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A2A
A2A (EAM)
- Product ISIN
- IT0001233417
- Underlying ISIN
- IT0001233417
- Currency
- EUR
- Country Code
- IT
- Group ID
- IT12
- Cash Market ID
- XMIL
Latest
Prices/Quotes
Displayed data is 15 minutes delayed.Last trade:Dec 13, 2019 6:48:00 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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1.84 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.82 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.80 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 12/15/2017 | n.a. |
1.78 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.76 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.75 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 09/20/2019 | n.a. |
1.74 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.72 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.70 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | -33.33% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 12/21/2018 | n.a. |
1.68 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.00% | 0.00 | 12/13/2019 | 18:48:00 | 0.00 | 0 | 0 | 11/15/2019 | n.a. |
1.66 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +6.67% | 0.01 | 12/13/2019 | 18:48:00 | 0.01 | 0 | 0 | 11/21/2019 | n.a. |
1.65 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +4.17% | 0.01 | 12/13/2019 | 18:48:00 | 0.01 | 0 | 0 | 09/20/2019 | n.a. |
1.64 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +3.23% | 0.02 | 12/13/2019 | 18:48:00 | 0.02 | 0 | 0 | 11/25/2019 | n.a. |
1.62 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +5.56% | 0.03 | 12/13/2019 | 18:48:00 | 0.03 | 0 | 0 | 11/29/2019 | n.a. |
1.60 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +6.25% | 0.04 | 12/13/2019 | 18:48:00 | 0.04 | 0 | 0 | 12/15/2017 | n.a. |
1.58 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +5.26% | 0.06 | 12/13/2019 | 18:48:00 | 0.06 | 0 | 0 | 12/03/2019 | n.a. |
1.56 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +4.00% | 0.08 | 12/13/2019 | 18:48:00 | 0.08 | 0 | 0 | 12/03/2019 | n.a. |
1.55 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +4.79% | 0.09 | 12/13/2019 | 18:48:00 | 0.09 | 0 | 0 | 09/20/2019 | n.a. |
1.54 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +4.30% | 0.10 | 12/13/2019 | 18:48:00 | 0.10 | 0 | 0 | 12/10/2019 | n.a. |
0.01 | 0 | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | n.a. | +0.31% | 1.63 | 12/13/2019 | 18:48:00 | 1.63 | 0 | 0 | 06/21/2019 | n.a. |
Total | 0 | 0 |
Statistics
Data is forDec 12, 2019 Last update:Dec 13, 2019 12:00:00 AM
Product name | Contract type | Expiry | Traded contracts | Put/Call ratio | Open interest | Open interest (adj.) | Strike price range | Strike price series |
---|---|---|---|---|---|---|---|---|
EAM | Dec 19 | 0 | n/a | 0 | 0 | 0.01/1.84 | 20 | |
CALL | Dec 19 | 0 | 0 | 0 | ||||
PUT | Dec 19 | 0 | 0 | 0 | ||||
EAM | Jan 20 | 0 | n/a | 0 | 0 | 1.4/1.9 | 11 | |
CALL | Jan 20 | 0 | 0 | 0 | ||||
PUT | Jan 20 | 0 | 0 | 0 | ||||
EAM | Feb 20 | 0 | n/a | 0 | 0 | 1.4/1.95 | 12 | |
CALL | Feb 20 | 0 | 0 | 0 | ||||
PUT | Feb 20 | 0 | 0 | 0 | ||||
EAM | Mar 20 | 0 | n/a | 0 | 0 | 0.01/2.2 | 11 | |
CALL | Mar 20 | 0 | 0 | 0 | ||||
PUT | Mar 20 | 0 | 0 | 0 | ||||
EAM | Jun 20 | 0 | n/a | 0 | 0 | 1/2.2 | 12 | |
CALL | Jun 20 | 0 | 0 | 0 | ||||
PUT | Jun 20 | 0 | 0 | 0 | ||||
EAM | Sep 20 | 0 | n/a | 0 | 0 | 1.2/2.4 | 11 | |
CALL | Sep 20 | 0 | 0 | 0 | ||||
PUT | Sep 20 | 0 | 0 | 0 | ||||
EAM | Dec 20 | 0 | n/a | 0 | 0 | 0.8/3.2 | 10 | |
CALL | Dec 20 | 0 | 0 | 0 | ||||
PUT | Dec 20 | 0 | 0 | 0 | ||||
EAM | Jun 21 | 0 | n/a | 0 | 0 | 0.8/3.2 | 10 | |
CALL | Jun 21 | 0 | 0 | 0 | ||||
PUT | Jun 21 | 0 | 0 | 0 | ||||
Total | 0 | n/a | 0 | 0 | ||||
Call | 0 | 0 | 0 | |||||
Put | 0 | 0 | 0 |
Vendor Codes
Vendor Name | Vendor Code |
---|---|
thomsonreuters | 0#A2*.EX |
Trading
Contract Specifications
Settlement
Physical delivery of underlying shares two exchange days after exercise.
