When reporting an option on an Aii market does the strike price have to conform to the same format as the unit price?
Yes, if the price is expressed as a currency the major currency e.g. euro or pounds etc (not cents or pence) should be used for both the strike price and unit price. For example a June call option on BAE has a strike price of 320p and is currently trading around 9.3p. This must be reported with a strike price of £3.2 and unit price of £0.093. N.B. this similarly applies to OTC derivatives where the strike price is mandatory.