30-Day VWAP Definition: 142 Samples | Law Insider (2024)

30-Day VWAP

means, as of any date, the volume weighted average trading price per Common Share, or any successor security thereto (rounded to the nearest second decimal place) on the Principal Market (as reported by Bloomberg L.P. (or its successor) or if not available, by Dow Jones & Company Inc., or if neither is available, by another authoritative source mutually agreed by the Company and the Holder) from 9:30 a.m. (New York City time) on the Trading Day that is thirty (30) Trading Days preceding such date to 4:00 p.m. (New York City time) on the last Trading Day immediately preceding such date.

30-Day VWAP

means the average of the daily VWAPs for the thirty (30) consecutive Trading Days prior to, but excluding, the Prepayment Notice Date.

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30-Day VWAP

means, as of any date, the volume-weighted average price of the common stock of Buyer from 9:30 a.m. (New York City time) on the trading day that is thirty (30) trading days preceding such date to 4:00 p.m. (New York City time) on the last trading day immediately preceding such date, as calculated pursuant to the heading “Bloomberg VWAP” on Bloomberg Page HCHC <Equity> VWAP.

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Examples of 30-Day VWAP in a sentence

  • The majority of the frameworks referenced examples to illustrate global cases, but the depth of case study engagement varied with a minority grounded in extended examples.

  • On or after the date that is six (6) months after the date hereof, all or a portion of the outstanding principal and any accrued but unpaid interest hereunder (the “Conversion Amount”) shall be convertible, at the option of the Holder upon notice to the Company, into shares of the Class A Common Stock, par value $0.01 per share (the “Class A Stock”), of the Company, at a conversion price equal to the 30-Day VWAP of the Class A Stock determined as of the Conversion Date.

  • The price of US$5.346 per ordinary share was calculated based on the price of US$32.076 per American depository share (“ADS”) of the Issuer, each representing six Class A ordinary shares of the Issuer, which is the product of (i) the 30-Day VWAP, multiplied by (ii) 88%.

  • If such Liquidity Injection is in the form of a purchase of equity securities, then we will issue to or as directed by Total S.A. a warrant, in the form of Exhibit A to the Compensation and Funding Agreement, that is exercisable for seven years to purchase an amount of our common stock equal to 25% of the amount of such Liquidity Injection divided by the 30-Day VWAP as of the date of such Liquidity Injection.

  • If the 30-Day VWAP is less than the Common Shares Purchase Price, Cambiar is entitled to a one-time cash payment per contingent value right calculated on a linear basis relative to the difference between the 30-Day VWAP and the Common Shares Purchase Price.


More Definitions of 30-Day VWAP

30-Day VWAP

means the price equal to the average of the volume-weighted average prices of the Class A Stock on the Trading Market for the last thirty (30) Trading Days prior to the date of determination; provided, that if there is no Trading Market for any such day, then the price used for such day shall be the average of the highest closing bid price and the lowest closing ask price of any of the market makers for such security as reported in the OTCQX, OTCQB, Pink or Grey markets (in that order) operated by OTCMarkets.

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30-Day VWAP

means, as of any date, the volume weighted average price per share of the Common Stock on the Principal Trading Market (as reported by Bloomberg L.P. (or its successor) or, if not available, by another authoritative source mutually agreed by the Company and Amazon) from 9:30 a.m. (New York City time) on the Trading Day that is thirty (30) Trading Days preceding such date to 4:00 p.m. (New York City time) on the last Trading Day immediately preceding such date.

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30-Day VWAP

means, as of any date of determination, the volume weighted average trading price of a Topco Common Share for the 30 trading days ended on the second Business Day prior to the date of determination, as reported on the stock exchange or securities market on which the highest aggregate number of Topco Common Shares have been traded for the twelve month period immediately preceding the date of determination.

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30-Day VWAP

has the meaning set forth in Section 2.08(a).

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30-Day VWAP

means the volume weighted average price of the Common Shares for any consecutive 30-trading-day period during which the Common Shares are actively traded as displayed under the heading “VWAP” on Bloomberg page 1638.HK<equity>.

30-Day VWAP

means, as of any date, the volume weighted average price per share of the Common Stock, or any successor security thereto (rounded to the nearest second decimal place) on the Principal Trading Market (as reported by Bloomberg L.P. (or its successor) or if not available, by Dow Jones & Company Inc., or if neither is available, by another authoritative source mutually agreed by the Company and the Warrantholder) from and including the Trading Day that is 30 Trading Days preceding such date to and including the last Trading Day immediately preceding such date.