Contract months
Up to 12 months: The three nearest successive calendar months and the three following quarterly months of the March, June, September and December cycle thereafter.
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 (for Spanish equity options nine) following quarterly months of the March, June, September and December cycle thereafter, and the four (for Spanish equity options the nearest) following semi-annual months of the June and December cycle thereafter, and the two following annual months of the December cycle thereafter.
Last trading day
Last trading day is the third Friday, for Italian equity options the day before the third Friday, of each expiration month, if this is an exchange day; otherwise, the exchange day immediately preceding that day.
Daily settlement price
The daily settlement price is established by Eurex. The daily settlement prices for equity 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
American-style; an option can be exercised until the end of the Post-Trading Full Period (20:00 CET) on any trading day during the lifetime of the option.
European-style for equity options with group ID DE 14, CH14, FI14, FR14 and NL14; an option can only be exercised on the last trading day until the end of the Post-Trading Full Period (20:00 CET).
European-style for Russian equity options; an option can only be exercised on the last trading day until the end of the Post-Trading Full Period (17:40 CET).
Exercise prices (Standard)
Exercise prices in EUR, CHF or USD | Exercise price intervals in EUR, CHF or USD for expiration months with a remaining lifetime of | |||
1 month* | ≤ 3 months | 4-12 months | > 12 months | |
EP ≤ 2.00 | 0.02 | 0.05 | 0.10 | 0.20 |
2.00 < EP ≤ 4.00 | 0.05 | 0.10 | 0.20 | 0.40 |
4.00 < EP ≤ 8.00 | 0.10 | 0.20 | 0.40 | 0.80 |
8.00 < EP ≤ 20.00 | 0.20 | 0.50 | 1.00 | 2.00 |
20.00 < EP ≤ 52.00 | 0.50 | 1.00 | 2.00 | 4.00 |
52.00 < EP ≤ 100.00 | 1.00 | 2.00 | 4.00 | 8.00 |
100.00 < EP ≤ 200.00 | 2.00 | 5.00 | 10.00 | 20.00 |
200.00 < EP ≤ 400.00 | 5.00 | 10.00 | 20.00 | 40.00 |
400.00 < EP | 10.00 | 20.00 | 40.00 | 80.00 |
* only for equity options with group IDs DE11, DE12, DE14, AT12, CH11, CH12, CH14, FI11, FI12, FI14, IT11, IT12, RU11, RU12 and SE12.
