(OXXP)

  • Bloomberg L.P.
    SXXP50 index OMON
  • Refinitiv
    0#FXXP*.EX
  • Currency
    EUR
  • Product ISIN
    DE000A1DKQT5
  • Underlying ISIN
    EU0009658202

Statistics

Last update:Feb 08, 2023 12:00:00 AM

Traded contracts:
2,235
Open interest (adj.):
382,451
Product type:
O
Stock exchange:
n/a
Underlying closing price:
458.19
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OXXP Feb 23 878 0.000 26,436 25,558 407.5/477.5 29
CALL Feb 23 878 4,591 3,713
PUT Feb 23 0 21,845 21,845
OXXP Mar 23 864 0.000 100,030 99,166 270/490 50
CALL Mar 23 864 9,334 8,470
PUT Mar 23 0 90,696 90,696
OXXP Apr 23 0 n/a 0 0 435/477.5 18
CALL Apr 23 0 0 0
PUT Apr 23 0 0 0
OXXP Jun 23 491 n/a 53,441 52,950 250/540 40
CALL Jun 23 0 11,544 11,544
PUT Jun 23 491 41,897 41,406
OXXP Sep 23 0 n/a 26,118 26,118 250/500 37
CALL Sep 23 0 2,507 2,507
PUT Sep 23 0 23,611 23,611
OXXP Dec 23 0 n/a 58,334 58,334 200/560 43
CALL Dec 23 0 10,810 10,810
PUT Dec 23 0 47,524 47,524
OXXP Mar 24 0 n/a 79,462 79,462 320/520 21
CALL Mar 24 0 0 0
PUT Mar 24 0 79,462 79,462
OXXP Jun 24 2 n/a 410 408 300/580 23
CALL Jun 24 0 6 6
PUT Jun 24 2 404 402
OXXP Sep 24 0 n/a 0 0 300/540 13
CALL Sep 24 0 0 0
PUT Sep 24 0 0 0
OXXP Dec 24 0 n/a 5 5 200/580 21
CALL Dec 24 0 5 5
PUT Dec 24 0 0 0
OXXP Mar 25 0 n/a 0 0 300/540 13
CALL Mar 25 0 0 0
PUT Mar 25 0 0 0
OXXP Jun 25 0 n/a 0 0 300/540 13
CALL Jun 25 0 0 0
PUT Jun 25 0 0 0
OXXP Sep 25 0 n/a 0 0 300/540 13
CALL Sep 25 0 0 0
PUT Sep 25 0 0 0
OXXP Dec 25 0 n/a 25,500 25,500 220/580 19
CALL Dec 25 0 14,050 14,050
PUT Dec 25 0 11,450 11,450
OXXP Dec 26 0 n/a 14,950 14,950 220/580 19
CALL Dec 26 0 9,650 9,650
PUT Dec 26 0 5,300 5,300
OXXP Dec 27 0 n/a 0 0 340/540 11
CALL Dec 27 0 0 0
PUT Dec 27 0 0 0
Total 2,235 0.283 384,686 382,451
Call 1,742 62,497 60,755
Put 493 322,189 321,696

Prices/Quotes

Last trade: Feb 07, 2023 6:26:15 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
475.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 02/07/2023 18:26:15 0.10 0 0 01/18/2023 n.a.
472.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.20 02/07/2023 18:26:15 0.20 0 884 01/26/2023 n.a.
470.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.40 02/07/2023 18:26:15 0.40 0 0 01/16/2023 n.a.
467.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.70 02/07/2023 18:26:15 0.70 0 0 01/13/2023 n.a.
465.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.69% 1.20 02/07/2023 18:26:15 1.20 14 878 01/11/2023 n.a.
462.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 2.00 02/07/2023 18:26:15 2.00 0 880 01/04/2023 n.a.
460.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.33% 3.10 02/07/2023 18:26:15 3.10 0 0 12/02/2022 n.a.
457.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.33% 4.40 02/07/2023 18:26:15 4.40 0 0 11/24/2022 n.a.
455.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.26% 6.00 02/07/2023 18:26:15 6.00 0 1 01/12/2023 n.a.
452.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.67% 7.70 02/07/2023 18:26:15 7.70 0 0 11/23/2022 n.a.
450.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +4.30% 9.70 02/07/2023 18:26:15 9.70 0 320 12/13/2022 n.a.
447.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.51% 11.80 02/07/2023 18:26:15 11.80 0 0 11/21/2022 n.a.
445.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.70% 14.00 02/07/2023 18:26:15 14.00 0 0 11/21/2022 n.a.
442.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.18% 16.20 02/07/2023 18:26:15 16.20 0 0 11/21/2022 n.a.
440.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.33% 18.60 02/07/2023 18:26:15 18.60 0 0 11/21/2022 n.a.
437.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.45% 20.90 02/07/2023 18:26:15 20.90 0 0 11/21/2022 n.a.
435.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.64% 23.30 02/07/2023 18:26:15 23.30 0 0 11/21/2022 n.a.
432.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.79% 25.80 02/07/2023 18:26:15 25.80 0 0 11/21/2022 n.a.
430.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.17% 28.20 02/07/2023 18:26:15 28.20 0 750 01/11/2023 n.a.
427.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.33% 30.70 02/07/2023 18:26:15 30.70 0 0 11/21/2022 n.a.
425.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.85% 33.10 02/07/2023 18:26:15 33.10 0 0 11/21/2022 n.a.
422.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.01% 35.60 02/07/2023 18:26:15 35.60 0 0 11/21/2022 n.a.
420.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.87% 38.10 02/07/2023 18:26:15 38.10 0 0 11/21/2022 n.a.
417.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.50% 40.50 02/07/2023 18:26:15 40.50 0 0 11/21/2022 n.a.
415.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.65% 43.00 02/07/2023 18:26:15 43.00 0 0 11/21/2022 n.a.
412.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.56% 45.50 02/07/2023 18:26:15 45.50 0 0 12/16/2022 n.a.
410.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.48% 48.00 02/07/2023 18:26:15 48.00 0 0 12/19/2022 n.a.
407.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.41% 50.50 02/07/2023 18:26:15 50.50 0 0 12/19/2022 n.a.
Total 14 3,713

