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iShares Core EURO STOXX 50® UCITS Options

iShares Core EURO STOXX 50® UCITS Options (EUN2)

Product ISIN
IE0008471009
Underlying ISIN
IE0008471009
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Jan 18, 2019 18:32:21

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
36.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 01/18/2019 18:32:21 0.01 0 0 01/17/2019 n.a.
35.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 01/18/2019 18:32:21 0.01 0 0 11/19/2018 n.a.
35.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 01/18/2019 18:32:21 0.01 0 0 11/19/2018 n.a.
34.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 01/18/2019 18:32:21 0.01 0 0 11/19/2018 n.a.
34.00 0 n.a. n.a. n.a. n.a. n.a. 0.07 n.a. +0.00% 0.01 01/18/2019 18:32:21 0.01 0 0 11/19/2018 n.a.
33.50 0 n.a. n.a. n.a. n.a. n.a. 0.09 n.a. +200.00% 0.03 01/18/2019 18:32:21 0.03 0 0 11/19/2018 n.a.
33.00 0 n.a. n.a. n.a. n.a. n.a. 0.12 n.a. +100.00% 0.06 01/18/2019 18:32:21 0.06 0 0 11/19/2018 n.a.
32.50 0 n.a. n.a. n.a. 0.09 n.a. 0.22 n.a. +142.86% 0.17 01/18/2019 18:32:21 0.17 0 0 11/19/2018 n.a.
32.00 0 n.a. n.a. n.a. 0.28 n.a. 0.41 n.a. +125.00% 0.36 01/18/2019 18:32:21 0.36 1 288 01/09/2019 n.a.
31.50 0 n.a. n.a. n.a. 0.56 n.a. 0.70 n.a. +91.18% 0.65 01/18/2019 18:32:21 0.65 0 146 01/16/2019 n.a.
31.00 0 n.a. n.a. n.a. 0.93 n.a. 1.08 n.a. +71.19% 1.01 01/18/2019 18:32:21 1.01 0 0 01/10/2019 n.a.
30.50 0 n.a. n.a. n.a. 1.35 n.a. 1.52 n.a. +55.43% 1.43 01/18/2019 18:32:21 1.43 0 0 11/19/2018 n.a.
30.00 0 n.a. n.a. n.a. 1.81 n.a. 1.98 n.a. +43.18% 1.89 01/18/2019 18:32:21 1.89 0 0 11/19/2018 n.a.
29.50 0 n.a. n.a. n.a. 2.30 n.a. 2.45 n.a. +34.86% 2.36 01/18/2019 18:32:21 2.36 0 0 11/19/2018 n.a.
29.00 0 n.a. n.a. n.a. 2.79 n.a. 2.94 n.a. +29.41% 2.86 01/18/2019 18:32:21 2.86 0 0 11/19/2018 n.a.
28.50 0 n.a. n.a. n.a. 3.29 n.a. 3.43 n.a. +24.54% 3.35 01/18/2019 18:32:21 3.35 0 0 11/19/2018 n.a.
28.00 0 n.a. n.a. n.a. 3.79 n.a. 3.92 n.a. +20.75% 3.84 01/18/2019 18:32:21 3.84 0 0 11/19/2018 n.a.
27.50 0 n.a. n.a. n.a. 4.29 n.a. 4.42 n.a. +18.26% 4.34 01/18/2019 18:32:21 4.34 0 0 11/19/2018 n.a.
27.00 0 n.a. n.a. n.a. 4.78 n.a. 4.92 n.a. +16.07% 4.84 01/18/2019 18:32:21 4.84 0 0 11/21/2018 n.a.
26.50 0 n.a. n.a. n.a. 5.28 n.a. 5.41 n.a. +14.35% 5.34 01/18/2019 18:32:21 5.34 0 0 12/07/2018 n.a.
26.00 0 n.a. n.a. n.a. 5.78 n.a. 5.91 n.a. +12.96% 5.84 01/18/2019 18:32:21 5.84 0 0 12/11/2018 n.a.
25.50 0 n.a. n.a. n.a. 6.28 n.a. 6.41 n.a. +11.82% 6.34 01/18/2019 18:32:21 6.34 0 0 12/28/2018 n.a.
Total 1 434

