Thirty Day VWAP definition

Thirty Day VWAP means, with respect to a security, the average of the Daily VWAP of such security for each day during a thirty (30) consecutive Trading Day period ending immediately prior to the date of determination. Unless otherwise specified, “Thirty Day VWAP” means the Thirty Day VWAP of the Common Stock.

Thirty Day VWAP means, with respect to any security, as of any day, the volume weighted average price of such security for the thirty trading days ending on (and including) the trading day immediately prior to such day, as obtained from Bloomberg L.P. using the “Bloomberg definition” for calculation of “all day VWAP”.

Thirty Day VWAP on the relevant dealing day, the volume weighted average VWAP over a period of thirty dealing days prior to and including the relevant dealing day;

Examples of Thirty Day VWAP in a sentence

• In lieu of fractional shares, the Company shall pay cash in respect of each fractional share equal to such fractional amount multiplied by the Thirty Day VWAP as of the closing of business on the Business Day immediately preceding the Conversion Date (or the Fair Market Value thereof in respect of any Reference Property).

• In lieu of fractional shares, the Company shall pay cash in respect of each fractional share equal to such fractional amount multiplied by the Thirty Day VWAP as of the closing of business on the Business Day immediately preceding the Conversion Date.

• In lieu of fractional shares, Issuer shall pay cash in respect of each fractional share equal to such fractional amount multiplied by the Thirty Day VWAP as of the closing of business on the Business Day immediately preceding the Conversion Date.

• On July 31, 2018, the Company shall pay to Holder all interest accrued and unpaid under this Note as of July 14, 2018 by issuing to the holder shares of Common Stock equal to the aggregate amount of such accrued and unpaid interest divided by the Thirty Day VWAP (with fractional shares of Common Stock rounded up to the nearest whole number).

More Definitions of Thirty Day VWAP

Thirty Day VWAP means with respect to any date of determination, the arithmetic mean of the VWAP for the thirty (30) consecutive Trading Days, ending on such date. In the event a Trading Day is a No Trade Day, the VWAP for the earliest preceding Trading Day in which trades occurred shall be deemed the VWAP on the No Trade Day.

Thirty Day VWAP means, with respect to the Class A Common Stock, the average of the Daily VWAP of the Class A Common Stock for each day during a thirty (30) consecutive Trading Day period ending

Thirty Day VWAP means, with respect to a security, the average of the Daily VWAP of such security for each day during a thirty

Thirty Day VWAP means the average of the Daily VWAP for each trading day during the thirty (30) consecutive trading day period ending on July 14, 2018.”

Thirty Day VWAP means, with respect to a security, the average of the Daily VWAP of such security for each day during a thirty (30) consecutive Trading Day period ending immediately prior to the date of determination. Unless otherwise specified, "Thirty Day VWAP" means the Thirty Day VWAP of the Common Stock.

Thirty Day VWAP means the Thirty Day VWAP of the Class A Common Stock.

Thirty Day VWAP has the meaning given to it in the Implementation Agreement;