(OXXP)

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

Statistics

Last update:Oct 05, 2022 12:00:00 AM

Traded contracts:
975
Open interest (adj.):
287,500
Product type:
O
Stock exchange:
n/a
Underlying closing price:
403.03
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OXXP Oct 22 3 0.500 69,561 69,559 365/460 34
CALL Oct 22 2 47,312 47,310
PUT Oct 22 1 22,249 22,249
OXXP Nov 22 964 0.000 3,249 2,285 365/455 37
CALL Nov 22 964 1,115 151
PUT Nov 22 0 2,134 2,134
OXXP Dec 22 4 1.000 105,143 105,146 220/540 52
CALL Dec 22 2 24,094 24,095
PUT Dec 22 2 81,049 81,051
OXXP Mar 23 4 1.000 29,763 29,763 160/500 48
CALL Mar 23 2 15 15
PUT Mar 23 2 29,748 29,748
OXXP Jun 23 0 n/a 24,527 24,527 140/540 43
CALL Jun 23 0 5,996 5,996
PUT Jun 23 0 18,531 18,531
OXXP Sep 23 0 n/a 12,109 12,109 300/500 31
CALL Sep 23 0 2,500 2,500
PUT Sep 23 0 9,609 9,609
OXXP Dec 23 0 n/a 15,102 15,102 200/560 30
CALL Dec 23 0 10,801 10,801
PUT Dec 23 0 4,301 4,301
OXXP Mar 24 0 n/a 0 0 320/520 18
CALL Mar 24 0 0 0
PUT Mar 24 0 0 0
OXXP Jun 24 0 n/a 404 404 300/580 15
CALL Jun 24 0 4 4
PUT Jun 24 0 400 400
OXXP Sep 24 0 n/a 0 0 300/520 12
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 0 300/520 12
CALL Mar 25 0 0 0
PUT Mar 25 0 0 0
OXXP Jun 25 0 n/a 0 0 300/520 12
CALL Jun 25 0 0 0
PUT Jun 25 0 0 0
OXXP Sep 25 0 n/a 0 0 300/480 10
CALL Sep 25 0 0 0
PUT Sep 25 0 0 0
OXXP Dec 25 0 n/a 24,000 24,000 220/580 19
CALL Dec 25 0 13,300 13,300
PUT Dec 25 0 10,700 10,700
OXXP Dec 26 0 n/a 4,600 4,600 220/580 19
CALL Dec 26 0 2,300 2,300
PUT Dec 26 0 2,300 2,300
Total 975 0.005 288,463 287,500
Call 970 107,442 106,477
Put 5 181,021 181,023

