SAP ABAP Data Element BAPI_JBD_DTE_MNYNSS (Volatilities - Moneyness Factor)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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IS-B-DP (Application Component) Transaction Data Pool
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JBD_MD_BAPI (Package) Market data
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-DP (Application Component) Transaction Data Pool⤷
JBD_MD_BAPI (Package) Market data
Basic Data
| Data Element | BAPI_JBD_DTE_MNYNSS |
| Short Description | Volatilities - Moneyness Factor |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TV_MNYNSS | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 7 | |
| Decimal Places | 5 | |
| Output Length | 9 | |
| Value Table |
Further Characteristics
| Search Help: Name | ||
| Search Help: Parameters | ||
| 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 | 16 | Moneyness Factor |
| Long | 20 | Moneyness Factor |
| Heading | 7 | Mnyness |
Documentation
Definition
This value indicates the ratio of the spot price to the strike price of the option for which the volatility was quoted for this profile entry.
For this, moneyness is calculated as (strike-spot)/spot.
Options on the money (strike = spot) therefore have a moneyness of 0.
Depending on whether it is a call or put, a moneyness of < 0, for example, indicates the what extent the option is in the money or out of the money. Using the profile entry of the moneyness, a volatility smile can be depicted.
History
| Last changed by/on | SAP | 20030430 |
| SAP Release Created in | 463_20 |
