Reset to Today

To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004.

Content Options:

Add to favourites

View Options:

More Resources:

External link Handbook Publications

Alternative versions

  1. Point in time
    2012-03-31

at the money

37(for the purposes of BIPRU 7 (Market risk) and in relation to an option or warrant) the strike price of that option or warrant being equal to the current market value of the underlying instrument.