Delta

Example Definitions of "Delta"
Delta. The "Delta" set forth in the grid in Annex A hereto corresponding to the Hedge Execution Price; provided that (i) if the Hedge Execution Price is between "Hedge Execution Prices" set forth in such grid, "Delta" shall be determined by linear interpolation between the "Deltas" set forth in such grid corresponding to such "Hedge Execution Prices" and (ii) if the Hedge Execution Price is less than the lowest "Hedge Execution Price" set forth in such grid, "Delta" will be determined by the... Calculation Agent in a manner consistent with the methodology used in creating such grid. View More Arrow
Delta. Defined in the preamble hereof.
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