Volume Weighted Average Price

(redirected from Volume-Weighted Average Prices)

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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
The total aggregate number of shares of company common stock to be repurchased pursuant to the ASR agreement will be based generally on the average of the daily volume-weighted average prices of the company's common stock, less a fixed discount, over the term of the ASR agreement, subject to a minimum number of shares.
Further, the threshold price of the notes will be set at a premium of 37.5% to the initial reference price of the notes, which will equal the arithmetic average of the volume-weighted average prices of one share of Voya common stock over the five consecutive trading days beginning on and including, 6 April 2018.
These will be cash-settled only at maturity or upon early conversion and how much will be paid at maturity or upon early conversion, will depend on the volume-weighted average price of Voya's common stock.
Conversion: At any time before 28 February 2012, at 92.5% of the average of 5 lowest daily volume-weighted average prices of the Company's shares during a specified period prior to the date of conversion.
On shareholder approval, after the initial 90 day period and before 28 February 2012, at 92.5% of the average of 5 lowest daily volume-weighted average prices of the Company's shares during a specified period prior to the date of conversion.
Also, the company said that the threshold price of the notes will be set at a 30% premium to the initial price of the same, which will equal the arithmetic average of the volume-weighted average prices of one share of Voya common stock over the five consecutive trading days starting on and including 9 March 2018.