30-Day VWAP

means $6.16, which represents the volume weighted average price of the Common Stock for the 30 trading days immediately prior to July 19, 2021 on the NYSE 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 mutually selected by the Company and Holder.

30-Day VWAP Definition: 142 Samples | Law Insider (2024)

FAQs

What is the 30 day VWAP? ›

The 30-day VWAP is equivalent to the average of the daily VWAP over a 30-day period. So, to calculate the 30-day VWAP, you would have to add up the daily closing VWAP for each day, then divide the total by 30.

What does VWAP mean in legal terms? ›

Once an investigation is initiated, a Victim/Witness Assistance Program (VWAP) Provider is available to assist sexual assault victims with exercising their federally mandated rights and with navigating the criminal justice system.

What is the typical VWAP period? ›

Typical Timeframes

A 5-minute or 15-minute VWAP is typical when trading intraday to illustrate the trend.

How do you define VWAP? ›

VWAP is the abbreviation for volume-weighted average price, which is a technical analysis tool that shows the ratio of an asset's price to its total trade volume. it provides traders and investors with a measure of the average price at which a stock is traded over a given period of time.

Is 30 day VWAP based on trading days? ›

For purposes of calculating the 30 Day VWAP at any time during the Award Period, the 30 day period is composed of the most recent 30 trading days of the NASDAQ Capital Market ending with the close of the NASDAQ Capital Market on the most current trading day where the most current trading day must be a date within the ...

What is the 30 day moving average indicator? ›

The 30-day moving average is a short-term indicator that indicates the closing price of a stock over 30 days. The 30-day moving average of any stock is calculated by adding the last 30 days' closing price of the stock and dividing it by 30.

What is a 10 day VWAP? ›

(a) “10-Day VWAP” means the volume weighted average price of the shares of Common Stock traded on the Nasdaq Capital Market, or any other national securities exchange on which the shares of Common Stock are then traded, for the ten (10) trading days ending on the first trading day immediately preceding the date of ...

What is the 5 day VWAP? ›

The VWAP 5 filter calculates the VWAP over the past five trading days for each stock. It is calculated by multiplying the price of each trade by the volume traded and dividing the sum by the total volume traded over this five-day period.

What is the difference between VWAP and closing price? ›

The volume-weighted average price (VWAP) helps provide insight into a security's pricing trend and value. Combining price with volume can provide a truer average price for a stock. That makes it a better gauge of its value than the closing price, which might be skewed by a lack of volume.

What is an example of a VWAP? ›

VWAP = 353.33 / 78 = 4.53

The results of the VWAP are represented on the stock chart as a line. An investor does not always need to calculate the VWAP; it is done automatically on the trading software. The trader only needs to specify the desired number of periods to be considered in the VWAP calculation.

What is the 60 day VWAP? ›

The "60 day VWAP" is defined to be the volume-weighted average price (VWAP) of all on-orderbook trades executed during the last 60 trading days.

What is a 20 day VWAP? ›

Twenty-Day VWAP means, for any security as of any date, the volume weighted average price of such security during the twenty (20) Trading Days preceding such date (whether or not such security is trading on an Eligible Market at such time).

How is the 30 day VWAP calculated? ›

30-Day VWAP means the price equal to the average of the volume-weighted average prices of the Class A Stock on the Trading Market for the last thirty (30) Trading Days prior to the date of determination; provided, that if there is no Trading Market for any such day, then the price used for such day shall be the average ...

Why is the VWAP important? ›

The VWAP tells us about the real average price of the stock. This indicator is like the moving average, which works on historical data and makes the decision process easier in intraday trading. A VWAP is a popular tool among investors.

What is the 90 day VWAP? ›

90-Day VWAP means the average of the VWAP per share of Class A Common Stock for each of ninety consecutive full Trading Days.

How do you calculate VWAP per day? ›

VWAP is calculated using the cumulative total of the price of each trade, multiplied by the volume of that trade, and then divided by total volume traded for the day. A trader can plot VWAP on thinkorswim® charts without using the formula. From the Charts tab, add a symbol, and bring up an intraday chart.

What does 20 day VWAP mean? ›

Twenty-Day VWAP means, for any security as of any date, the volume weighted average price of such security during the twenty (20) Trading Days preceding such date (whether or not such security is trading on an Eligible Market at such time).

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