TagField NameXML NameData TypeUnion DatatypeDescriptionAddedDepr.Enums from tag
1478StrikePriceDeterminationMethod @StrkPxDtrmnMethintReserved100Plus

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.

Conditionally, required if value is other than "fixed".



1=

Fixed Strike

Added  FIX.5.0SP1  EP92[FixedStrike]
2=

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

Added  FIX.5.0SP1  EP92[StrikeSetAtExpiration]
3=

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

Added  FIX.5.0SP1  EP92[StrikeSetToAverageAcrossLife]
4=

Strike set to optimal value

Added  FIX.5.0SP1  EP92[StrikeSetToOptimalValue]
Added  FIX.5.0SP1  EP92

Used in messages:

Used in components:
[Instrument]