How to use TMDVOLA - Enter Volatilities with Moneyness

SAP Transaction Code - Details

• Transaction Code: TMDVOLA

  Description: Enter Volatilities with Moneyness

  Release: S/4HANA only

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Basic Functions > Market Data Management > Manual Market Data Entry > Statistical Data > Volatilities with Moneyness > Enter Volatilities with Moneyness

• • Program:

    Screen: 0

    Authorization Object:

  • Development Package: JBRC

    Package Description: Customizing for TRM Risk Management

    Parent Package: FS_SEM_TRMAN

  • Module/Component: FIN-FSCM-TRM-AN

    Description: Analyzer

Smart SAP Assistant

• SAP Tcode: TMDVOLA - Enter Volatilities with Moneyness

  
  Overview:
  TMDVOLA is a transaction code used in SAP to enter volatilities with moneyness. It is used to enter the volatilities of different options with different moneyness levels. This transaction code is used in the derivatives market to calculate the value of options and other derivatives. 
  
  Functionality: 
  TMDVOLA allows users to enter volatilities for different options with different moneyness levels. Moneyness is a measure of how much an option is in-the-money or out-of-the-money. The volatilities are used to calculate the value of the option or derivative. The transaction code also allows users to view and edit existing volatilities. 
  
  Step-by-step How to Use: 
  1. Enter TMDVOLA in the command field and press enter. 
  2. Select the option type, expiry date, and moneyness level for which you want to enter volatilities. 
  3. Enter the volatility for each option type and moneyness level. 
  4. Save your changes by pressing the save button. 
  
  Other Recommendations: 
  It is important to ensure that the volatilities entered are accurate as they will be used to calculate the value of options and derivatives. It is also important to regularly review and update existing volatilities as market conditions change over time.