SAP ABAP Data Element JBR_INT_VAL (Intrinsic Value Indicator)
Hierarchy
SAP_APPL (Software Component) Logistics and Accounting
   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