Statistics

Data is forJan 18, 2019   Last update:Jan 19, 2019 00:00:00

Product type:
O
Stock exchange:
n/a
Underlying closing price:
31.84
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestStrike price rangeStrike price series
EUN2 Jan 190n/a00.01/35.522
 CALLJan 190 0  
 PUTJan 190 0  
EUN2 Feb 1943.0001,20325.5/3622
 CALLFeb 191 435  
 PUTFeb 193 768  
EUN2 Mar 192,5892588.0002,8180.01/3828
 CALLMar 191 58  
 PUTMar 192,588 2,760  
EUN2 Jun 193330.0002990.01/3817
 CALLJun 19333 280  
 PUTJun 190 19  
EUN2 Sep 190n/a123/3816
 CALLSep 190 0  
 PUTSep 190 1  
EUN2 Dec 190n/a4820/4019
 CALLDec 190 21  
 PUTDec 190 27  
EUN2 Jun 200n/a020/4212
 CALLJun 200 0  
 PUTJun 200 0  
EUN2 Dec 200n/a020/4212
 CALLDec 200 0  
 PUTDec 200 0  
Total  2,9267.7344,369  
 Call 335 794  
 Put 2,591 3,575  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.EUN2 GR Equity OMON
ComStock<17>l,EUN2\myssssss
FIDES Information ServicesO,EUN2
SIX TelekursEUN2
Thomson FinancialEUN2/O.EX*
thomsonreuters<0#EUNF.*EX>

Trading

Contract Specifications

Version : 05 Nov 2018

Contract standards

ContractProduct IDUnderlyingCurrency
Xtrackers MSCI Emerging Markets UCITS OptionsDBX1Xtrackers MSCI Emerging Markets UCITS ETFEUR
Xtrackers MSCI World Swap UCIT OptionsDBXWXtrackers MSCI World Swap UCIT ETFEUR
Xtrackers MSCI Europe UCITS OptionsDBXAXtrackers MSCI Europe UCITS ETFEUR
iShares DAX® (DE) OptionsEXS1iShares DAX® (DE) ETFEUR
iShares EURO STOXX 50® OptionsEUN2iShares EURO STOXX 50® ETFEUR
iShares EURO STOXX® Banks 30-15 UCITS (DE) OptionsEXX1iShares EURO STOXX® Banks 30-15 UCITS (DE) ETFEUR
iShares SMI® (CH) Options
XMTiShares SMI® (CH) ETFCHF
iShares STOXX® Europe 600 UCITS (DE) OptionsEXSAiShares STOXX® Europe 600 UCITS (DE) ETFEUR
iShares MSCI Europe UCITS OptionsIQQYiShares MSCI Europe UCITS ETFEUR
iShares MSCI Emerging Markets UCITS OptionsIDEMiShares MSCI Emerging Markets UCITS ETFUSD
iShares Core MSCI World UCITS OptionsIWDAiShares Core MSCI World UCITS ETFUSD
iShares Core S&P 500 UCITS OptionsCSPXiShares Core S&P 500 UCITS ETFUSD
iShares Core FTSE 100 UCITS OptionsISFiShares Core FTSE 100 UCITS ETFGBX
iShares USD High Yield Corporate Bond UCITS OptionsOHYUiShares USD High Yield Corporate Bond UCITS ETFUSD
iShares J.P. Morgan USD Emerging Market Bond UCITS OptionsOEMBiShares J.P. Morgan USD Emerging Market Bond UCITS ETFUSD
iShares USD Corporate Bond UCITS OptionsOQDEiShares USD Corporate Bond UCITS ETFUSD

 

Contract size

100 (ISF: 1,000) index fund shares of the underlying.

 

Settlement

Physical delivery of 100 (ISF: 1,000) index fund shares two exchange days after the last trading day.

