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