Trading Conditions2 PartContract Specifications 2.2 Subpart Contract Specifications for Options Contracts 2.2.15 Sub-Subpart Specifications for Options Contracts on Stocks of Swiss Stock Corporations (Swiss Stock Options) 2.2.15.6 Exercise Prices (1) Option series may have the following exercise prices: CHF 5 or a multiple thereof up to and including CHF 195 for contracts with a term of 1 and 2 months CHF 10 or a multiple thereof up to and including CHF 190 for contracts with a term of 3, 6, 9 and 12 months CHF 20 or a multiple thereof up to and including CHF 180 for contracts with a term of 18 and 24 months CHF 200 or any larger amount divisible by 10 up to and including CHF 390 for contracts with a term of 1 and 2 months CHF 200 or any larger amount divisible by 20 up to and including CHF 380 for contracts with a term of 3, 6, 9 and 12 months CHF 200 or any larger amount divisible by 40 up to and including CHF 360 for contracts with a term of 18 and 24 months CHF 400 or any larger amount divisible by 25 up to and including CHF 975 for contracts with a term of 1 and 2 months CHF 400 or any larger amount divisible by 50 up to and including CHF 950 for contracts with a term of 3, 6, 9 and 12 months CHF 400 or any larger amount divisible by 100 up to and including CHF 900 for contracts with a term of 18 and 24 months CHF 1,000 or any larger amount divisible by 50 up to and including CHF 1,950 for contracts with a term of 1 and 2 months CHF 1,000 or any larger amount divisible by 100 up to and including CHF 1,900 for contracts with a term of 3, 6, 9 and 12 month CHF 1,000 or any larger amount divisible by 200 up to and including CHF 1,800 for contracts with a term of 18 and 24 months CHF 2,000 or any larger amount divisible by 100 up to and including CHF 4,900 for contracts with a term of 1 and 2 months CHF 2,000 or any larger amount divisible by 200 up to and including CHF 4,800 for contracts with a term of 3, 6, 9 and 12 months CHF 2,000 or any larger amount divisible by 400 up to and including CHF 5,200 for contracts with a term of 18 and 24 months CHF 5,000 or any larger amount divisible by 200 for contracts with a term of 1 and 2 months CHF 5,000 or any larger amount divisible by 400 for contracts with a term of 3, 6, 9 and 12 months CHF 5,600 or any larger amount divisible by 800 up to and including CHF 12,000 for contracts with a term of 18 and 24 months CHF 12,000 or any larger amount divisible by 1,000 for contracts with a term of 18 and 24 months 2.2.17 Sub-Subpart Specifications for Options Contracts on the Swiss Market Index (SMI Option) 2.2.17.6 Exercise Prices (1) Option series can have exercise prices with price gradations of 50, 100 or 200 index points. A point has a value of CHF 10 and represents 10 ticks in the EDP system.         |
|
