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ABB 5th Friday Weekly Options

ABB 5th Friday Weekly Options (ABB5)

Product ISIN
DE000A160ND9
Underlying ISIN
CH0012221716
Currency
CHF
Country Code
CH
Group ID
CH13
Cash Market ID
XSWX

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Dec 13, 2019 6:47:36 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
27.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -50.00% 0.01 12/13/2019 18:47:36 0.01 0 0 12/09/2019 n.a.
26.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -50.00% 0.01 12/13/2019 18:47:36 0.01 0 0 11/29/2019 n.a.
26.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.02 12/13/2019 18:47:36 0.02 0 0 11/29/2019 n.a.
25.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -25.00% 0.03 12/13/2019 18:47:36 0.03 0 0 11/29/2019 n.a.
25.00 0 n.a. n.a. n.a. 0.01 n.a. 0.16 n.a. -12.50% 0.07 12/13/2019 18:47:36 0.07 0 0 11/29/2019 n.a.
24.50 0 n.a. n.a. n.a. 0.08 n.a. 0.23 n.a. -6.67% 0.14 12/13/2019 18:47:36 0.14 0 0 11/29/2019 n.a.
24.00 0 n.a. n.a. n.a. 0.20 n.a. 0.35 n.a. +0.00% 0.26 12/13/2019 18:47:36 0.26 0 0 11/29/2019 n.a.
23.50 0 n.a. n.a. n.a. 0.37 n.a. 0.52 n.a. +4.65% 0.45 12/13/2019 18:47:36 0.45 0 0 11/29/2019 n.a.
23.00 0 n.a. n.a. n.a. 0.65 n.a. 0.80 n.a. +5.88% 0.72 12/13/2019 18:47:36 0.72 0 0 11/29/2019 n.a.
22.50 0 n.a. n.a. n.a. 0.98 n.a. 1.13 n.a. +3.96% 1.05 12/13/2019 18:47:36 1.05 0 0 11/29/2019 n.a.
22.00 0 n.a. n.a. n.a. 1.37 n.a. 1.52 n.a. +2.86% 1.44 12/13/2019 18:47:36 1.44 0 0 11/29/2019 n.a.
21.50 0 n.a. n.a. n.a. 1.80 n.a. 1.97 n.a. +2.19% 1.87 12/13/2019 18:47:36 1.87 0 0 11/29/2019 n.a.
21.00 0 n.a. n.a. n.a. 2.24 n.a. 2.46 n.a. +2.19% 2.33 12/13/2019 18:47:36 2.33 0 0 11/29/2019 n.a.
20.50 0 n.a. n.a. n.a. 2.70 n.a. 2.96 n.a. +1.45% 2.80 12/13/2019 18:47:36 2.80 0 0 11/29/2019 n.a.
20.00 0 n.a. n.a. n.a. 3.16 n.a. 3.47 n.a. +1.23% 3.28 12/13/2019 18:47:36 3.28 0 0 11/29/2019 n.a.
19.80 0 n.a. n.a. n.a. 3.36 n.a. 3.69 n.a. +1.46% 3.48 12/13/2019 18:47:36 3.48 0 0 11/29/2019 n.a.
19.60 0 n.a. n.a. n.a. 3.52 n.a. 3.87 n.a. +1.38% 3.68 12/13/2019 18:47:36 3.68 0 0 11/29/2019 n.a.
19.40 0 n.a. n.a. n.a. 3.72 n.a. 4.09 n.a. +1.31% 3.88 12/13/2019 18:47:36 3.88 0 0 11/29/2019 n.a.
19.20 0 n.a. n.a. n.a. 3.90 n.a. 4.28 n.a. +1.24% 4.08 12/13/2019 18:47:36 4.08 0 0 11/29/2019 n.a.
19.00 0 n.a. n.a. n.a. 4.08 n.a. 4.48 n.a. +1.18% 4.28 12/13/2019 18:47:36 4.28 0 0 11/29/2019 n.a.
18.80 0 n.a. n.a. n.a. 4.30 n.a. 4.72 n.a. +1.36% 4.48 12/13/2019 18:47:36 4.48 0 0 12/03/2019 n.a.
0.01 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.22% 23.26 12/13/2019 18:47:36 23.26 0 0 12/02/2019 n.a.
Total 0 0

