(OEU3)

  • Bloomberg L.P.
    FPA Cmdty OMON
  • ComStock
    <17>l,OEU3\myssssss
  • CQG
    FEU
  • FIDES Information Services
    O,FEU3
  • SIX Financial Information Ltd
    OEU3
  • Thomson Financial
    OEU3/O.EX*
  • thomsonreuters
    <0#FEU3+>
  • vwd
    6021-6025
  • Currency
    EUR
  • Product ISIN
    DE0009653154
  • Underlying ISIN
    DE0009653147

Statistics

Last update:Dec 04, 2021 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
315
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
OEU3 Dec 21 0 n/a 265 265 97.5/102.125 28
CALL Dec 21 0 0 0
PUT Dec 21 0 265 265
OEU3 Jan 22 0 n/a 0 0 99/102 25
CALL Jan 22 0 0 0
PUT Jan 22 0 0 0
OEU3 Feb 22 0 n/a 0 0 99/102 25
CALL Feb 22 0 0 0
PUT Feb 22 0 0 0
OEU3 Mar 22 0 n/a 0 0 99/102 25
CALL Mar 22 0 0 0
PUT Mar 22 0 0 0
OEU3 Apr 22 0 n/a 0 0 99/102 25
CALL Apr 22 0 0 0
PUT Apr 22 0 0 0
OEU3 May 22 0 n/a 0 0 99/102 25
CALL May 22 0 0 0
PUT May 22 0 0 0
OEU3 Jun 22 0 n/a 0 0 99/102 25
CALL Jun 22 0 0 0
PUT Jun 22 0 0 0
OEU3 Sep 22 0 n/a 50 50 98/102 27
CALL Sep 22 0 0 0
PUT Sep 22 0 50 50
OEU3 Dec 22 0 n/a 0 0 98.875/101.875 25
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OEU3 Mar 23 0 n/a 0 0 98.75/101.75 25
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
OEU3 Jun 23 0 n/a 0 0 98.625/101.75 26
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OEU3 Sep 23 0 n/a 0 0 98.625/101.75 26
CALL Sep 23 0 0 0
PUT Sep 23 0 0 0
Total 0 n/a 315 315
Call 0 0 0
Put 0 315 315

Prices/Quotes

Last trade: Dec 03, 2021 7:12:10 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
102.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. n.a. 0.01 12/03/2021 19:12:10 0.01 0 0 11/05/2021 n.a.
102.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.88 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.63 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.38 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 08/30/2021 n.a.
101.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 12/03/2021 19:12:10 0.01 0 0 12/17/2019 n.a.
100.88 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +50.00% 0.02 12/03/2021 19:12:10 0.02 0 0 12/17/2019 n.a.
100.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +60.00% 0.04 12/03/2021 19:12:10 0.04 0 0 12/17/2019 n.a.
100.63 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +130.00% 0.12 12/03/2021 19:12:10 0.12 0 0 12/17/2019 n.a.
100.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +95.83% 0.24 12/03/2021 19:12:10 0.24 0 0 12/17/2019 n.a.
100.38 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +67.44% 0.36 12/03/2021 19:12:10 0.36 0 0 12/17/2019 n.a.
100.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +49.23% 0.49 12/03/2021 19:12:10 0.49 0 0 12/17/2019 n.a.
100.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +32.61% 0.61 12/03/2021 19:12:10 0.61 0 0 12/17/2019 n.a.
100.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +26.72% 0.74 12/03/2021 19:12:10 0.74 0 0 12/17/2019 n.a.
99.88 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +21.99% 0.86 12/03/2021 19:12:10 0.86 0 0 12/17/2019 n.a.
99.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +22.36% 0.99 12/03/2021 19:12:10 0.99 0 0 12/17/2019 n.a.
99.63 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +20.00% 1.11 12/03/2021 19:12:10 1.11 0 0 12/17/2019 n.a.
99.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +17.62% 1.24 12/03/2021 19:12:10 1.24 0 0 12/17/2019 n.a.
99.38 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +13.81% 1.36 12/03/2021 19:12:10 1.36 0 0 12/17/2019 n.a.
99.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +14.67% 1.49 12/03/2021 19:12:10 1.49 0 0 12/17/2019 n.a.
99.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +11.42% 1.61 12/03/2021 19:12:10 1.61 0 0 12/17/2019 n.a.
99.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +10.51% 1.74 12/03/2021 19:12:10 1.74 0 0 12/17/2019 n.a.
98.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +6.63% 2.74 12/03/2021 19:12:10 2.74 0 0 12/17/2019 n.a.
97.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +5.55% 3.24 12/03/2021 19:12:10 3.24 0 0 12/17/2019 n.a.
Total 0 0