Exercise prices (Spanish equity options)
Exercise prices in EUR | Exercise price intervals in EUR |
0.05 ≤ EP ≤ 0.95 | 0.05 |
1.00 ≤ EP ≤ 4.90 | 0.10 |
5.00 ≤ EP ≤ 9.75 | 0.25 |
10.00 ≤ EP ≤ 19.50 | 0.50 |
20.00 ≤ EP ≤ 49.00 | 1.00 |
50.00 ≤ EP ≤ 98.00 | 2.00 |
100.00 ≤ EP ≤ 195.00 | 5.00 |
200.00 ≤ EP ≤ 390.00 | 10.00 |
> 400.00 | 20.00 |
Exercise prices (Belgian, French and Dutch equity options)
Exercise prices in EUR | Exercise price intervals in EUR for expiration months with a remaining lifetime of | |||
1 month | ≤ 3 months | 4-12 months | ||
EP ≤ 5.00 | 0.05 | 0.10 | EP ≤ 4.80 | 0.20 |
5.00 < EP ≤ 10.00 | 0.10 | 0.20 | 4.80 < EP ≤ 10.00 | 0.40 |
10.00 < EP ≤ 25.00 | 0.20 | 0.50 | 10.00 < EP ≤ 26.00 | 1.00 |
25.00 < EP ≤ 50.00 | 0.50 | 1.00 | 26.00 < EP ≤ 52.00 | 2.00 |
50.00 < EP ≤ 100.00 | 1.00 | 2.00 | 52.00 < EP ≤ 100.00 | 4.00 |
100.00 < EP ≤ 200.00 | 2.00 | 5.00 | 100.00 < EP ≤ 200.00 | 10.00 |
200.00 < EP ≤ 400.00 | 5.00 | 10.00 | 200.00 < EP ≤ 400.00 | 20.00 |
400.00 < EP | 10.00 | 20.00 | 400.00 < EP | 40.00 |
Exercise prices in EUR | Exercise price intervals in EUR for expiration months with a remaining lifetime of > 12 months |
EP ≤ 4.80 | 0.40 |
4.80 < EP ≤ 9.60 | 0.80 |
9.60 < EP ≤ 10.00 | 0.40 |
10.00 < EP ≤ 24.00 | 2.00 |
24.00 < EP ≤ 64.00 | 4.00 |
64.00 < EP ≤ 96.00 | 8.00 |
96.00 < EP ≤ 100.00 | 4.00 |
100.00 < EP ≤ 200.00 | 20.00 |
200.00 < EP ≤ 400.00 | 40.00 |
400.00 < EP | 80.00 |
Exercise prices (British equity options)
Exercise prices in GBX | Exercise price intervals in GBX for expiration months with a remaining lifetime of | ||
≤ 3 months | 4-12 months | > 12 months | |
EP ≤ 52.00 | 1.00 | 2.00 | 4.00 |
52.00 < EP ≤ 100.00 | 2.00 | 4.00 | 8.00 |
100.00 < EP ≤ 200.00 | 5.00 | 10.00 | 20.00 |
200.00 < EP ≤ 400.00 | 10.00 | 20.00 | 40.00 |
400.00 < EP ≤ 800.00 | 20.00 | 40.00 | 80.00 |
800.00 < EP ≤ 2,000.00 | 50.00 | 100.00 | 200.00 |
2,000.00 < EP ≤ 4,000.00 | 100.00 | 200.00 | 400.00 |
4,000.00 < EP | 200.00 | 400.00 | 800.00 |
Exercise prices (Irish equity options)
Exercise prices in EUR | Exercise price intervals in EUR for expiration months with a remaining lifetime of | ||
≤ 3 months | 4-12 months | > 12 months | |
EP ≤ 0.52 | 0.01 | 0.02 | 0.04 |
0.52 < EP ≤ 1.00 | 0.02 | 0.04 | 0.08 |
1.00 < EP ≤ 2.00 | 0.05 | 0.10 | 0.20 |
2.00 < EP ≤ 4.00 | 0.10 | 0.20 | 0.40 |
4.00 < EP ≤ 8.00 | 0.20 | 0.40 | 0.80 |
8.00 < EP ≤ 20.00 | 0.50 | 1.00 | 2.00 |
20.00 < EP ≤ 40.00 | 1.00 | 2.00 | 4.00 |
40.00 < EP | 2.00 | 4.00 | 8.00 |
Exercise prices (German, Finnish, Italian and Swiss Weekly Options)
Exercise prices in EUR or CHF | Exercise price intervals in EUR or CHF |
EP ≤ 2.00 | 0.02 |
2.00 < EP ≤ 4.00 | 0.05 |
4.00 < EP ≤ 8.00 | 0.10 |
8.00 < EP ≤ 20.00 | 0.20 |
20.00 < EP ≤ 52.00 | 0.50 |
52.00 < EP ≤ 100.00 | 1.00 |
100.00 < EP ≤ 200.00 | 2.00 |
200.00 < EP ≤ 400.00 | 5.00 |
400.00 < EP | 10.00 |
Exercise prices (Belgian, French and Dutch Weekly Options)
Exercise prices in EUR | Exercise price intervals in EUR |
EP ≤ 5 | 0.05 |
5.00 < EP ≤ 10.00 | 0.10 |
10.00 < EP ≤ 25.00 | 0.20 |
25.00 < EP ≤ 50.00 | 0.50 |
50.00 < EP ≤ 100.00 | 1.00 |
100.00 < EP ≤ 200.00 | 2.00 |
200.00 < EP ≤ 400.00 | 5.00 |
400.00 < EP | 10.00 |
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.
