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RDX® USD Options

RDX® USD Options (ORDX)

Product ISIN
DE000A1N5H57
Underlying ISIN
AT0000634076
Currency
USD

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Mar 30, 2020 7:16:30 PM

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
1,750.00 0 0.10 0.10 0.10 n.a. n.a. n.a. n.a. +0.00% 0.10 03/30/2020 19:16:30 0.10 0 1,500 03/06/2020 n.a.
1,525.00 0 0.10 0.10 0.10 n.a. n.a. n.a. n.a. +0.00% 0.10 03/30/2020 19:16:30 0.10 0 0 02/28/2020 n.a.
1,275.00 0 0.30 0.30 0.30 n.a. n.a. n.a. n.a. -25.00% 0.30 03/30/2020 19:16:30 0.30 0 0 03/10/2020 n.a.
1,250.00 0 0.50 0.50 0.50 n.a. n.a. n.a. n.a. -50.00% 0.50 03/30/2020 19:16:30 0.50 0 0 03/10/2020 n.a.
1,225.00 0 1.10 1.10 1.10 n.a. n.a. n.a. n.a. -38.89% 1.10 03/30/2020 19:16:30 1.10 0 0 03/10/2020 n.a.
1,200.00 0 2.30 2.30 2.30 n.a. n.a. n.a. n.a. -39.47% 2.30 03/30/2020 19:16:30 2.30 0 0 03/10/2020 n.a.
1,175.00 0 4.90 4.90 4.90 n.a. n.a. n.a. n.a. -35.53% 4.90 03/30/2020 19:16:30 4.90 0 0 03/10/2020 n.a.
1,150.00 0 9.90 9.90 9.90 n.a. n.a. n.a. n.a. -30.28% 9.90 03/30/2020 19:16:30 9.90 0 0 03/10/2020 n.a.
1,125.00 0 18.40 18.40 18.40 n.a. n.a. n.a. n.a. -21.37% 18.40 03/30/2020 19:16:30 18.40 0 0 03/10/2020 n.a.
1,100.00 0 30.90 30.90 30.90 n.a. n.a. n.a. n.a. -16.03% 30.90 03/30/2020 19:16:30 30.90 0 0 03/10/2020 n.a.
1,075.00 0 46.70 46.70 46.70 n.a. n.a. n.a. n.a. -13.84% 46.70 03/30/2020 19:16:30 46.70 0 0 03/10/2020 n.a.
1,050.00 0 65.90 65.90 65.90 n.a. n.a. n.a. n.a. -10.83% 65.90 03/30/2020 19:16:30 65.90 0 0 03/10/2020 n.a.
1,025.00 0 86.90 86.90 86.90 n.a. n.a. n.a. n.a. -8.33% 86.90 03/30/2020 19:16:30 86.90 0 0 03/13/2020 n.a.
1,000.00 0 109.50 109.50 109.50 n.a. n.a. n.a. n.a. -6.97% 109.50 03/30/2020 19:16:30 109.50 0 0 03/13/2020 n.a.
975.00 0 132.80 132.80 132.80 n.a. n.a. n.a. n.a. -5.68% 132.80 03/30/2020 19:16:30 132.80 0 0 03/13/2020 n.a.
950.00 0 156.80 156.80 156.80 n.a. n.a. n.a. n.a. -4.97% 156.80 03/30/2020 19:16:30 156.80 0 0 03/13/2020 n.a.
925.00 0 181.10 181.10 181.10 n.a. n.a. n.a. n.a. -4.28% 181.10 03/30/2020 19:16:30 181.10 0 0 03/13/2020 n.a.
900.00 0 205.70 205.70 205.70 n.a. n.a. n.a. n.a. -3.74% 205.70 03/30/2020 19:16:30 205.70 0 0 03/19/2020 n.a.
875.00 0 230.40 230.40 230.40 n.a. n.a. n.a. n.a. -3.36% 230.40 03/30/2020 19:16:30 230.40 0 0 03/19/2020 n.a.
850.00 0 255.10 255.10 255.10 n.a. n.a. n.a. n.a. -3.08% 255.10 03/30/2020 19:16:30 255.10 0 0 03/19/2020 n.a.
825.00 0 280.00 280.00 280.00 n.a. n.a. n.a. n.a. -2.81% 280.00 03/30/2020 19:16:30 280.00 0 0 03/19/2020 n.a.
Total 0 1,500

