| 1478 | StrikePriceDeterminationMethod |
@StrkPxDtrmnMeth | int | Reserved100Plus |
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
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Added
FIX.5.0SP1
EP92 | | [FixedStrike] | | 2 | = |
Strike set at expiration to underlying or other value (lookback floating)
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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 | | |