Prices/Quotes

Last trade: Oct 04, 2022 6:53:33 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
460.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/04/2022 18:53:33 0.10 0 14,291 09/29/2022 n.a.
455.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/04/2022 18:53:33 0.10 0 12,047 09/29/2022 n.a.
450.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/04/2022 18:53:33 0.10 0 0 07/29/2022 n.a.
445.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/04/2022 18:53:33 0.10 0 17,007 09/29/2022 n.a.
442.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +100.00% 0.20 10/04/2022 18:53:33 0.20 0 1,000 08/22/2022 n.a.
440.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +100.00% 0.20 10/04/2022 18:53:33 0.20 0 0 09/16/2022 n.a.
432.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +150.00% 0.50 10/04/2022 18:53:33 0.50 0 0 07/18/2022 n.a.
430.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +250.00% 0.70 10/04/2022 18:53:33 0.70 0 1 09/02/2022 n.a.
427.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +200.00% 0.90 10/04/2022 18:53:33 0.90 0 0 07/18/2022 n.a.
425.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +200.00% 1.20 10/04/2022 18:53:33 1.20 0 270 09/22/2022 n.a.
422.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +200.00% 1.50 10/04/2022 18:53:33 1.50 0 0 07/18/2022 n.a.
420.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +233.33% 2.00 10/04/2022 18:53:33 2.00 0 0 09/26/2022 n.a.
417.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +212.50% 2.50 10/04/2022 18:53:33 2.50 0 0 07/18/2022 n.a.
415.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +210.00% 3.10 10/04/2022 18:53:33 3.10 0 2,410 09/26/2022 n.a.
412.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +200.00% 3.90 10/04/2022 18:53:33 3.90 0 0 07/18/2022 n.a.
410.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +182.35% 4.80 10/04/2022 18:53:33 4.80 0 280 09/26/2022 n.a.
407.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +168.18% 5.90 10/04/2022 18:53:33 5.90 1 0 07/18/2022 n.a.
405.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +162.96% 7.10 10/04/2022 18:53:33 7.10 0 0 07/18/2022 n.a.
402.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +150.00% 8.50 10/04/2022 18:53:33 8.50 0 0 07/18/2022 n.a.
400.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +135.71% 9.90 10/04/2022 18:53:33 9.90 0 2 09/27/2022 n.a.
397.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +121.15% 11.50 10/04/2022 18:53:33 11.50 0 1 09/29/2022 n.a.
387.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +81.55% 18.70 10/04/2022 18:53:33 18.70 0 0 09/21/2022 n.a.
385.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +73.95% 20.70 10/04/2022 18:53:33 20.70 0 0 09/21/2022 n.a.
382.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +68.89% 22.80 10/04/2022 18:53:33 22.80 0 0 09/23/2022 n.a.
380.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +62.75% 24.90 10/04/2022 18:53:33 24.90 0 0 09/26/2022 n.a.
377.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +57.89% 27.00 10/04/2022 18:53:33 27.00 0 0 09/26/2022 n.a.
375.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +54.21% 29.30 10/04/2022 18:53:33 29.30 0 0 09/26/2022 n.a.
372.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +50.00% 31.50 10/04/2022 18:53:33 31.50 0 0 09/26/2022 n.a.
370.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +46.96% 33.80 10/04/2022 18:53:33 33.80 0 0 09/28/2022 n.a.
367.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +43.82% 36.10 10/04/2022 18:53:33 36.10 0 0 09/30/2022 n.a.
365.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +41.03% 38.50 10/04/2022 18:53:33 38.50 0 0 09/30/2022 n.a.
Total 1 47,309

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 03
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • Jan 03
    Equity Index | Great Britain | Holiday

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

  • Jan 06
    Equity Index | Finland | Holiday

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

  • Jan 17
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

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

    No cash payment in USD

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

    No cash payment in GBP

  • May 02
    Equity Index | Great Britain | Holiday

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

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

    No cash payment in CHF

  • May 26
    Equity Index | Finland | Holiday

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

  • May 26
    Equity Index | Switzerland | Holiday

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

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

    No cash payment in USD

  • Jun 02
    Equity Index | Great Britain | Holiday

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

  • Jun 03
    Equity Index | Great Britain | Holiday

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

  • Jun 06
    Equity Index | Austria | Holiday

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

  • Jun 06
    Equity Index | Switzerland | Holiday

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

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

    No cash payment in CHF

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

    No cash payment in USD

  • Jun 24
    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 29
    Equity Index | Great Britain | Holiday

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

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

    No cash payment in USD

  • Sep 19
    Equity Index | Great Britain | Holiday

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

  • Oct 10
    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 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Nov 24
    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 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

  • Dec 27
    Equity Index | Great Britain | Holiday

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

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.33 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.30 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.17 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.15 per contract
TES transactions: Standard fees (A-accounts) EUR 0.35 per contract
TES transactions: Standard fees (M- and P-accounts) EUR 0.30 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 0.15 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.34 per contract
Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.30 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.17 per contract
Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.15 per contract
Threshold A-accounts 3,000.00 contracts
Threshold P-accounts 2,000.00 contracts
Exercise of options (A-accounts) EUR 0.33 per contract
Exercise of options (M- and P-accounts) EUR 0.30 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

XEUR

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