SAP ABAP Data Element /BA1/BAPIF4_DTE_MONEYNESS_F (Moneyness as a Floating Point Number)
Hierarchy
SAP_BS_FND (Software Component) SAP Business Suite Foundation
   CA-FS-MKD (Application Component) Basic Market Data
     /BA1/F4_VOLA_BAPI (Package) BAPI Interface for Market Data (Volatilities)
Basic Data
Data Element /BA1/BAPIF4_DTE_MONEYNESS_F
Short Description Moneyness as a Floating Point Number  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type FLTP    
Data Type FLTP   Floating point number, accurate to 8 bytes 
Length 16    
Decimal Places 16    
Output Length 22    
Value Table      
Further Characteristics
Search Help: Name    
Search Help: Parameters    
Parameter ID   
Default Component name MONEYNESSFLOAT   
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

Moneyness shows the relation between the strike of an option and the spot of the underlying. In the system, moneyness is defined as follows:

Moneyness = (Strike - Spot) / Spot

The system uses this equation regardless of whether the option is a call option or put option. The moneyness of at-the-money options (strike = spot) is 0. Depending on whether the option is a call or a put, money less than 0 shows the extent to which the option is in the money or out of the money.

Use

If the moneyness value is zero (and a floating point number), the system takes the moneyness as a decimal number. Otherwise the system takes the moneyness as a floating point number.

Dependencies

Example

History
Last changed by/on SAP  20110908 
SAP Release Created in 20