Hierarchy
PI_BASIS (Software Component) Basis Plug-In⤷
CA-GTF-TRB (Application Component) Financial Risk Management Basis⤷
FTR_BASIS_PERSISTENCY (Package) Treasury Basis Objects - Data Persistency
Basic Data
| Data Element | TBA_DCS_AMNT_FROM |
| Short Description | Lower Strike Price Interval Limit |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TBA_DEC13_7 | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 13 | |
| Decimal Places | 7 | |
| Output Length | 15 | |
| 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 | FromStrike |
| Medium | 20 | Lower Strike Price |
| Long | 35 | Lower Strike Price Interval Limit |
| Heading | 25 | Lower Strike Price Limit |
Documentation
Definition
The strike price specifies the price at which a listed option can be exercised (exercise price). It is the fixed price at which the owner of an option can purchase or sell the underlying security or commodity regardless of the spot price (market price) of the underlying instrument at that time.
Derivative contract specifications typically contain rules and conditions with regard to the minimum strike price movement in form of ranges.
The lower strike price interval limit specifies the lower interval limit of a strike price movement range.
Use
Dependencies
Example
For strike price range from US$25 to US$9,975 the minimum strike price movement is $25.
For strike price range from US$10,000 to US$19,950 the minimum strike price movement is $50.
For all strike prices over $US20,000 the minimum strike price movement is $100.
History
| Last changed by/on | SAP | 20130604 |
| SAP Release Created in | 740 |