Upon the admission of Dutch, Belgian and French options, at least nine exercise prices shall be made available for each due date with a term of up to 12 months for each call and put, such that four exercise prices are in-the-money, one is at-the-money and four are out-of-the-money.
Upon the admission of Dutch, Belgian and French options, at least seven exercise prices shall be made available for each due date with a term of more than 12 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.
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.
Contract data
- Contract size
- 2,500
- Minimum price change
- EUR 0.0005
- Contract months
- 24
LEPO Contract Specifications
This section only lists the differences with respect to the regular contract specifications for equity options.
Contract Months
Up to 6 months:The nearest calendar month and the two following quarterly months of the March, June, September and December cycle thereafter.
Daily Settlement Price
The Daily Settlement Price is established by Eurex. The Daily Settlement Prices for Low Exercise Price 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 Prices
Exercise price of a LEPO is the smallest exercise price of an option available in the Eurex® system. For example, for securities with exercise prices with two decimal places, LEPOs with an exercise price of EUR 0.01, CHF 0.01 or USD 0.01, respectively, will be set up. Options with an exercise price with one decimal place have an exercise price of EUR 0.1, CHF 0.1 or USD 0.1, respectively.
Trading Calendar
- 01 Jan 2019Interest 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
- 17 Jan 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 18 Jan 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 14 Feb 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 15 Feb 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 14 Mar 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 15 Mar 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 18 Apr 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 18 Apr 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 19 Apr 2019Interest 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
- 22 Apr 2019Interest 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 2019Interest 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
- 16 May 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 17 May 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 20 Jun 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 21 Jun 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 18 Jul 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 19 Jul 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 15 Aug 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 15 Aug 2019Equity Derivatives | Italy | Holiday
Eurex is closed for trading and exercise in Italian equity derivatives
- 16 Aug 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 19 Sep 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 20 Sep 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 17 Oct 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 18 Oct 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 14 Nov 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 15 Nov 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 19 Dec 2019Equity Derivatives | Italy | Last Trading Day
Last Trading Day for Italian equity derivatives
- 20 Dec 2019Equity Derivatives | Last Trading Day
Last Trading Day for equity derivatives (standard maturity/expiration)
- 24 Dec 2019Volatility 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 2019Interest 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
- 26 Dec 2019Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | FX Derivatives | Property Derivatives | Holiday
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
- 31 Dec 2019Commodity 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
- 01 Jan 2020Interest 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
Trading Hours
Regular Trading Day
Pre-Trading | Trading | Post-Trading | |||
---|---|---|---|---|---|
Full | Late1 | Late2 | Restricted | ||
07:30 | 08:50 | 17:35 | 19:00 | 19:30 | 20:00 |
Last Trading Day
Pre-Trading | Trading | Post-Trading | |||
---|---|---|---|---|---|
Full | Late1 | Late2 | Restricted | ||
07:30 | 08:50 | 17:35 | 19:00 | 19:30 | 20:00 |
Transaction Fees
Fee Type | Fee |
---|---|
Exchange transactions: Standard fees (A-accounts) | EUR 0.12 per contract |
Exchange transactions: Standard fees (M- and P-accounts) | EUR 0.10 per contract |
Exchange transactions: Reduced fees (contract volume above threshold) | EUR 0.06 per contract |
Exchange transactions: Reduced fees P-accounts (contract volume above first threshold) | EUR 0.05 per contract |
TES transactions / Eurex EnLight: Standard fees (A-accounts) | EUR 0.12 per contract |
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) | EUR 0.10 per contract |
TES transactions / Eurex EnLight: Reduced fees (contract volume above threshold) | EUR 0.06 per contract |
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) | EUR 0.05 per contract |
Threshold A-accounts | 1,000.00 contracts |
Threshold P-accounts | 500.00 contracts |
Exercise of options | EUR 0.12 per contract |
Exercise of options M- & P-accounts | EUR 0.10 per contract |
Position transfer with cash transfer | EUR 7.50 per transaction |
Block Trades
The Minimum Block Trade Sizes (MBTS) of its T7 Entry Services and for its selective request for quote service Eurex EnLight (EMBTS) can be found in the file TES parameters under
Products > Product information > T7 Entry Service (TES) parameters.
