SAP ABAP Data Element /BA1/BAPIF4_DTE_MONEYNESS (Moneyness as a Decimal)
Hierarchy
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
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