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Gain/Loss from OTC Option Contract

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Hello,

 

I'm new to OTC Option. Therefore, I want to ask several questions related to gain/loss in OTC option.

  1. Why do we have to calculate NPV (TPM60) in order to post Gain/Loss from Option Contract? Is it possible to calculate the gain/loss using the method for forward or swap contract (TPM27 - TPM1 / TPM18) ?
  2. What is the formula to calculate NPV in table vtvbar (especially intrinsic value and time value) in SAP? Is it affected by volatility value? I've tried calculate by using formula, however the result was different with SAP.
  3. After I've executed the Option contract, I can't post Gain/loss from realized transaction (TPM18). The message said that "No scheduled derived business transactions were found for the selection". I've ran TPM27 also to generate derived flows. Is there any step that I miss?

 

I really appreciate for your help.

 

Best regards,

Oky Mauludany


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