iShares USD Corporate Bond UCITS Options (ELQD)

  • Currency
    USD
  • Product ISIN
    DE000A26R3N7
  • Underlying ISIN
    IE0032895942

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:
99.59
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
ELQD Oct 22 0 n/a 0 0 0.01/114 44
CALL Oct 22 0 0 0
PUT Oct 22 0 0 0
ELQD Nov 22 0 n/a 0 0 93/113.5 42
CALL Nov 22 0 0 0
PUT Nov 22 0 0 0
ELQD Dec 22 0 n/a 0 0 0.01/120 56
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
ELQD Jan 23 0 n/a 0 0 93/113 41
CALL Jan 23 0 0 0
PUT Jan 23 0 0 0
ELQD Feb 23 0 n/a 0 0 93/109.5 34
CALL Feb 23 0 0 0
PUT Feb 23 0 0 0
ELQD Mar 23 0 n/a 0 0 0.01/119 54
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
ELQD Jun 23 0 n/a 0 0 93/113 41
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
ELQD Sep 23 0 n/a 0 0 93/105 25
CALL Sep 23 0 0 0
PUT Sep 23 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Oct 04, 2022 6:48:51 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
114.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.67% 0.14 10/04/2022 18:48:51 0.14 0 0 04/19/2022 n.a.
113.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.14% 0.13 10/04/2022 18:48:51 0.13 0 0 04/19/2022 n.a.
113.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.14% 0.13 10/04/2022 18:48:51 0.13 0 0 04/19/2022 n.a.
112.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.69% 0.12 10/04/2022 18:48:51 0.12 0 0 04/19/2022 n.a.
112.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.69% 0.12 10/04/2022 18:48:51 0.12 0 0 04/19/2022 n.a.
111.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
111.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
110.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
110.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
109.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
109.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
108.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
108.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.33% 0.11 10/04/2022 18:48:51 0.11 0 0 04/19/2022 n.a.
107.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.69% 0.12 10/04/2022 18:48:51 0.12 0 0 04/19/2022 n.a.
107.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.14% 0.13 10/04/2022 18:48:51 0.13 0 0 04/19/2022 n.a.
106.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.67% 0.14 10/04/2022 18:48:51 0.14 0 0 04/20/2022 n.a.
106.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.25% 0.15 10/04/2022 18:48:51 0.15 0 0 04/20/2022 n.a.
105.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.56% 0.17 10/04/2022 18:48:51 0.17 0 0 04/20/2022 n.a.
105.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.00% 0.19 10/04/2022 18:48:51 0.19 0 0 04/20/2022 n.a.
104.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.22 10/04/2022 18:48:51 0.22 0 0 04/22/2022 n.a.
104.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.26 10/04/2022 18:48:51 0.26 0 0 04/29/2022 n.a.
103.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.31 10/04/2022 18:48:51 0.31 0 0 05/05/2022 n.a.
103.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.56% 0.38 10/04/2022 18:48:51 0.38 0 0 05/06/2022 n.a.
102.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.55% 0.46 10/04/2022 18:48:51 0.46 0 0 05/06/2022 n.a.
102.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.66% 0.56 10/04/2022 18:48:51 0.56 0 0 05/10/2022 n.a.
101.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +7.81% 0.69 10/04/2022 18:48:51 0.69 0 0 06/14/2022 n.a.
101.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +8.97% 0.85 10/04/2022 18:48:51 0.85 0 0 06/14/2022 n.a.
100.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.47% 1.04 10/04/2022 18:48:51 1.04 0 0 06/14/2022 n.a.
100.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +10.43% 1.27 10/04/2022 18:48:51 1.27 0 0 06/14/2022 n.a.
99.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +10.07% 1.53 10/04/2022 18:48:51 1.53 0 0 06/15/2022 n.a.
99.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.64% 1.82 10/04/2022 18:48:51 1.82 0 0 06/17/2022 n.a.
98.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.69% 2.15 10/04/2022 18:48:51 2.15 0 0 09/16/2022 n.a.
98.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.21% 2.49 10/04/2022 18:48:51 2.49 0 0 09/16/2022 n.a.
97.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +9.13% 2.87 10/04/2022 18:48:51 2.87 0 0 09/21/2022 n.a.
97.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +8.67% 3.26 10/04/2022 18:48:51 3.26 0 0 09/21/2022 n.a.
96.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +8.26% 3.67 10/04/2022 18:48:51 3.67 0 0 09/23/2022 n.a.
96.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +7.61% 4.10 10/04/2022 18:48:51 4.10 0 0 09/23/2022 n.a.
95.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +7.33% 4.54 10/04/2022 18:48:51 4.54 0 0 09/26/2022 n.a.
95.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.85% 4.99 10/04/2022 18:48:51 4.99 0 0 09/27/2022 n.a.
94.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.45% 5.45 10/04/2022 18:48:51 5.45 0 0 09/28/2022 n.a.
94.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.09% 5.92 10/04/2022 18:48:51 5.92 0 0 09/28/2022 n.a.
93.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.79% 6.39 10/04/2022 18:48:51 6.39 0 0 09/28/2022 n.a.
93.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.37% 6.87 10/04/2022 18:48:51 6.87 0 0 09/28/2022 n.a.
0.01 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.40% 99.58 10/04/2022 18:48:51 99.58 0 0 09/19/2022 n.a.
Total 0 0

Specifications

Contract Specifications

Contract size

100 (ODTL: 2,000) index fund shares of the underlying.

Settlement

Physical delivery of the respective index fund shares two exchange days after the last trading day.

Minimum price change

EUR 0.01 or USD 0.01.

Contract months

Fixed Income ETF Options are generally available at Eurex Deutschland with terms of the next 13 consecutive months. The January and December expirations for the following two years are also available, if not already included in the next 13 consecutive month cycle. When the August contract expires, expiration of January for a fourth year shall become available. When the September contract expires, expiration of December for a fourth year shall become available.

For OHYG and OEAC options contracts are with terms up to the next, the second and the third succeeding expiration days as well as up to and including the next three succeeding quarterly expiration days (March, June, September, December) thereafter.

For EHYU, EEMB, ELQD and ODTL options contracts are with terms up to the next six succeeding expiration days as well as up to and including the next two succeeding quarterly expiration days (March, June, September, December) 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, OEAC and OHYG) on the last trading day is at 17:30 CET, for all other option series (EEMB, ELQD, EHYU and ODTL) at 17:20 CET.

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for ETF 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

OHYG, OEAC, ODTL, EHYU, EEMB and ELQD can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

OEMB, OQDE and OHYU 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 (American-style).

The reference price for options on iShares ETFs shall be the price of the respective underlying security effected on the closing auction in the electronic trading system specified in the contract specifications.

Exercise prices

ContractExercise price intervals in EUR or USD for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months

iShares EUR High Yield Corporate Bond UCITS Options

0.5

0.5

n.a.

iShares USD High Yield Corporate Bond UCITS Options

0.5

0.5

1

iShares J.P. Morgan USD Emerging Market Bond UCITS Options

0.5

0.5

1

iShares EUR Corporate Bond UCITS Options

0.5

0.5

n.a.

iShares USD Corporate Bond UCITS Options

0.5

0.5

1

iShares USD Treasury Bond 20+yr UCITS Options

0.05

0.05

n.a.

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.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 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 08:51 17:30 19:30 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:30

Trading Calendar

  • 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 26
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jun 06
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • 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 0.30 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) USD 0.40 per contract
Exercise of options (A-, M- and P-accounts) USD 0.30 per contract
Position transfer with cash transfer USD 13.00 per transaction

Market Status

XEUR

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