Parameters
Maximum Spreads
Bid up to (currency units) | Maximum Spread (currency units) |
0 - 1 | 0.2 |
1 - 5 | 20% |
> 5 | 1 |
For the last two expiration months in the maturity range, the Maximum Spread is increased by 100 percent for permanent quotation as well as for responses to quote requests for all options with 6 or more expiration months.
Minimum Quote Size
Term | Quotation on request (RMM) | Permanent quotation (PMM/AMM) | Permanent quotation (PMM short) | Permanent quotation (PMM long) |
≤ 24 Months | 10 | 20 | ||
> 24 Months | 10 | 20 |
Market Makers
Mediobanca S.p.A.
Roberto Romeo
T + 39 (02) 88 29 597
Market Maker ID: MEDMI
STOXX® Europe 50 Index Options
DAX® OptionsEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options France
Equity Options Finland
Equity Options Italy
Equity Options Germany
Equity Options Russia
Equity Options Spain
Equity Options SwitzerlandEquity Options European-Style Equity Options
WEBB Traders
Marco van den Berg
T +31 (0)20 714 0 714
Market Maker ID: WEBAM
Eurex Daily Futures on KOSPI 200 Options
SMI® Options
TecDAX® Options
MDAX® Options
DivDAX® Options
DAX® Options
EURO STOXX 50® Index OptionsEquity Options Belgium
Equity Options Switzerland
Equity Options Germany
Equity Options France
Equity Options Great Britain
Equity Options Italy
Equity Options NetherlandsEquity Options Weekly Options
Susquehanna International Securities Ltd.
Tom Quille
T + 35 3 124 78 659
Market Maker ID: SISDB
EURO STOXX 50® Index Options
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
EURO STOXX® Banks Options
EURO STOXX® Banks, 1st Friday Weekly Options
EURO STOXX® Banks, 2nd Friday Weekly Options
EURO STOXX® Banks, 4th Friday Weekly Options
EURO STOXX® Banks, 5th Friday Weekly Options
STOXX® Europe 600 Index Options
DAX® Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly Options
DivDAX® Options
MDAX® Options
TecDAX® Options
SMI® Options
SMI®, 1st Friday Weekly Options
SMI®, 2nd Friday Weekly Options
SMI®, 4th Friday Weekly Options
SMI®, 5th Friday Weekly Options
iShares Core EURO STOXX 50® UCITS Options
Options on Euro-Bund Futures
Options on Euro-Bobl Futures
Options on Euro-Schatz Futures
Options on Euro-BTP Futures
Options on Euro-OAT Futures
iShares Core DAX® UCITS (DE) Options
SMIM® Options
Options on VSTOXX® FuturesEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options Finland
Equity Options Finland
Equity Options Germany
Equity Options Ireland
Equity Options Italy
Equity Options Russia
Equity Options Spain
Equity Options Sweden
Equity Options SwitzerlandEquity Options Weekly Options
Tibra Trading Europe Limited
Saul Watson
T +44 (0)20 3100 9160
Market Maker ID: TTELO
DAX® Options
SMI® Options
Eurex Daily Futures on KOSPI 200 Options
EURO STOXX 50® Index OptionsEquity Options Weekly Options
Susquehanna International Securities Ltd.
