SAP ABAP Data Element /BA1/BAPIF4_DTE_MONEYNESS (Moneyness as a Decimal)
Hierarchy
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SAP_BS_FND (Software Component) SAP Business Suite Foundation
⤷ CA-FS-MKD (Application Component) Basic Market Data
⤷ /BA1/F4_BASIS_BAPI (Package) BAPI Basis Package
⤷ CA-FS-MKD (Application Component) Basic Market Data
⤷ /BA1/F4_BASIS_BAPI (Package) BAPI Basis Package
Basic Data
Data Element | /BA1/BAPIF4_DTE_MONEYNESS |
Short Description | Moneyness as a Decimal |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | /BA1/F4_DECV5_10 | |
Data Type | DEC | Counter or amount field with comma and sign |
Length | 15 | |
Decimal Places | 10 | |
Output Length | 18 | |
Value Table |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
Parameter ID | ||
Default Component name | MONEYNESSDEC | |
Change document | ||
No Input History | ||
Basic direction is set to LTR | ||
No BIDI Filtering |
Field Label
Length | Field Label | |
Short | 10 | Moneyness |
Medium | 15 | Moneyness |
Long | 20 | Moneyness |
Heading | 18 | Moneyness |
Documentation
Definition
The moneyness specifies the relationship of the strike (exercise price) of an option for the underlying price (spot rate). The moneyness is defined in the system as follows:
Moneyness = (strike - spot rate)/spot rate.
This equation is used in the system regardless of whether the option is a call or a put. Money options (strike = spot rate) also have a moneyness of 0. Depending on the call or the put, a moneyness of, for example, < 0 shows how far the option is in-the-money or from-the-money.
Use
The system copies the moneyness as a decimal figure if the moneyness value as a floating point number is equal to zero. Otherwise the system copies the moneyness as a floating point number.
Example
History
Last changed by/on | SAP | 20110908 |
SAP Release Created in | 20 |