60-Day VWAP definition
60-Day VWAP means, as of any date, the volume-weighted average price per share of the common stock of Ultra Petroleum Corp. measured from 9:30 am eastern time on the trading day that is sixty (60) trading days preceding such date to 4:00 pm eastern time on the trading day immediately preceding such date.
60-Day VWAP means the average of the Daily VWAPs over the 60 consecutive Trading Day period beginning on, and including, February 1, 2022.
60-Day VWAP as of any date, means the arithmetic average of the VWAP of the ADSs over the 60 Trading Day-period including such date and the 59 Trading Days preceding such date.
Examples of 60-Day VWAP in a sentence
The ATSR is determined as follows: ATSR = (EP + CD)/BP) - 1, where Ending Price (EP) – equals the Company’s 60-Day VWAP as of the relevant date of determination.
Beginning Price (BP) – equals the Company’s 60-Day VWAP as of the Effective Date.
More Definitions of 60-Day VWAP
60-Day VWAP means, as of any date, the volume weighted average price per share of the Parent Shares on the NASDAQ Stock Exchange or any successor stock exchange from 9:30 a.m. (New York City time) on the Trading Day that is sixty (60) Trading Days preceding such date to 4:00 p.m. (New York City time) on the last Trading Day immediately preceding such date. The 60-day VWAP calculation will (i) use the daily close price and daily volume as reported on Yahoo Finance, and (ii) be calculated as follows: Daily Close X Daily Volume = Daily Weighted Volume with Total Daily Weighted Volume (60 days) / Total Daily Volume (60 days) , except with respect to the calculation of daily volume for June 24, 2022, for which the input to the 60-day VWAP calculation will be calculated by averaging the respective daily volume from each of June 23, 2022 and June 27, 2022.
60-Day VWAP means, as of any date, the volume-weighted average price per share of the Common Equity measured from 9:30 a.m. Eastern time on the Scheduled Trading Day that is sixty (60) Scheduled Trading Days preceding such date to 4:00 p.m. Eastern time on the Scheduled Trading Day immediately preceding such date.
60-Day VWAP means the VWAP for the sixty (60) Trading Day period ending three (3) Trading Days prior to Completion (or the last day on which Mytheresa ADSs are listed on the NYSE, if not so listed at Completion) subject, in the event of a Conversion Rate Adjustment occurring in such period, to paragraph (I) of Schedule 5 (Conversion rate adjustment);
60-Day VWAP means, as of any date of determination, the volume-weighted average price of a share of Common Stock as displayed under the heading “Bloomberg VWAP” on Bloomberg page “CHK<equity>VWAP” (or its equivalent successor if such page is not available) for the 60 consecutive Trading Days immediately preceding such date of determination (or if such volume-weighted average price is unavailable, the market value of a share of Common Stock during such period, determined using a volume-weighted average method by a nationally recognized independent investment banking firm retained for this purpose by the Company).
60-Day VWAP means an amount equal to the average of the volume-weighted average price per share of the Parent Shares on the New York Stock Exchange for each of the 60 consecutive trading days ending with the trading day immediately preceding the date of this Agreement, as calculated by Bloomberg Financial L.P. under the function “VRT US Equity VWAP” or, if not reported therein, in another authoritative source selected by the Parent.
60-Day VWAP means the volume weighted average price of the Shares over a period of 60 calendar days. The Board or Committee shall confirm Share Price Hurdle Achievement as soon as reasonably practicable but no less frequently than quarterly during the Performance Period and within 30 days after the end of the Performance Period. The Performance Vesting Condition shall be deemed satisfied on the Performance Date for the applicable Share Price Hurdle
60-Day VWAP means, as of any particular day, the price equal to the average of the volume weighted average trading prices of the Common Stock on the Trading Market for the most recently completed sixty (60) consecutive Trading Days prior to the date of determination, as reported by Bloomberg L.P., through its “Volume at Price” functions, or if the foregoing does not apply for any particular Trading Day, then the price used for such Trading Day shall be the average of the highest closing bid price and the lowest closing ask price of any of the market makers for the Common Stock as reported in the “pink sheets” by Pink Sheets LLC (formerly the National Quotation Bureau, Inc.); provided, however, that during any period the 60 Day VWAP is being determined, the 60 Day VWAP shall be subject to adjustment from time to time for stock splits, stock dividends, combinations and similar events, as applicable.