TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
1478StrikePriceDeterminationMethodStrkPxDtrmnMethintReserved100Plus

Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying.


StrikePriceDeterminationMethodCodeSet
1=

Fixed strike (default if not specified)

Added EP92 Updated EP169 [FixedStrike]
2=

Strike set at expiration to underlying or other value (lookback floating)

Added EP92 [StrikeSetAtExpiration]
3=

Strike set to average of underlying settlement price across the life of the option

Added EP92 [StrikeSetToAverageAcrossLife]
4=

Strike set to optimal value

Added EP92 [StrikeSetToOptimalValue]
Added EP92 Updated EP169

Used in components:
[Instrument]