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.
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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 the average of the Daily VWAPs over the 60 consecutive Trading Day period beginning on, and including, February 1, 2022.
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Examples of 60-Day VWAP in a sentence
Share Price (cents)0.80 0.60 0.40 0.20 0.00 Last Close- 6 May 2020 Last Close- 24 Apr 2020 XCD 30 Day VWAP XCD 60 Day VWAP Source: IRESS In recent months, there has been considerable volatility in the oil and gas sector with significant fluctuations in the crude oil price.
For example, the number of LTI Performance Rights issued in respect of the financial year ending 31 December 2022 will be calculated by dividing $337,500 by the 60 Day VWAP up to and including 6 October 2022, with LTI Performance Rights to be issued within 30 days of this calculation.
FB3D Shares has the meaning given in Section 1.1.3.Floor VWAP means the floor price for the 60 Day VWAP of $0.01.
The district phones are essential for contacting staff at SCRED and to keep our lines of communication open.
The number of LTI Performance Rights to be issued to the Managing Director (or his nominee) in respect of each of these financial years will be calculated in accordance with the formula set out below:75% of Base Salary 60 Day VWAPWhere the 60 Day VWAP means the VWAP of Shares calculated over the 60 trading days on which Shares have actually traded up to and including the last day of the financial year in respect of which the incentive is being granted.
More Definitions of 60-Day VWAP
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.
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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, as applicable, the volume weighted average price of a given company’s shares as traded on the ASX over60 consecutive trading days.
60-Day VWAP
per share of Common Stock, measured as of any date of determination, shall mean the arithmetic average of the VWAP per share of Common Stock for each of the sixty (60) consecutive VWAP Trading Days ending on, and including, the VWAP Trading Day immediately preceding such date of determination.
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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).
Sample 1
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.
