Bloomberg Commodity Options (OCCO)

  • Currency
    USD
  • Product ISIN
    DE000A0YK546
  • Underlying ISIN
    DE000A0YK504

Statistics

Last update:Nov 27, 2021 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
Product type:
O
Stock exchange:
n/a
Underlying closing price:
0.00
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OCCO Dec 21 0 n/a 0 0 80/125 10
CALL Dec 21 0 0 0
PUT Dec 21 0 0 0
OCCO Jan 22 0 n/a 0 0 80/125 10
CALL Jan 22 0 0 0
PUT Jan 22 0 0 0
OCCO Mar 22 0 n/a 0 0 65/125 13
CALL Mar 22 0 0 0
PUT Mar 22 0 0 0
OCCO Jun 22 0 n/a 0 0 55/125 15
CALL Jun 22 0 0 0
PUT Jun 22 0 0 0
OCCO Sep 22 0 n/a 0 0 80/125 10
CALL Sep 22 0 0 0
PUT Sep 22 0 0 0
OCCO Dec 22 0 n/a 0 0 46/140 17
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OCCO Jun 23 0 n/a 0 0 48/140 16
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OCCO Dec 23 0 n/a 0 0 46/150 18
CALL Dec 23 0 0 0
PUT Dec 23 0 0 0
OCCO Jun 24 0 n/a 0 0 70/150 12
CALL Jun 24 0 0 0
PUT Jun 24 0 0 0
OCCO Dec 24 0 n/a 0 0 46/150 18
CALL Dec 24 0 0 0
PUT Dec 24 0 0 0
OCCO Dec 25 0 n/a 0 0 55/150 15
CALL Dec 25 0 0 0
PUT Dec 25 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Nov 26, 2021 7:04:07 PM

Strike price Vers. num. Opening price High Low Bid price Bid vol Ask price Ask vol Diff. to prev. day last Last price Date Time Daily settlem. price Traded contracts Open interest (adj.) Open interest date Last trading day
125.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 11/26/2021 19:04:07 0.01 0 0 10/06/2021 n.a.
120.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 11/26/2021 19:04:07 0.01 0 0 09/15/2021 n.a.
115.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -75.00% 0.01 11/26/2021 19:04:07 0.01 0 0 05/07/2021 n.a.
110.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -98.08% 0.01 11/26/2021 19:04:07 0.01 0 0 04/23/2021 n.a.
105.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -97.60% 0.06 11/26/2021 19:04:07 0.06 0 0 02/08/2021 n.a.
100.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -77.94% 1.35 11/26/2021 19:04:07 1.35 0 0 01/05/2021 n.a.
95.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -52.36% 5.04 11/26/2021 19:04:07 5.04 0 0 08/31/2020 n.a.
90.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -36.80% 9.72 11/26/2021 19:04:07 9.72 0 0 07/24/2020 n.a.
85.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -27.88% 14.64 11/26/2021 19:04:07 14.64 0 0 09/08/2020 n.a.
80.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.33% 19.62 11/26/2021 19:04:07 19.62 0 0 09/08/2020 n.a.
Total 0 0

Specifications

Contract Specifications

Contract standards

ContractProduct IDUnderlying
Bloomberg Commodity OptionsOCCOBloomberg Commodity IndexSM

 

The Bloomberg Commodity IndexSM measures the performance of 22 different commodities in total. The calculation of the index is based on the prices of commodity futures at different exchanges. Furthermore there are subindexes and indexes where certain commodities are excluded (ex-indexes). The options refer to the excess return version of the Bloomberg Commodity IndexSM.

 

Contract value

USD 250 per index point of the underlying.

 

Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

 

Price quotation and minimum price change

The price quotation is in points with two decimal places. The minimum price change is 0.01 points, equivalent to a value of USD 2.50.

 

Contract months

Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four following semi-annual months of the June and December cycle thereafter and the two following annual months of the December cycle thereafter.

 

Last trading day and final settlement day

Last trading day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day. Final settlement day is five exchange days following the last trading day, if this day is still within the same calendar month; otherwise the last exchange day in the calendar month, in which the contract expires..

 

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for commodity index options are determined through the Black/Scholes 76 model. The underlying reference price is the daily settlement price of the Eurex futures contract based on the index.

Further details are available in the clearing conditions.

 

Final settlement price

The final settlement price is established by Eurex on the last trading day. The final settlement price is based on the closing price of the respective index on that day, provided no futures represented in the index is suspended at that time. The final settlement price is fixed with three decimal places.

 

Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until 20:30 CET.

 

Exercise prices

ContractExercise price intervals in USD for expiration months with a remaining lifetime of
≤ 12 months> 12 months
Bloomberg Commodity Options510

 

Number of exercise prices

Upon the admission of the options, at least nine exercise prices shall be made available for each due date with a term of up to 60 months for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out-of-the-money.

 

Option premium

The premium is payable in full in USD on the exchange day following the day of the trade.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 10 contracts

Market-Making Parameter

All quotation parameters at a glance

  • Quotation period
  • Maturity range
  • Spread class & Maximum Spread
  • Minimum Quote Size
Liquidity Provider schemes

Mistrade Parameter

This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
 

Mistrade Ranges

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.

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 09:00 18:00 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 09:00

Trading Calendar

  • Jan 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

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

  • Jan 15
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index Derivatives

  • Jan 18
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 15
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 19
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Mar 19
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Apr 02
    Interest Rates | Equity | Equity Index | Dividends | Volatility | FX | ETF & ETC | Commodity | Holiday

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

  • Apr 05
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

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

  • Apr 16
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • May 21
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • May 31
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 18
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Jul 05
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jul 16
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Aug 20
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Sep 06
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Sep 17
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Oct 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 15
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Nov 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Nov 19
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Nov 25
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 17
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) USD 1.00 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) USD 1.50 per contract
Position Closing Adjustments USD 2.00 per contract
Exercise of options (A-, M- and P-accounts) USD 1.00 per contract
Position transfer with cash transfer USD 13.00 per transaction

Market Status

XEUR

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