Statistics

Data is forMar 27, 2020   Last update:Mar 28, 2020 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
1,111.39
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
ORDX Apr 200n/a1,5921,592775/1,97549
 CALLApr 200 1,5001,500  
 PUTApr 200 9292  
ORDX May 200n/a00775/2,00050
 CALLMay 200 00  
 PUTMay 200 00  
ORDX Jun 200n/a11,70011,700775/2,50064
 CALLJun 200 11,70011,700  
 PUTJun 200 00  
ORDX Sep 200n/a2,2502,250600/2,40048
 CALLSep 200 750750  
 PUTSep 200 1,5001,500  
ORDX Dec 200n/a5,5005,500600/2,50039
 CALLDec 200 500500  
 PUTDec 200 5,0005,000  
ORDX Mar 210n/a00700/1,55018
 CALLMar 210 00  
 PUTMar 210 00  
ORDX Jun 210n/a00750/2,20030
 CALLJun 210 00  
 PUTJun 210 00  
ORDX Dec 210n/a00600/2,30033
 CALLDec 210 00  
 PUTDec 210 00  
ORDX Jun 220n/a00500/2,40020
 CALLJun 220 00  
 PUTJun 220 00  
ORDX Dec 220n/a00500/2,40026
 CALLDec 220 00  
 PUTDec 220 00  
ORDX Dec 230n/a00500/2,40026
 CALLDec 230 00  
 PUTDec 230 00  
ORDX Dec 240n/a00500/2,40026
 CALLDec 240 00  
 PUTDec 240 00  
ORDX Dec 250n/a00500/2,40026
 CALLDec 250 00  
 PUTDec 250 00  
ORDX Dec 260n/a00500/2,40020
 CALLDec 260 00  
 PUTDec 260 00  
ORDX Dec 270n/a00500/2,40020
 CALLDec 270 00  
 PUTDec 270 00  
ORDX Dec 280n/a00500/2,40020
 CALLDec 280 00  
 PUTDec 280 00  
ORDX Dec 290n/a00500/2,40020
 CALLDec 290 00  
 PUTDec 290 00  
Total  0n/a21,04221,042  
 Call 0 14,45014,450  
 Put 0 6,5926,592  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.RDXUSD Index
thomsonreuters<0#ORDX*EX:>

Trading

Contract Specifications

Version : 10 Feb 2014


ContractProduct IDUnderlying
RDX® EUR OptionsORDERDX® EUR, the Russian blue chip index of Vienna Stock Exchange AG
RDX® USD OptionsORDXRDX® USD, the Russian blue chip index of Vienna Stock Exchange AG


Settlement

Cash settlement, payable on the first exchange day following the Final Settlement Day.

Contract values, price quotation and minimum price change

ContractContract value per index pointMinimum price change
PointsValue
RDX® EUR OptionsEUR 100.1EUR 1
RDX® USD OptionsUSD 100.1USD 1


Contract months

ORDE - 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.


ORDX - up to 119 months (9 years and 11 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 seven following annual months of the December cycle thereafter.

Last trading day and final settlement day

Last trading day is the final settlement day of each expiration month.

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 16:30 CET.

Daily settlement price
The daily settlement price is establischd 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 determined by the value of the RDX® EUR / RDX® USD, based on the closing prices of the London Stock Exchange (IOB) for the index component shares.


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
≤ 6 months≤ 12 months> 12 months
RDX® EUR Options2550100
RDX® USD Options2550100

 

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.

Trading Calendar

  • 01 Jan 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 02 Jan 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 02 Jan 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 06 Jan 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 20 Jan 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 17 Feb 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 10 Apr 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 13 Apr 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 01 May 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 21 May 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 21 May 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 May 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 25 May 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 01 Jun 2020
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives; exceptions: trading in FDAX, F2MX, FDIV, FTDX and FDXM takes place.

  • 01 Jun 2020
    Equity Index Derivatives | Switzerland | Holiday

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

  • 01 Jun 2020
    Equity Index Derivatives | Austria | Holiday

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

  • 01 Jun 2020
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 18 Jun 2020
    Equity Index Derivatives | Finland | Last Trading Day

    Last Trading Day for Finnish equity index derivatives

  • 19 Jun 2020
    Equity Index Derivatives | Finland | Holiday

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

  • 03 Jul 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 07 Sep 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 12 Oct 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Oct 2020
    Equity Index Derivatives | Austria | Holiday

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

  • 11 Nov 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 26 Nov 2020
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 24 Dec 2020
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • 31 Dec 2020
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:3019:0020:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:3019:0020:3020:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)USD 0.40 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold)USD 0.20 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts)USD 0.40 per contract
TES transactions / Eurex EnLight: Reduced fees (contract volume above threshold)USD 0.20 per contract
Threshold A-accounts1,000.00 contracts
Threshold P-accounts1,000.00 contracts
Exercise of optionsUSD 0.40 per contract
Position transfer with cash transferUSD 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 100 contracts.

Parameters

Maximum Spreads


Bid price up to (index points)

Maximum Spread

0 - 408.00 index points
40.01 - 40020 %
> 40080.00 inex points


In Fast Market, the Maximum Spread is increased by 100 percent.

Minimum Quote Size

75 contracts on the bid and ask side.

The minimum quote duration is 90 percent of the trading hours between 09:00 and 17:30 CET
(on a monthly average).
The first six contract months have to be quoted.
Per expiration month, calls and puts in seven strike prices out of a window of nine strike prices nearest to the current index price within the maturity range have to be quoted

In Fast Market, the minimum quote size is reduced by 50 percent.

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM/AMM up to (months): 6

Maturity Range for PMM short up to (months): 4

Maturity Range for PMM long up to (months): 0

Mistrade Ranges


Reference price (index points)

Mistrade Range

0 - 408.00 index points
40.01 - 40020 %
> 40080.00 index points


For equity and equity index options, mistrade parameters will be doubled on the last trading day.

Mistrade ranges are doubled for expiries that are equal to or greater than the value displayed in the corresponding CSV file.

For the transactions in option contracts accomplished during a Stressed Market period, the mistrade ranges reduplicate.

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.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

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Production newsboard

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