Specifications

Contract Specifications

ContractProduct IDUnderlying

EURO STOXX® Index Options

OXXE

EURO STOXX® Index

EURO STOXX® Large Index Options

OLCE

EURO STOXX® Large Index

EURO STOXX® Mid Index Options

OMCE

EURO STOXX® Mid Index

EURO STOXX® Small Index Options

OSCE

EURO STOXX® Small Index

STOXX® Europe 600 Index Options

OXXP

STOXX® Europe 600 Index

STOXX® Europe Large 200 Index Options

OLCP

STOXX® Europe Large 200 Index

STOXX® Europe Mid 200 Index Options

OMCP

STOXX® Europe Mid 200 Index

STOXX® Europe Small 200 Index Options

OSCP

STOXX® Europe Small 200 Index

Settlement

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

Contract values, price gradations and contract months

ContractContract valueMinimum price changeContract months
PointsValue

EURO STOXX® Index Options

EUR 50

0.1

EUR 5

24

EURO STOXX® Large Index Options

EUR 50

0.1

EUR 5

24

EURO STOXX® Mid Index Options

EUR 50

0.1

EUR 5

24

EURO STOXX® Small Index Options

EUR 50

0.1

EUR 5

24

STOXX® Europe 600 Index Options

EUR 50

0.1

EUR 5

60

STOXX® Europe Large 200 Index Options

EUR 50

0.1

EUR 5

60

STOXX® Europe Mid 200 Index Options

EUR 50

0.1

EUR 5

60

STOXX® Europe Small 200 Index Options

EUR 50

0.1

EUR 5

60

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.

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.

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

Last trading day and final settlement day

Last trading day is the final settlement day.

Final settlement day is 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 on the last trading day is at 12:00 CET.

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for equity index options (as well as Weekly Options) are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.

Final settlement price

The final settlement price is established by Eurex on the final settlement day of the contract and is based on the average of the respective STOXX® Index values calculated between 11:50 and 12:00 CET.

Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).

Exercise prices

ContractExercise price intervals in index points for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months25-36 months> 36 months

EURO STOXX® Index Options

5

10

20

-

-

EURO STOXX® Large Index Options

5

10

20

-

-

EURO STOXX® Mid Index Options

5

10

20

-

-

EURO STOXX® Small Index Options

5

10

20

-

-

STOXX® Europe 600 Index Options

2.5

5

10

20

20

STOXX® Europe Large 200 Index Options

5

10

20

20

20

STOXX® Europe Mid 200 Index Options

5

10

20

20

20

STOXX® Europe Small 200 Index Options

5

10

20

20

20

Number of exercise prices

Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months 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.

Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money.

Option premium

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


Further details are available in the clearing conditions and the contract specifications.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 250 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 17:30 19:00 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 09:00 12:00 19:00 20:30 20:30

Trading Calendar

  • Jan 02
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jan 02
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jan 02
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Jan 02
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • Jan 02
    Equity Index | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • Jan 06
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Jan 16
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

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

    No cash payment in USD

  • Apr 07
    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 10
    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 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

  • May 08
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • May 18
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 18
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • May 18
    Equity Index | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • May 29
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 29
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • May 29
    Equity Index | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

  • May 29
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Jun 19
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 23
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

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

    No cash payment in USD

  • Aug 01
    Equity Index | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

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

    No cash payment in CHF

  • Aug 28
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

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

    No cash payment in USD

  • Oct 09
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 26
    Equity Index | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • Nov 23
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 06
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Dec 25
    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

  • 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-accounts) EUR 0.36 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.32 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.18 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.16 per contract
TES transactions: Standard fees (A-accounts) EUR 0.36 per contract
TES transactions: Standard fees (M- and P-accounts) EUR 0.32 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.18 per contract
TES transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.16 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.36 per contract
Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.32 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.18 per contract
Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.16 per contract
Threshold A-accounts 3,000.00 contracts
Threshold P-accounts 2,000.00 contracts
Exercise of options (A-accounts) EUR 0.36 per contract
Exercise of options (M- and P-accounts) EUR 0.32 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

XEUR

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.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.