SAP ABAP Data Element /BA1/F4_DTE_MONEYNESS_F (Moneyness (FLOAT))

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_VOLA (Package) Market Data: Volatilities

Basic Data

Data Element	/BA1/F4_DTE_MONEYNESS_F
Short Description	Moneyness (FLOAT)

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

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Parameter ID
Default Component name
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

Dependencies

Example

History

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