30-Day VWAP definition

30-Day VWAP means, as of any date, the volume weighted average trading price per Common Share, or any successor security thereto (rounded to the nearest second decimal place) on the Principal Market (as reported by Bloomberg L.P. (or its successor) or if not available, by Dow Jones & Company Inc., or if neither is available, by another authoritative source mutually agreed by the Company and the Holder) from 9:30 a.m. (New York City time) on the Trading Day that is thirty (30) Trading Days preceding such date to 4:00 p.m. (New York City time) on the last Trading Day immediately preceding such date.

30-Day VWAP means the average of the daily VWAPs for the thirty (30) consecutive Trading Days prior to, but excluding, the Prepayment Notice Date.

30-Day VWAP means the price equal to the average of the volume-weighted average prices of the Class A Stock on the Trading Market for the last thirty (30) Trading Days prior to the date of determination; provided, that if there is no Trading Market for any such day, then the price used for such day shall be the average of the highest closing bid price and the lowest closing ask price of any of the market makers for such security as reported in the OTCQX, OTCQB, Pink or Grey markets (in that order) operated by OTCMarkets.

Examples of 30-Day VWAP in a sentence

• On or after the date that is six (6) months after the date hereof, all or a portion of the outstanding principal and any accrued but unpaid interest hereunder (the “Conversion Amount”) shall be convertible, at the option of the Holder upon notice to the Company, into shares of the Class A Common Stock, par value $0.01 per share (the “Class A Stock”), of the Company, at a conversion price equal to the 30-Day VWAP of the Class A Stock determined as of the Conversion Date.

• Date Acquiror Target Value ($bn) Pre-Txn 1-Day Prior 30-Day VWAP 52-Wk High Nov-19 Kyocera AVX $3.0 72% 45% 40% 16% Jun-18 Roche Foundation Medicine 5.1 57% 29% 47% 28% Nov-12 Danfoss Sauer-Danfoss 2.6 76% 49% 48% 5% Jul-08 Roche Genentech 97.8 56% 16% 24% 16% Feb-05 Novartis Eon Labs 2.6 68% 11% 17% (30%) Jan-05 Danisco Genencor International 1.2 84% 24% 19% -- Jan-05 News Corp.

• Such Excess Amount shall be payable (A) 25% in cash and (B) the remainder, at the option of Buyer, in Buyer Notes (valued for such purpose at the aggregate principal amount thereof), shares of common stock of Buyer (valued for such purpose at a price per share equal to the 30-Day VWAP as of the date of the Final Settlement Statement), or a combination thereof.

• Precedent Buy-In Transactions (30-Day VWAP) 5 Hartree’s $18.00 per unit offer implies a 33.6% premium, which is above average for cash-for-unit MLP take-privates 33.6% 46.8% 35.6% 22.7% 9.8% 22.9% 32.0% 8.6% 11.9% SRLP Ergon / Blueknight Landmark Dividend / Landmark Infrastructure Blackstone Infrastructure / Tallgrass Brookfield / Teekay IFM / Buckeye ArcLight / American ArcLight / TransMontaigne Valero Energy Corp.

• The per share exercise price of the Warrant issued pursuant to this Section 3(a)(ii)(B) shall be the 30-Day VWAP as of the date of issuance of such Warrant.

More Definitions of 30-Day VWAP

30-Day VWAP means, as of an applicable date, the volume weighted average price per share of the applicable security on such security’s principal trading market (as reported by Bloomberg L.P. (or its successor) or, if not available, by another authoritative source determined by New PubCo) from 9:30 a.m. (New York City time) on the trading day that is thirty (30) trading days preceding such date to 4:00 p.m. (New York City time) on such date.

30-Day VWAP means the volume-weighted average price of a share of Common Stock for any thirty (30)- trading day period that occurs after the end of a lock-up period following a Public Company Event.

30-Day VWAP means, as at a date of determination, the volume weighted average price of the relevant securities trading on a stock exchange on which such securities are then listed or quoted for trading for the thirty (30) consecutive trading days ending one (1) trading day prior to the date of determination, as reported by Bloomberg L.P. and without regard to after-hours trading or any other trading outside of the regular trading session trading hours.

30-Day VWAP means, as of any date of determination, the volume weighted average trading price of a Topco Common Share for the 30 trading days ended on the second Business Day prior to the date of determination, as reported on the stock exchange or securities market on which the highest aggregate number of Topco Common Shares have been traded for the twelve month period immediately preceding the date of determination.

30-Day VWAP has the meaning set forth in Section 2.08(a).

30-Day VWAP means $6.16, which represents the volume weighted average price of the Common Stock for the 30 trading days immediately prior to July 19, 2021 on the NYSE as reported by Bloomberg Financial Markets or, if Bloomberg Financial Markets is not then reporting such prices, by a comparable reporting service of national reputation mutually selected by the Company and Holder.

30-Day VWAP means, as of any date, the volume weighted average price per share of the Common Stock on the Principal Trading Market (as reported by Bloomberg L.P. (or its successor) or, if not available, by another authoritative source mutually agreed by the Holder and the Company) from 9:30 a.m. (New York City time) on the Trading Day that is thirty (30) Trading Days preceding such date to 4:00 p.m. (New York City time) on the last Trading Day immediately preceding such date.