Specifications

Contract Specifications

Contract standards

Three-Month EURIBOR Futures.

 

Contract size

One Three-Month EURIBOR Futures contract.

 

Settlement

The exercise of an option on the Three-Month EURIBOR Futures contract results in the creation of a corresponding position in the Three-Month EURIBOR Futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.

 

Price quotation and minimum price change

The Price Quotation is in points, with three decimal places. The Minimum Price Change is 0.005 points, equivalent to a value of EUR 12.50.

 

Contract months

Up to 24 months: The six nearest calendar months as well as the six following quarterly months of the March, June, September and December cycle thereafter. The maturity month of the underlying futures contract and the expiration month of the option are identical in the expiration months March, June, September and December, in the other expiration moths, the maturity month of the underlying futures contract is the cyclic quarterly month following the expiration month of the option.

 

Last trading day

Option series expiring with the underlying EURIBOR futures contract (FEU3) in an identical quarterly month of the cycle March, June, September and December:
Two exchange days prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring option series on the last trading day is at 11:00 CET.

Option series not expiring in quarterly month of the cycle March, June, September and December:
The Friday prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring option series on the last trading day is at 17:15 CET.

 

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for Options on Three-Month EURIBOR Futures are determined trough the binomial model according to Cox/Ross/Rubinstein.

 

Exercise

American-style; an option 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, and on the last trading day until 11:45 CET for quarterly expiries and 18:00 CET for non-quarterly expiries.

 

Exercise prices

The expiration months have exercise prices with intervals of 0.125 points.

 

Number of exercise prices

Upon the admission of the options, at least 25 exercise prices shall be made available for each term for each call and put, such that twelve exercise prices are in-the-money, one is at-the-money and twelve are out-of-the-money.

 

Option premium

The premium is settled using the futures-style method.

 

Options on Three-Month EURIBOR Futures are available for trading in the U.S.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1,025 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 08:00 19:00 19:00 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 11:00 11:45

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
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jan 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Jan 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jan 26
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Jan 26
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Feb 12
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Feb 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Feb 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Feb 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Feb 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Mar 12
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Mar 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 16
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Mar 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • Mar 16
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Mar 16
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • 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
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Apr 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Apr 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Apr 27
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Apr 27
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • May 14
    Money market derivatives | Last Trading Day

    Last Trading Day for options on Three-Month EURIBOR Futures

  • May 17
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • May 17
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Jun 11
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jun 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Jun 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Jun 15
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Jun 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • Jun 15
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Jul 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jul 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jul 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Jul 27
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Jul 27
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Aug 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Aug 16
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Aug 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Sep 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Sep 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Sep 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Sep 14
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Sep 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month SARON® Futures

  • Sep 14
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Oct 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Oct 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Oct 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Nov 02
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • Nov 02
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Nov 12
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Nov 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Nov 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Dec 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Dec 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Dec 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Dec 14
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures

  • Dec 21
    Money market derivatives | Last Trading Day

    Last Trading Day for EUR Secured Funding Futures

  • Dec 21
    Money market derivatives | Last Trading Day

    Last Trading Day for EONIA Futures

  • 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-accounts) EUR 0.22 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.20 per contract
TES transactions: Standard fees (A-accounts) EUR 0.24 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.23 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.20 per contract
Position Closing Adjustments (A-accounts) EUR 0.40 per contract
Position Closing Adjustments (M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-accounts) EUR 0.22 per contract
Exercise of options (M- and P-accounts) EUR 0.20 per contract
Assignment of options (A-accounts) EUR 0.22 per contract
Assignment of options (M- and P-accounts) EUR 0.20 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.

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