Statistics

Data is forDec 13, 2019   Last update:Dec 14, 2019 12:00:00 AM

Product type:
O
Stock exchange:
XSWX
Underlying closing price:
23.27
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
ABB5 Jan 202n/a020.01/27.523
 CALLJan 200 00  
 PUTJan 202 02  
Total  2n/a02  
 Call 0 00  
 Put 2 02  
More statistics for ABB 5th Friday Weekly Options
More statistics for Equity Options
Statistics for all products

Trading

Contract Specifications

Version : 05 Oct 2015

Contract standards 

All shares of the EURO STOXX 5O® Index as well as selected further German and Swiss shares.

With the exception of the expirations, the design of Eurex Weekly Options is in line with the existing equity options; this section only lists the expirations and the essential information of the contract specifications.

 

Contract months
1st, 2nd and 4th Friday Weekly Options: one month for all contracts expiring on the 1st, 2nd and 4th Friday of a calendar month. At the start of trading on each Friday, the Weekly Options for the same week of the following month will be listed.

5th Friday Weekly Options: more than one month for contracts expiring on the 5th Friday of a calendar month. For months without a 5th Friday, the option expiration will fall on the next 5th Friday.

Last trading day and final settlement day
Last trading day is the final settlement day. Final settlement day of the Weekly Options is by the respective expiry determined Friday, if this is an exchange day; otherwise the exchange day immediately preceding that Friday within the same calendar month. If the immediately preceding exchange day is not within the same calendar month as the Friday of the expiration week, the final settlement day is the the exchange day immediately succeeding the Friday of the expiration week.

LEPO Contract Specifications

Version : 24 Apr 2006

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 2019
    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 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 02 Jan 2019
    Equity Derivatives | Switzerland | Holiday

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

  • 18 Jan 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 15 Feb 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 15 Mar 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 18 Apr 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 19 Apr 2019
    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

  • 22 Apr 2019
    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 2019
    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

  • 17 May 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 30 May 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 30 May 2019
    Equity Derivatives | Switzerland | Holiday

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

  • 10 Jun 2019
    Fixed income derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 10 Jun 2019
    Equity Derivatives | Switzerland | Holiday

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

  • 21 Jun 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 19 Jul 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 01 Aug 2019
    Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Exchange Traded Products Derivatives | Interest Rate Derivatives | FX Derivatives | Switzerland | Holiday

    No cash payment in CHF

  • 01 Aug 2019
    Equity Derivatives | Switzerland | Holiday

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

  • 16 Aug 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 20 Sep 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 18 Oct 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 15 Nov 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 20 Dec 2019
    Equity Derivatives | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 24 Dec 2019
    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 2019
    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

  • 26 Dec 2019
    Interest 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 2019
    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

  • 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

Complete Trading Calendar

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5217:2019:0019:3020:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5217:2019:0019:3020:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)CHF 0.20 per contract
Exchange transactions: Standard fees (M- and P-accounts)CHF 0.15 per contract
Exchange transactions: Reduced fees (contract volume above threshold)CHF 0.10 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above first threshold)CHF 0.08 per contract
TES transactions / Eurex EnLight: Standard fees (A-accounts)CHF 0.20 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts)CHF 0.15 per contract
TES transactions / Eurex EnLight: Reduced fees (contract volume above threshold)CHF 0.10 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold)CHF 0.08 per contract
Threshold A-accounts1,000.00 contracts
Threshold P-accounts500.00 contracts
Exercise of optionsCHF 0.20 per contract
Exercise of options M- & P-accountsCHF 0.15 per contract
Position transfer with cash transferCHF 13.00 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 - 1.50.15
1.5 - 1510%
> 151.5


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 / Permanent quotation (RMM / PMM)

Front week 10
Subsequent week 10

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

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM up to Front Week

Mistrade Ranges

Reference price (currency units)

Mistrade Range (currency units)

0 - 1.50.15
1.5 - 1510%
> 151.5

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.

 

© Eurex Frankfurt AG

Market Status

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