fpml:equityOptionTransactionSupplement

A component describing an Equity Option Transaction Supplement.

Element information

Content

• Sequence [1..1]
  from type fpml:Product
  from group fpml:Product.model
  Sequence [0..1]
  1. fpml:primaryAssetClass [0..1]    A classification of the most important risk class of the trade. FpML defines a simple asset class categorization using a coding scheme.
  2. fpml:secondaryAssetClass [0..*]    A classification of additional risk classes of the trade, if any. FpML defines a simple asset class categorization using a coding scheme.
  3. fpml:productType [0..*]    A classification of the type of product. FpML defines a simple product categorization using a coding scheme.
  4. fpml:productId [0..*]    A product reference identifier. The product ID is an identifier that describes the key economic characteristics of the trade type, with the exception of concepts such as size (notional, quantity, number of units) and price (fixed rate, strike, etc.) that are negotiated for each transaction. It can be used to hold identifiers such as the "UPI" (universal product identifier) required by certain regulatory reporting rules. It can also be used to hold identifiers of benchmark products or product temnplates used by certain trading systems or facilities. FpML does not define the domain values associated with this element. Note that the domain values for this element are not strictly an enumerated list.
  5. fpml:embeddedOptionType [0..2]    Describes the type of any embedded optionality in the transaction that might not otherwise be apparent. Can be used to represent embedded optionality such as early termination provisions, extendible provisions, or cancelable provisions, etc., where applicable. If omitted, no embedded optionality is applicable.
  from type fpml:EquityDerivativeBase
  fpml:optionType [0..1]    The type of option transaction.
  fpml:equityEffectiveDate [0..1]    Effective date for a forward starting option.
  fpml:underlyer [1..1]    Specifies the underlying component, which can be either one or many and consists in either equity, index or convertible bond component, or a combination of these.
  fpml:notional [0..1]    The notional amount.
  fpml:equityExercise [1..1]    The parameters for defining how the equity option can be exercised, how it is valued and how it is settled.
  from type fpml:EquityDerivativeShortFormBase
  fpml:strike [0..1]    Defines whether it is a price or level at which the option has been, or will be, struck.
  fpml:spotPrice [0..1]    The price per share, index or basket observed on the trade or effective date.
  fpml:numberOfOptions [0..1]    The number of options comprised in the option transaction.
  fpml:equityPremium [0..1]    The equity option premium payable by the buyer to the seller.
  1. Choice [0..1]
     • fpml:optionEntitlement    The number of shares per option comprised in the option transaction supplement.
     • fpml:multiplier    Specifies the contract multiplier that can be associated with an index option.

Attributes

Used in

• Type fpml:Strategy
• Type fpml:PhysicalSettlement (Element fpml:physicalSettlement)
• Type fpml:Trade (Elements fpml:trade, fpml:originalTrade, fpml:resultingTrade, fpml:trade, fpml:originalTrade, fpml:oldTrade, fpml:trade, fpml:feeTrade, fpml:newTrade, fpml:oldTrade, fpml:trade, fpml:trade)

Substitution hierarchy

• fpml:product
  • can be substituted with fpml:equityOptionTransactionSupplement

Sample instance

<equityOptionTransactionSupplement>
   <primaryAssetClass>Equity</primaryAssetClass>
   <productType>Equity:Option:Vanilla:Single-name</productType>
   <optionType>Call</optionType>
   <underlyer>
      <singleUnderlyer>
         <index>
            <instrumentId instrumentIdScheme="http://www.example.com/instrument-id-Reuters-RIC-1-0">.WIG20</instrumentId>
            <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15">PLN</currency>
            <exchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</exchangeId>
            <relatedExchangeId exchangeIdScheme="http://www.example.com/exchangeId">XWAR</relatedExchangeId>
         </index>
      </singleUnderlyer>
   </underlyer>
   <equityExercise>
      <equityEuropeanExercise>
         <expirationDate>
            <adjustableDate>
               <unadjustedDate>2012-11-16</unadjustedDate>
            </adjustableDate>
         </expirationDate>
         <equityExpirationTimeType>OSP</equityExpirationTimeType>
      </equityEuropeanExercise>
      <equityValuation id="valuationDate"/>
      <settlementDate>
         <relativeDate>
            <periodMultiplier>2</periodMultiplier>
            <period>D</period>
            <dateRelativeTo href="valuationDate"/>
         </relativeDate>
      </settlementDate>
      <settlementCurrency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15">PLN</settlementCurrency>
      <settlementType>Cash</settlementType>
   </equityExercise>
   <strike>
      <strikePrice>100</strikePrice>
   </strike>
   <numberOfOptions>1000</numberOfOptions>
   <equityPremium>
      <paymentAmount>
         <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15">PLN</currency>
         <amount>50000</amount>
      </paymentAmount>
      <pricePerOption>
         <currency currencyScheme="http://www.fpml.org/coding-scheme/external/iso4217-2001-08-15">PLN</currency>
         <amount>50</amount>
      </pricePerOption>
   </equityPremium>
</equityOptionTransactionSupplement>