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ABB

ABB (ABBN)

Product ISIN
CH0012221716
Underlying ISIN
CH0012221716
Currency
CHF
Country Code
CH

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Dec 13, 2019 6:47:40 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
36.00 0 n.a. n.a. n.a. n.a. n.a. 0.02 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 20 01/04/2018 n.a.
32.00 0 n.a. n.a. n.a. n.a. n.a. 0.02 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 2,520 11/02/2018 n.a.
29.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 763 01/09/2019 n.a.
28.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 0 12/09/2019 n.a.
28.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 15,935 07/15/2019 n.a.
27.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 0 11/06/2019 n.a.
27.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 2,458 06/07/2019 n.a.
26.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -50.00% 0.01 12/13/2019 18:47:40 0.01 0 0 10/25/2019 n.a.
26.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -66.67% 0.01 12/13/2019 18:47:40 0.01 0 1,332 06/07/2019 n.a.
25.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 n.a. -66.67% 0.01 12/13/2019 18:47:40 0.01 0 0 10/24/2019 n.a.
25.00 0 n.a. n.a. n.a. n.a. n.a. 0.02 n.a. -66.67% 0.01 12/13/2019 18:47:40 0.01 0 3,616 06/06/2019 n.a.
24.50 0 n.a. n.a. n.a. 0.01 n.a. 0.02 n.a. -66.67% 0.01 12/13/2019 18:47:40 0.01 0 114 12/09/2019 n.a.
24.00 0 n.a. n.a. n.a. 0.02 n.a. 0.05 n.a. -42.86% 0.04 12/13/2019 18:47:40 0.04 4,074 38,202 12/13/2019 n.a.
23.50 0 n.a. n.a. n.a. 0.13 n.a. 0.16 n.a. -5.88% 0.16 12/13/2019 18:47:40 0.16 1,360 4,947 12/13/2019 n.a.
23.00 0 n.a. n.a. n.a. 0.40 n.a. 0.43 n.a. +4.88% 0.43 12/13/2019 18:47:40 0.43 253 15,820 12/13/2019 n.a.
22.50 0 n.a. n.a. n.a. 0.81 n.a. 0.85 n.a. +6.33% 0.84 12/13/2019 18:47:40 0.84 0 33,754 12/12/2019 n.a.
22.00 0 n.a. n.a. n.a. 1.28 n.a. 1.32 n.a. +4.03% 1.29 12/13/2019 18:47:40 1.29 429 66,760 12/13/2019 n.a.
21.50 0 n.a. n.a. n.a. 1.77 n.a. 1.81 n.a. +4.07% 1.79 12/13/2019 18:47:40 1.79 0 31,481 12/13/2019 n.a.
21.00 0 n.a. n.a. n.a. 2.26 n.a. 2.31 n.a. +2.70% 2.28 12/13/2019 18:47:40 2.28 1,283 31,562 12/13/2019 n.a.
20.50 0 n.a. n.a. n.a. 2.76 n.a. 2.81 n.a. +2.21% 2.78 12/13/2019 18:47:40 2.78 110 17,434 12/11/2019 n.a.
20.00 0 n.a. n.a. n.a. 3.26 n.a. 3.30 n.a. +1.86% 3.28 12/13/2019 18:47:40 3.28 0 36,919 12/12/2019 n.a.