 

Minimum price change

EUR 0.01, CHF 0.01, USD 0.01 or GBX 0.25.

 

Contract months

Standard - up to 24 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.

OHYU, OEMB, OQDE - up to 12 months: The three nearest successive calendar months and the three following quarterly months of the March, June, September and December cycle thereafter.

 

Last trading day

The third Friday of each expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series (OHYU, OEMB, OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for all other option series at 17:20 CET.

 

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for ETFs options are determined through the binomial model according to Cox/Ross/Rubinstein. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.

Further details are available in the clearing conditions.

Exercise

American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option.

Options on Xtrackers ETFs can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

The reference price for options on Xtrackers ETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to two decimal places. Since this price is not published before the respective next exchange day, the final settlement day for options on db x-trackers ETFs will be the exchange day immediately following the last trading day; this is typically the Monday following the third Friday of the expiration month.

 

Exercise prices

Exercise prices in EUR/CHFExercise price intervals in EUR or CHF for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
Up to 20.050.100.20
2 - 40.100.200.40
4 - 80.200.400.80
8 - 200.501.002.00
20 - 521.002.004.00
52 - 1002.004.008.00
100 - 2005.0010.0020.00
200 - 40010.0020.0040.00
> 40020.0040.0080.00

 

Exercise prices - iShares

ContractExercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
iShares DAX® (DE) Options12.55
iShares EURO STOXX 50® Options0.512
iShares EURO STOXX® Banks 30-15 UCITS (DE) Options
0.250.51
iShares SMI® (CH) Options12.55
iShares STOXX® Europe 600 UCITS (DE) Options0.50.51
iShares MSCI Europe UCITS Options0.512
iShares MSCI Emerging Markets UCITS Options0.512
iShares Core MSCI World UCITS Options0.512
iShares Core S&P 500 UCITS Options2.5510
iShares Core FTSE 100 UCITS Options51020
iShares USD High Yield Corporate Bond UCITS Options0.50.51
iShares J.P. Morgan USD Emerging Market Bond UCITS Options0.50.51
iShares USD Corporate Bond UCITS Options0.50.51


Number of exercise prices

Upon the admission of a contract, at least seven exercise prices shall be made available for each term for each call and put, such that three exercise prices are in-the-money, one is at-the-money and three are out-of-the-money.

 

Option premium

The premium is payable in full in the currency of the respective contract on the exchange day following the day of the trade.

Trading Calendar

  • 01 Jan 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 02 Jan 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 19 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 22 Apr 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 01 May 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Exchange Traded Products Derivatives | Exchange traded commodities derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • 01 Aug 2019
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 03 Oct 2019
    Exchange Traded Products Derivatives | Exchange traded commodities derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • 24 Dec 2019
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 26 Dec 2019
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 31 Dec 2019
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5117:3019:0019:3020:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5117:3019:0019:3020:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.40 per contract
Exercise of optionsEUR 0.30 per contract
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 5,000 contracts.

Parameters

Maximum Spreads

Bid up to

Maximum Spread

0 - 1.000.15 index points
1.01 - 5.0015% of the bid price
> 5.000.75 index points

Minimum Quote Size

100 contracts on the bid and ask side.

The minimum quote duration is 70 percent of the trading hours between 09:00 and 17:30 CET on a monthly average.
The first six expiration months have to be quoted.

In Fast Market, the minimum quote size is reduced by 50 percent.

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM/AMM up to (months): 6

Maturity Range for PMM short up to (months): 4

Maturity Range for PMM long up to (months): 0

AMM Package ID

Admitted to the following Advanced Market-Making package(s):ETFE

Mistrade Ranges

Reference price (currency units)

Mistrade Range (currency units)

0 - 10.15
1 - 515%
> 50.75

For equity and equity index options, mistrade parameters will be doubled on the last trading day.

Mistrade ranges are doubled for expiries that are equal to or greater than the value displayed in the corresponding CSV file.

For the transactions in option contracts accomplished during a Stressed Market period, the mistrade ranges reduplicate.

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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