Robert Switzer
T +353(0)1 802 8118
Market Maker ID: SISDB
EURO STOXX 50® Index Options
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
EURO STOXX® Banks Options
EURO STOXX® Banks, 1st Friday Weekly Options
EURO STOXX® Banks, 2nd Friday Weekly Options
EURO STOXX® Banks, 4th Friday Weekly Options
EURO STOXX® Banks, 5th Friday Weekly Options
STOXX® Europe 600 Index Options
DAX® Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly Options
DivDAX® Options
MDAX® Options
TecDAX® Options
SMI® Options
SMI®, 1st Friday Weekly Options
SMI®, 2nd Friday Weekly Options
SMI®, 4th Friday Weekly Options
SMI®, 5th Friday Weekly Options
iShares Core EURO STOXX 50® UCITS Options
iShares Core DAX® UCITS (DE) Options
SMIM® Options
Options on VSTOXX® FuturesEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options Finland
Equity Options Finland
Equity Options Germany
Equity Options Ireland
Equity Options Italy
Equity Options Russia
Equity Options Spain
Equity Options Sweden
Equity Options SwitzerlandEquity Options Weekly Options
Liquid Capital Markets Ltd.
Andrew Cornick
T +44 (0)20 7429 0798
Market Maker ID: LCMLO
Equity Options Switzerland
Equity Options Netherlands
Equity Options Spain
Equity Options Italy
Equity Options Germany
Equity Options FranceExane Derivatives
Pierre Vambenepe
T +33 1 44 95 92 65
Market Maker ID: EXDPA
Equity Options France
Equity Options Belgium
Equity Options Switzerland
Equity Options Spain
Equity Options Italy
Equity Options Germany
Equity Options Netherlands
Equity Options Great BritainEquity Options European-Style Equity Options
Unicredit
Fabio De Zordo
T +39 02 8862 0892
Market Maker ID: BVMMU
Equity Options Austria
Equity Options France
Equity Options Germany
Equity Options Italy
Equity Options RussiaEquity Options European-Style Equity Options
BNP Paribas Arbitrage SNC
Alain de Coudenhove
T +33 (1) 4014 3924
alain.coudenhove@bnpparibas.com
Market Maker ID: BNAPA
EURO STOXX 50® Index Options
DAX® Options
SMI® Options
Eurex Daily Futures on KOSPI 200 Options
iShares Core EURO STOXX 50® UCITS Options
iShares Core DAX® UCITS (DE) OptionsEquity Options Germany
Equity Options Netherlands
Equity Options Spain
Equity Options France
Equity Options ItalyCommerzbank AG
Joao Santos
T +49 (0)69 1364 8825
joaopedro.santos@commerzbank.com
Market Maker ID: CBKFR
Equity Options Switzerland
Equity Options Spain
Equity Options Italy
Equity Options Ireland
Equity Options Germany
Equity Options France
Equity Options Netherlands
Equity Options Belgium
Equity Options Austria
Equity Options Russia
Equity Options FinlandCommerzbank AG
Timo Schiefer
T +49 (0)69 1362 4087
Market Maker ID: CBKFR
Equity Options France
Equity Options Belgium
Equity Options Netherlands
Equity Options Spain
Equity Options Austria
Equity Options Switzerland
Equity Options Finland
Equity Options Russia
Equity Options Italy
Equity Options Ireland
Equity Options GermanyBanca Akros S.p.A.
Emiliano Pavesi
T +39 (02) 434 454 51
Market Maker ID: BAKMI
EURO STOXX 50® Index Options
DAX® OptionsEquity Options Belgium
Equity Options Netherlands
Equity Options Finland
Equity Options France
Equity Options Germany
Equity Options Italy
Equity Options SpainEquity Options European-Style Equity Options
Equity Options Weekly OptionsDa Vinci Derivatives
David Altunkaynak
T +31-20-891-5765
Market Maker ID: DVDAM
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
EURO STOXX 50® Index Options (OESX-MEEx)
EURO STOXX® Banks Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly OptionsEquity Options Italy
Mediobanca S.p.A.
Roberto Romeo
T + 39 (02) 88 29 597
Market Maker ID: MEDMI
EURO STOXX 50® Index Options
DAX® OptionsEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options Finland
Equity Options France
Equity Options Germany
Equity Options Italy
Equity Options Russia
Equity Options Spain
Equity Options SwitzerlandEquity Options European-Style Equity Options
Optiver
Thibaut Herens
T +31 (20) 708 7702
Market Maker ID: OPXAM
Equity Options Belgium
Equity Options Netherlands
Equity Options France
Equity Options Germany
Equity Options Italy
Equity Options Spain
Equity Options SwitzerlandEquity Options Weekly Options
Optiver V.O.F.
