VWAP


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VWAP

The volume-weighted average price.

Volume Weighted Average Price

The price of a security in which a higher trading volume affects the price more than a lower trading volume. It is calculated by dividing the dollar value of transactions by the average volume. It is sometimes used to determine the relative strength of a trend.
References in periodicals archive ?
Market and Volatility Risk: The return on the ETNs is linked to the performance of the VWAP level of the Index which, in turn, is linked to the performance of the master limited partnerships and other securities that are included as index constituents at any time.
Since both the closing price and the VWAP are popular reference prices, in this article, I present a method for ascertaining which of them is relatively closer to the efficient price.
The Daily VWAP for any trading day means the per share volume-weighted average price of the Company's common stock on the New York Stock Exchange, as displayed under the heading "Bloomberg VWAP" on Bloomberg page "GPI.
At the EGM shareholder approval will be sought, among other things, to issue up to $5 million worth of bonds which are convertible into shares at no less than 80% of the VWAP for the 5 days prior to issue of the shares.
Mpact Shares listed and commence trading on the Monday, 11 July 2011 JSE Demerger Record Date Friday, 15 July 2011 Demerger effected Monday, 18 July 2011 The Mondi Limited Conversion and Mondi Limited Consolidation VWAP determination period from 8.
Based on the VWAP of Magna's Class A Subordinate Voting Shares over the 20 trading days ended October 22, 2004, the total purchase price for the outstanding Class A Subordinate Voting Shares of each subsidiary not owned by Magna is approximately Cdn.
Chi-Match VWAP Cross offers participants a broker neutral morning, afternoon and full-day cross.
The exercise price is a 146% premium to the 5-day VWAP and a 14% premium to the closing bid price.
The Offer represents a 21% premium to Curis' 20-day VWAP and a 31% premium to Curis' 60-day VWAP, each for the period ending September 5, 2014, and based on Taseko's 20-day VWAP and 60-day VWAP during the same period.
The Daily VWAP for any trading day means the per share volume-weighted average price of CNO's common stock on the New York Stock Exchange, as displayed under the heading "Bloomberg VWAP" on Bloomberg page "CNO.
75 Average VWAP, which was the per share closing price of the company's common stock on the New York Stock Exchange on September 13, 2011, as well as the termination of the call option and the warrant entered into at the time the Notes were issued.
Assuming a price discount of 27% and a VWAP of RM19.