Settlement Date(s): As determined in reference to Section 9.4 of the Equity Definitions, subject to Section 9(k)(i) hereof.
Appears in 4 contracts
Samples: Warrant Agreement (Avis Budget Group, Inc.), Warrant Agreement (Avis Budget Group, Inc.), Warrant Agreement (Avis Budget Group, Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW IVC <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent, acting in good faith and in a commercially reasonable manner). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate appropriate, acting in a commercially reasonable manner, using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 4 contracts
Samples: Warrant Agreement (Invacare Corp), Warrant Agreement (Invacare Corp), Warrant Agreement (Invacare Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW ERTS.UQ <equity> AQR” (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (Electronic Arts Inc.), Warrant Agreement (Electronic Arts Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW VAC <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (MARRIOTT VACATIONS WORLDWIDE Corp), Warrant Agreement (MARRIOTT VACATIONS WORLDWIDE Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW SPPI <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using a volume-weighted methodology). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (Spectrum Pharmaceuticals Inc), Warrant Confirmation (Spectrum Pharmaceuticals Inc)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW TRHC <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using a volume-weighted methodology). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (Tabula Rasa HealthCare, Inc.), Warrant Agreement (Tabula Rasa HealthCare, Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW TWGP.UQ <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (Tower Group, Inc.), Warrant Agreement (Tower Group, Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW SMTC <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousmanifestly incorrect, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 2 contracts
Samples: Warrant Agreement (Semtech Corp), Warrant Agreement (Semtech Corp)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW NUVA.UQ <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly is, in the Calculation Agent’s reasonable discretion, erroneous, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event. Settlement Date(s): As determined in reference to Section 9.4 of the Equity Definitions, subject to Section 9(k)(i) hereof.
Appears in 1 contract
Samples: Warrant Agreement (Nuvasive Inc)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW UNIT <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-volume- weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Samples: Warrant Agreement (Uniti Group Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW SPN UN <equityEQUITY> AQRVAP <GO>” (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW NITE.UQ <equity> AQR” AQR (or any its equivalent successor theretoif such page is not available) in respect of the period from the scheduled opening time open of trading until the scheduled close of trading of the Exchange to the Valuation Time primary trading session on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined determined, using a volume-weighted average method, by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event. Settlement Date(s): As determined in reference to Section 9.4 of the Equity Definitions or, in the case of Cash Settlement, Section 8.8 of the Equity Definitions, in each case, subject to Section 9(k)(i) hereof.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW IIIV <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-volume- weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW ON <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation Agent) based on such sources as it deems appropriate using a volume weighted average price method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW ITRI <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Samples: Warrant Agreement (Itron, Inc.)
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW ARIA <equity> AQRVAP” (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent based on such sources as it deems appropriate using a volume-weighted average price method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW CNK <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using, if practicable, a volume-weighted average method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW AXON <equity> AQR” AQR (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousmanifestly incorrect, the market value of one Share on such Valuation Date, as determined by the Calculation Agent). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract
Settlement Price. For any Valuation Date, the per Share volume-weighted average price as displayed under the heading “Bloomberg VWAP” on Bloomberg page “AAWW HOS <equityEQUITY> AQR” (or any successor thereto) in respect of the period from the scheduled opening time of the Exchange to the Valuation Scheduled Closing Time on such Valuation Date (or if such volume-weighted average price is unavailable or clearly erroneousunavailable, the market value of one Share on such Valuation Date, as determined by the Calculation AgentAgent using a volume-weighted method). Notwithstanding the foregoing, if (i) any Expiration Date is a Disrupted Day and (ii) the Calculation Agent determines that such Expiration Date shall be an Expiration Date for fewer than the otherwise applicable Daily Number of Warrants, as described above, then the Settlement Price for the relevant Valuation Date shall be the volume-weighted average price per Share on such Valuation Date on the Exchange, as determined by the Calculation Agent based on such sources as it deems appropriate using a volume-weighted methodology, for the portion of such Valuation Date for which the Calculation Agent determines there is no Market Disruption Event.
Appears in 1 contract