Bloomberg Option Value definition
Bloomberg Option Value means an amount determined as the value on the second Trading Day before the Collateral Redemption Date or the Major Transaction Redemption Date of a put/call option combination embedded in the PRIDES represented by this PRIDES Certificate utilizing (a) the Black-Scholes method, (b) volatility for Reference Securities calculated by taking the historical volatility based on the 100-Trading Day period ending on the valuation date as reported on Bloomberg (function HVG (Reference Security) HVG )