19.80 0 n.a. n.a. n.a. 3.46 n.a. 3.50 n.a. +1.75% 3.48 12/13/2019 18:47:40 3.48 0 1,019 10/24/2019 n.a.
19.60 0 n.a. n.a. n.a. 3.66 n.a. 3.70 n.a. +1.66% 3.68 12/13/2019 18:47:40 3.68 0 870 11/14/2019 n.a.
19.40 0 n.a. n.a. n.a. 3.86 n.a. 3.90 n.a. +1.57% 3.88 12/13/2019 18:47:40 3.88 5 2,870 12/12/2019 n.a.
19.20 0 n.a. n.a. n.a. 4.06 n.a. 4.10 n.a. +1.49% 4.08 12/13/2019 18:47:40 4.08 0 154 12/12/2019 n.a.
19.00 0 n.a. n.a. n.a. 4.26 n.a. 4.30 n.a. +1.42% 4.28 12/13/2019 18:47:40 4.28 5 12,432 12/10/2019 n.a.
18.80 0 n.a. n.a. n.a. 4.46 n.a. 4.50 n.a. +1.36% 4.48 12/13/2019 18:47:40 4.48 0 57 10/03/2019 n.a.
18.60 0 n.a. n.a. n.a. 4.66 n.a. 4.70 n.a. +1.30% 4.68 12/13/2019 18:47:40 4.68 0 216 11/19/2019 n.a.
18.50 0 n.a. n.a. n.a. 4.76 n.a. 4.80 n.a. +1.27% 4.78 12/13/2019 18:47:40 4.78 0 0 09/24/2019 n.a.
18.40 0 n.a. n.a. n.a. 4.86 n.a. 4.90 n.a. +1.24% 4.88 12/13/2019 18:47:40 4.88 0 5,024 10/14/2019 n.a.
18.20 0 n.a. n.a. n.a. 5.05 n.a. 5.15 n.a. +1.20% 5.08 12/13/2019 18:47:40 5.08 0 1,220 10/07/2019 n.a.
18.00 0 n.a. n.a. n.a. 5.25 n.a. 5.35 n.a. +1.15% 5.28 12/13/2019 18:47:40 5.28 0 8,043 12/06/2019 n.a.
17.80 0 n.a. n.a. n.a. 5.45 n.a. 5.50 n.a. +1.11% 5.48 12/13/2019 18:47:40 5.48 0 0 09/23/2019 n.a.
17.60 0 n.a. n.a. n.a. 5.65 n.a. 5.75 n.a. +0.89% 5.67 12/13/2019 18:47:40 5.67 0 169 10/04/2019 n.a.
17.40 0 n.a. n.a. n.a. 5.85 n.a. 5.90 n.a. +0.86% 5.87 12/13/2019 18:47:40 5.87 0 15 10/07/2019 n.a.
17.20 0 n.a. n.a. n.a. 6.05 n.a. 6.15 n.a. +1.00% 6.08 12/13/2019 18:47:40 6.08 0 0 09/24/2019 n.a.
17.00 0 n.a. n.a. n.a. 6.25 n.a. 6.35 n.a. +0.96% 6.28 12/13/2019 18:47:40 6.28 0 5 07/09/2019 n.a.
16.80 0 n.a. n.a. n.a. 6.45 n.a. 6.50 n.a. +0.93% 6.48 12/13/2019 18:47:40 6.48 0 0 09/26/2019 n.a.
16.40 0 n.a. n.a. n.a. 6.85 n.a. 6.90 n.a. +0.88% 6.88 12/13/2019 18:47:40 6.88 0 0 10/03/2019 n.a.
16.00 0 n.a. n.a. n.a. 7.25 n.a. 7.35 n.a. +0.69% 7.27 12/13/2019 18:47:40 7.27 0 75 11/14/2019 n.a.
15.80 0 n.a. n.a. n.a. 7.45 n.a. 7.50 n.a. +0.67% 7.47 12/13/2019 18:47:40 7.47 0 0 10/04/2019 n.a.
15.00 0 n.a. n.a. n.a. 8.25 n.a. 8.35 n.a. +0.73% 8.28 12/13/2019 18:47:40 8.28 0 400 06/28/2019 n.a.
14.00 0 n.a. n.a. n.a. 9.25 n.a. 9.35 n.a. +0.65% 9.28 12/13/2019 18:47:40 9.28 0 282 10/08/2019 n.a.
12.00 0 n.a. n.a. n.a. 11.25 n.a. 11.35 n.a. +0.53% 11.28 12/13/2019 18:47:40 11.28 0 0 01/19/2015 n.a.
0.01 0 n.a. n.a. n.a. 22.60 n.a. 24.00 n.a. +0.22% 23.26 12/13/2019 18:47:40 23.26 0 0 06/24/2019 n.a.
Total 7,519 336,488

