in the money percentage
52(for the purposes of BIPRU 7 (Market risk) and in relation to an option or warrant) the percentage calculated under BIPRU 7.6.6 R (The in the money percentage).
52(for the purposes of BIPRU 7 (Market risk) and in relation to an option or warrant) the percentage calculated under BIPRU 7.6.6 R (The in the money percentage).