Type: int
Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.
Added in protocol FIX.5.0SP1 (92)
See in: FIX.5.0SP2.
Valid values
Value | Description | Added |
---|---|---|
1 | Less than underlying price is in-the-money (ITM) | FIX.5.0SP1 (92) |
2 | Less than or equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
3 | Equal to the underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
4 | Greater than or equal to underlying price is in-the-money(ITM) | FIX.5.0SP1 (92) |
5 | Greater than underlying is in-the-money(ITM) | FIX.5.0SP1 (92) |