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
ABBN Dec 1915,2990.651695,807722,1270.01/3645
 CALLDec 199,269 313,168336,488  
 PUTDec 196,030 382,639385,639  
ABBN Jan 201,7293.04027,44626,66516.8/2934
 CALLJan 20428 17,19016,762  
 PUTJan 201,301 10,2569,903  
ABBN Feb 206,2694.24620,12814,48418.2/2928
 CALLFeb 201,195 12,00611,436  
 PUTFeb 205,074 8,1223,048  
ABBN Mar 203,2100.587169,815167,2530.01/3218
 CALLMar 202,023 74,06172,078  
 PUTMar 201,187 95,75495,175  
ABBN Jun 2023,1902.654250,866231,85112/3220
 CALLJun 206,346 41,58235,428  
 PUTJun 2016,844 209,284196,423  
ABBN Sep 203,5981.280120,159116,63114/3215
 CALLSep 201,578 5,6654,157  
 PUTSep 202,020 114,494112,474  
ABBN Dec 208,0213.000409,666406,76410/4020
 CALLDec 202,005 175,894174,735  
 PUTDec 206,016 233,772232,029  
ABBN Jun 211240.22853,70453,62210/4017
 CALLJun 21101 9,7869,685  
 PUTJun 2123 43,91843,937  
ABBN Dec 210n/a102,125102,12512/4020
 CALLDec 210 71,10071,100  
 PUTDec 210 31,02531,025  
ABBN Jun 220n/a3,2003,20012/369
 CALLJun 220 00  
 PUTJun 220 3,2003,200  
ABBN Dec 220n/a28,96728,96712/4015
 CALLDec 220 15,31015,310  
 PUTDec 220 13,65713,657  
ABBN Dec 230n/a1,9401,94012/3616
 CALLDec 230 1,9301,930  
 PUTDec 230 1010  
Total  61,4401.6781,883,8231,875,629  
 Call 22,945 737,692749,109  
 Put 38,495 1,146,1311,126,520  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.ABBN VX Equity OMON
ComStock<17>l,ABBN\myssssss
FIDES Information ServicesO,ABBN
SIX Financial Information LtdABBN
Thomson FinancialABBN/O.EX*
thomsonreuters<0#ABBN*.EX>
vwd16625-16630

Trading

Contract Specifications

Version : 28 Aug 2017

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 USDExercise price intervals in EUR, CHF or USD for expiration months with a remaining lifetime of
1 month*≤ 3 months4-12 months> 12 months
EP ≤ 2.000.020.050.100.20
2.00 < EP ≤ 4.000.050.100.200.40
4.00 < EP ≤ 8.000.100.200.400.80
8.00 < EP ≤ 20.000.200.501.002.00
20.00 < EP ≤ 52.000.501.002.004.00
52.00 < EP ≤ 100.001.002.004.008.00
100.00 < EP ≤ 200.002.005.0010.0020.00
200.00 < EP ≤ 400.005.0010.0020.0040.00
400.00 < EP10.0020.0040.0080.00

* 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 EURExercise price intervals in EUR
0.05 ≤ EP ≤ 0.950.05
1.00 ≤ EP ≤ 4.900.10
5.00 ≤ EP ≤ 9.750.25
10.00 ≤ EP ≤ 19.500.50
20.00 ≤ EP ≤ 49.001.00
50.00 ≤ EP ≤ 98.002.00
100.00 ≤ EP ≤ 195.005.00
200.00 ≤ EP ≤ 390.0010.00
> 400.0020.00


