VWAP

VWAP. Means, for any date, the price determined by the first of the following clauses that applies: (i) if the Class A Common Stock is then listed or quoted on a Trading Market, the daily volume weighted average price of the Class A Common Stock for such date (or the nearest preceding date) on the Trading Market on which the Class A Common Stock is then listed or quoted as reported by Bloomberg L.P. (based on a Trading Day from 9:30 a.m. (New York City time) to 4:02 p.m. (New York City time)); (ii)... if the Class A Common Stock is not then listed or quoted on a Trading Market, but is listed or quoted on OTCQB or OTCQX, the volume weighted average price of the Class A Common Stock for such date (or the nearest preceding date) on OTCQB or OTCQX, as applicable; (iii) if the Class A Common Stock is not then listed or quoted for trading on OTCQB or OTCQX and if prices for the Class A Common Stock are then reported on The Pink Open Market (or a similar organization or agency succeeding to its functions of reporting prices), the most recent bid price per share of the Class A Common Stock so reported; or (iv) in all other cases, the fair market value of a share of Class A Common Stock as determined by an independent appraiser selected in good faith by the holders of a majority in interest of the Shares then outstanding and reasonably acceptable to the Company. View More

VWAP. On a Trading Day means the volume weighted average price Common Stock for such Trading Day 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 selected by Holder and reasonably satisfactory to the Company.

VWAP. Shall mean the volume-weighted average price per share of Common Stock on a given Trading Day as calculated by the AQR function on Bloomberg Financial Market.

VWAP. Shall have the meaning provided in the Note.

VWAP. Shall mean the daily volume weighted average price of the Common Stock on the Principal Market between the hours of 9:30 a.m. and 4:00 p.m. on a Trading Day (as reported by Bloomberg Financial L.P. using the AQR function; provided that such function captures all trades on the Principal Market that occur during the hours specified above).

VWAP. Shall mean the "Volume Weighted Average Price" for the Common Stock on its principal market as reported by Bloomberg Financial L.P. using the AQR function.

VWAP. Means, for any date, (i) the daily volume weighted average price of the Common Stock for such date on the OTC Bulletin Board as reported by Bloomberg Financial L.P. (based on a Trading Day from 9:30 a.m. Eastern Time to 4:02 p.m. Eastern Time); (ii) if the Common Stock is not then listed or quoted on the OTC Bulletin Board and if prices for the Common Stock are then reported in the "Pink Sheets" published by the Pink Sheets, LLC (or a similar organization or... agency succeeding to its functions of reporting prices), then the average of the "Pink Sheet" quotes for the five (5) Trading Days preceding the date of determination; or (iii) in all other cases, the fair market value of a share of Common Stock as determined by an independent appraiser selected in good faith by the Holder and reasonably acceptable to the Maker. 16 View More

VWAP. Means the volume weighted average closing price per share of a security on the primary exchange or other quotation system on which the security is traded.

VWAP. With respect to any shares of stock or securities, including the Common Stock (as defined below), on any date of determination, the dollar volume-weighted average price per share for the thirty (30) consecutive Trading Days preceding and including such date of determination as reported by Bloomberg, through its "Volume at Price" functions or, if the foregoing does not apply, the dollar volume-weighted average price of such security in the over-the-counter market on the ... electronic bulletin board for such security during the period beginning at 9:30 a.m., New York City Time, on the first Trading Day of the applicable thirty (30) consecutive trading period described above and ending at 4:00 p.m., New York City Time, on the last trading day of the applicable thirty (30) consecutive trading day period described above, as reported by Bloomberg. View More

VWAP. Of any security on any Trading Day means the volume-weighted average price of such security on such Trading Day on the Principal Market, as reported by Bloomberg Financial, L.P., based on a Trading Day from 9:30 a.m., Eastern Time, to 4:00 p.m., Eastern Time, using the AQR Function, for such Trading Day.