SAP ABAP Data Element JBR_INT_VAL (Intrinsic Value Indicator)
Hierarchy
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SAP_APPL (Software Component) Logistics and Accounting
⤷ TR (Application Component) Treasury
⤷ FTB_CORE (Package) Former FTB Objects
⤷ TR (Application Component) Treasury
⤷ FTB_CORE (Package) Former FTB Objects
Basic Data
Data Element | JBR_INT_VAL |
Short Description | Intrinsic Value Indicator |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | XFELD | |
Data Type | CHAR | Character String |
Length | 1 | |
Decimal Places | 0 | |
Output Length | 1 | |
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 | IntVal Ind |
Medium | 20 | Intrinsic Value Ind. |
Long | 40 | Intrinsic Value without Day Count Basis |
Heading | 40 | Intrinsic Value without Day Count Basis |
Documentation
Definition
Intrinsic value flag is used to decide the method to calculate the intrinsic value of an option.
Use
If the flag is checked,
Intrinsic value of Call option = Max [(spot price - strike price), 0]
Intrinsic value of Put option = Max [(strike price - spot price), 0]
Dependencies
Example
History
Last changed by/on | SAP | 20100310 |
SAP Release Created in | 603 |