Exercise prices (Belgian, French and Dutch equity options)

Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime of
1 month≤ 3 months4-12 months
EP ≤ 5.000.050.10EP ≤ 4.800.20
5.00 < EP ≤ 10.000.100.204.80 < EP ≤ 10.000.40
10.00 < EP ≤ 25.000.200.5010.00 < EP ≤ 26.001.00
25.00 < EP ≤ 50.000.501.0026.00 < EP ≤ 52.002.00
50.00 < EP ≤ 100.001.002.0052.00 < EP ≤ 100.004.00
100.00 < EP ≤ 200.002.005.00100.00 < EP ≤ 200.0010.00
200.00 < EP ≤ 400.005.0010.00200.00 < EP ≤ 400.0020.00
400.00 < EP10.0020.00400.00 < EP40.00

 

Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime
of > 12 months
EP ≤ 4.800.40
4.80 < EP ≤ 9.600.80
9.60 < EP ≤ 10.000.40
10.00 < EP ≤ 24.002.00
24.00 < EP ≤ 64.004.00
64.00 < EP ≤ 96.008.00
96.00 < EP ≤ 100.004.00
100.00 < EP ≤ 200.0020.00
200.00 < EP ≤ 400.0040.00
400.00 < EP80.00


Exercise prices (British equity options)

Exercise prices in GBXExercise price intervals in GBX for expiration months
with a remaining lifetime of
≤ 3 months4-12 months> 12 months
EP ≤ 52.001.002.004.00
52.00 < EP ≤ 100.002.004.008.00
100.00 < EP ≤ 200.005.0010.0020.00
200.00 < EP ≤ 400.0010.0020.0040.00
400.00 < EP ≤ 800.0020.0040.0080.00
800.00 < EP ≤ 2,000.0050.00100.00200.00
2,000.00 < EP ≤ 4,000.00100.00200.00400.00
4,000.00 < EP200.00400.00800.00

 

Exercise prices (Irish equity options)

Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime of
≤ 3 months4-12 months> 12 months
EP ≤ 0.520.010.020.04
0.52 < EP ≤ 1.000.020.040.08
1.00 < EP ≤ 2.000.050.100.20
2.00 < EP ≤ 4.000.100.200.40
4.00 < EP ≤ 8.000.200.400.80
8.00 < EP ≤ 20.000.501.002.00
20.00 < EP ≤ 40.001.002.004.00
40.00 < EP2.004.008.00


Exercise prices (German, Finnish, Italian and Swiss Weekly Options)

Exercise prices in EUR or CHFExercise price intervals in EUR or CHF
EP ≤ 2.000.02
2.00 < EP ≤ 4.000.05
4.00 < EP ≤ 8.000.10
8.00 < EP ≤ 20.000.20
20.00 < EP ≤ 52.000.50
52.00 < EP ≤ 100.001.00
100.00 < EP ≤ 200.002.00
200.00 < EP ≤ 400.005.00
400.00 < EP10.00

 

Exercise prices (Belgian, French and Dutch Weekly Options)

Exercise prices in EURExercise price intervals in EUR
EP ≤ 50.05
5.00 < EP ≤ 10.000.10
10.00 < EP ≤ 25.000.20
25.00 < EP ≤ 50.000.50
50.00 < EP ≤ 100.001.00
100.00 < EP ≤ 200.002.00
200.00 < EP ≤ 400.005.00
400.00 < EP10.00


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
100
Minimum price change
CHF 0.01
Contract months
60

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

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

100 contracts on the bid and ask side.

The minimum quote duration is 85 percent of the trading hours between 09:00 and 17:30 CET (09:00 and 17:20 CET for Swiss equity options) on a monthly average. The first eight expiration months 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): 8

Maturity Range for PMM short up to (months): 5

Maturity Range for PMM long up to (months): 5

AMM Package ID

Admitted to the following Advanced Market-Making package(s):CH

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.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

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.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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