Bloomberg Commodity Options (OCCO)

  • Currency
    USD
  • Product ISIN
    DE000A0YK546
  • Underlying ISIN
    DE000A0YK504

Statistics

Last update:Oct 05, 2022 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 Oct 22 0 n/a 0 0 90/145 12
CALL Oct 22 0 0 0
PUT Oct 22 0 0 0
OCCO Nov 22 0 n/a 0 0 90/145 12
CALL Nov 22 0 0 0
PUT Nov 22 0 0 0
OCCO Dec 22 0 n/a 0 0 46/160 25
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OCCO Mar 23 0 n/a 0 0 90/160 15
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
OCCO Jun 23 0 n/a 0 0 48/180 25
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OCCO Sep 23 0 n/a 0 0 90/135 10
CALL Sep 23 0 0 0
PUT Sep 23 0 0 0
OCCO Dec 23 0 n/a 0 0 46/180 21
CALL Dec 23 0 0 0
PUT Dec 23 0 0 0
OCCO Jun 24 0 n/a 0 0 70/180 15
CALL Jun 24 0 0 0
PUT Jun 24 0 0 0
OCCO Dec 24 0 n/a 0 0 46/180 21
CALL Dec 24 0 0 0
PUT Dec 24 0 0 0
OCCO Jun 25 0 n/a 0 0 85/170 11
CALL Jun 25 0 0 0
PUT Jun 25 0 0 0
OCCO Dec 25 0 n/a 0 0 55/180 18
CALL Dec 25 0 0 0
PUT Dec 25 0 0 0
OCCO Dec 26 0 n/a 0 0 80/180 13
CALL Dec 26 0 0 0
PUT Dec 26 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Oct 05, 2022 7:14:42 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
145.00 0 0.23 0.23 0.23 n.a. n.a. n.a. n.a. +4.55% 0.23 10/05/2022 19:14:42 0.23 0 0 08/01/2022 n.a.
140.00 0 0.32 0.32 0.32 n.a. n.a. n.a. n.a. +3.23% 0.32 10/05/2022 19:14:42 0.32 0 0 07/25/2022 n.a.
135.00 0 0.41 0.41 0.41 n.a. n.a. n.a. n.a. +2.50% 0.41 10/05/2022 19:14:42 0.41 0 0 07/25/2022 n.a.
130.00 0 0.56 0.56 0.56 n.a. n.a. n.a. n.a. +5.66% 0.56 10/05/2022 19:14:42 0.56 0 0 07/25/2022 n.a.
125.00 0 0.92 0.92 0.92 n.a. n.a. n.a. n.a. +10.84% 0.92 10/05/2022 19:14:42 0.92 0 0 07/25/2022 n.a.
120.00 0 1.94 1.94 1.94 n.a. n.a. n.a. n.a. +16.17% 1.94 10/05/2022 19:14:42 1.94 0 0 07/25/2022 n.a.
115.00 0 4.36 4.36 4.36 n.a. n.a. n.a. n.a. +15.96% 4.36 10/05/2022 19:14:42 4.36 0 0 07/25/2022 n.a.
110.00 0 8.03 8.03 8.03 n.a. n.a. n.a. n.a. +11.22% 8.03 10/05/2022 19:14:42 8.03 0 0 07/25/2022 n.a.
105.00 0 12.38 12.38 12.38 n.a. n.a. n.a. n.a. +8.12% 12.38 10/05/2022 19:14:42 12.38 0 0 07/25/2022 n.a.
100.00 0 17.05 17.05 17.05 n.a. n.a. n.a. n.a. +6.16% 17.05 10/05/2022 19:14:42 17.05 0 0 07/25/2022 n.a.
95.00 0 21.85 21.85 21.85 n.a. n.a. n.a. n.a. +4.85% 21.85 10/05/2022 19:14:42 21.85 0 0 08/04/2022 n.a.
90.00 0 26.70 26.70 26.70 n.a. n.a. n.a. n.a. +3.97% 26.70 10/05/2022 19:14:42 26.70 0 0 09/27/2022 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 17
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jan 21
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index Derivatives

  • Feb 18
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Feb 21
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Mar 18
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Apr 14
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Apr 15
    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 18
    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

  • May 20
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • May 30
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 17
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Jun 20
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jul 04
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jul 15
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Aug 19
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

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

    No cash payment in USD

  • Sep 16
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Oct 10
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 21
    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 18
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Nov 24
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 16
    Bloomberg | Last Trading Day

    Last Trading Day for Bloomberg Commodity Index derivatives

  • Dec 26
    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

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 (A-, M- and P-accounts) 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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