Underlying Product Valuation

For equity derivatives, Eurex Release 11.0 will more accurately value derivatives that are based on underlying securities that are traded on more than one exchange and in more than one currency. For example IBM is traded in euros in Frankfurt and in U.S. dollars at the New York Stock Exchange. Post Release 11.0, Eurex may use the more liquid and therefore the most accurate price of the underlying to determine the fair value of the futures and options prices.