Code Set StrikePriceDeterminationMethodCodeSet Scenario base

SYNOPSIS: 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.

ID	Datatype
1478	int

Codes

ID	Name	Value	Description	Supported	Added	EP	Updated	EP
1478001	FixedStrike	1	SYNOPSIS: Fixed strike (default if not specified)	✓	FIX.5.0SP1	92	FIX.5.0SP2	169
1478002	StrikeSetAtExpiration	2	SYNOPSIS: Strike set at expiration to underlying or other value (lookback floating)	✓	FIX.5.0SP1	92
1478003	StrikeSetToAverageAcrossLife	3	SYNOPSIS: Strike set to average of underlying settlement price across the life of the option	✓	FIX.5.0SP1	92
1478004	StrikeSetToOptimalValue	4	SYNOPSIS: Strike set to optimal value	✓	FIX.5.0SP1	92