Hugo Bernaldo
T +31 (20) 708 7634
Market Maker ID: OPXAM
Equity Options Belgium
Equity Options Netherlands
Equity Options France
Equity Options Germany
Equity Options Italy
Equity Options Spain
Equity Options SwitzerlandEquity Options Weekly Options
Susquehanna International Securities Ltd.
Daniel Mannion
T +353(0)1 802 8118
Market Maker ID: SISDB
EURO STOXX 50® Index Options
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
EURO STOXX® Banks Options
EURO STOXX® Banks, 1st Friday Weekly Options
EURO STOXX® Banks, 2nd Friday Weekly Options
EURO STOXX® Banks, 4th Friday Weekly Options
EURO STOXX® Banks, 5th Friday Weekly Options
STOXX® Europe 600 Index Options
DAX® Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly Options
DivDAX® Options
MDAX® Options
TecDAX® Options
SMI® Options
SMI®, 1st Friday Weekly Options
SMI®, 2nd Friday Weekly Options
SMI®, 4th Friday Weekly Options
SMI®, 5th Friday Weekly Options
iShares Core EURO STOXX 50® UCITS Options
iShares Core DAX® UCITS (DE) Options
SMIM® Options
Options on VSTOXX® Futures
STOXX® Europe 600 ESG-X Index Options
STOXX® Europe ESG Leaders Select 30 Index OptionsEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options Finland
Equity Options Finland
Equity Options Germany
Equity Options Ireland
Equity Options Italy
Equity Options Russia
Equity Options Spain
Equity Options Sweden
Equity Options SwitzerlandEquity Options Weekly Options
Susquehanna International Securities Ltd.
Tom Karlsson
T +353(0)1 802 8118
Market Maker ID: SISDB
EURO STOXX 50® Index Options
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
EURO STOXX® Banks Options
EURO STOXX® Banks, 1st Friday Weekly Options
EURO STOXX® Banks, 2nd Friday Weekly Options
EURO STOXX® Banks, 4th Friday Weekly Options
EURO STOXX® Banks, 5th Friday Weekly Options
STOXX® Europe 600 Index Options
DAX® Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly Options
DivDAX® Options
MDAX® Options
TecDAX® Options
SMI® Options
SMI®, 1st Friday Weekly Options
SMI®, 2nd Friday Weekly Options
SMI®, 4th Friday Weekly Options
SMI®, 5th Friday Weekly Options
iShares Core EURO STOXX 50® UCITS Options
iShares Core DAX® UCITS (DE) Options
SMIM® Options
Options on VSTOXX® FuturesEquity Options Belgium
Equity Options Great Britain
Equity Options Netherlands
Equity Options Finland
Equity Options Finland
Equity Options Germany
Equity Options Ireland
Equity Options Italy
Equity Options Russia
Equity Options Spain
Equity Options Sweden
Equity Options SwitzerlandEquity Options Weekly Options
IMC Trading B.V.
Cathal Hardiman
T +31 207 988 572
Market Maker ID: INMAM
EURO STOXX 50® Index Options
EURO STOXX 50®, 1st Friday Weekly Options
EURO STOXX 50®, 2nd Friday Weekly Options
EURO STOXX 50®, 4th Friday Weekly Options
DAX® Options
DAX®, 1st Friday Weekly Options
DAX®, 2nd Friday Weekly Options
DAX®, 4th Friday Weekly Options
DAX®, 5th Friday Weekly Options
SMI® Options
Options on VSTOXX® FuturesEquity Options Weekly Options
IMC Trading B.V.
Hans Oolman
T +31 207 988 539
Market Maker ID: INMAM
EURO STOXX 50® Index Options
DAX® Options
SMI® Options
Eurex Daily Futures on KOSPI 200 OptionsEquity Options Weekly Options
Mistrade Ranges
Reference price (currency units) | Mistrade Range (currency units) |
0 - 1 | 0.2 |
1 - 5 | 20% |
> 5 | 1 |
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.
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