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iShares Core EURO STOXX 50® UCITS Options

iShares Core EURO STOXX 50® UCITS Options (EUN2)

Product ISIN
IE0008471009
Underlying ISIN
IE0008471009
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Feb 24, 2020 6:31:49 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
43.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 02/12/2020 n.a.
43.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 n.a. n.a.
42.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 12/23/2019 n.a.
42.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 n.a. n.a.
41.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 12/23/2019 n.a.
41.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 02/24/2020 18:31:49 0.01 0 0 03/18/2019 n.a.
40.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -75.00% 0.01 02/24/2020 18:31:49 0.01 0 0 12/23/2019 n.a.
40.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -75.00% 0.02 02/24/2020 18:31:49 0.02 0 0 03/18/2019 n.a.
39.50 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. -82.35% 0.03 02/24/2020 18:31:49 0.03 0 0 12/23/2019 n.a.
39.00 0 n.a. n.a. n.a. 0.01 n.a. 0.16 n.a. -78.79% 0.07 02/24/2020 18:31:49 0.07 0 2 02/18/2020 n.a.
38.50 0 n.a. n.a. n.a. 0.07 n.a. 0.20 n.a. -74.14% 0.15 02/24/2020 18:31:49 0.15 0 0 02/05/2020 n.a.
38.00 0 n.a. n.a. n.a. 0.21 n.a. 0.34 n.a. -69.23% 0.28 02/24/2020 18:31:49 0.28 0 14 02/24/2020 n.a.
37.50 0 n.a. n.a. n.a. 0.42 n.a. 0.56 n.a. -60.94% 0.50 02/24/2020 18:31:49 0.50 0 0 12/23/2019 n.a.
37.00 0 n.a. n.a. n.a. 0.68 n.a. 0.83 n.a. -55.03% 0.76 02/24/2020 18:31:49 0.76 0 14 10/21/2019 n.a.
36.50 0 n.a. n.a. n.a. 0.99 n.a. 1.14 n.a. -50.00% 1.07 02/24/2020 18:31:49 1.07 0 2 02/14/2020 n.a.
36.00 0 n.a. n.a. n.a. 1.32 n.a. 1.51 n.a. -44.57% 1.43 02/24/2020 18:31:49 1.43 0 0 02/13/2020 n.a.
35.50 0 n.a. n.a. n.a. 1.70 n.a. 1.91 n.a. -40.66% 1.81 02/24/2020 18:31:49 1.81 0 0 12/23/2019 n.a.
35.00 0 n.a. n.a. n.a. 2.11 n.a. 2.34 n.a. -36.93% 2.22 02/24/2020 18:31:49 2.22 0 0 03/18/2019 n.a.
34.50 0 n.a. n.a. n.a. 2.54 n.a. 2.77 n.a. -34.16% 2.64 02/24/2020 18:31:49 2.64 0 0 12/23/2019 n.a.
34.00 0 n.a. n.a. n.a. 2.97 n.a. 3.21 n.a. -31.33% 3.09 02/24/2020 18:31:49 3.09 0 0 02/13/2020 n.a.
33.50 0 n.a. n.a. n.a. 3.43 n.a. 3.66 n.a. -28.86% 3.55 02/24/2020 18:31:49 3.55 0 0 12/31/2019 n.a.
33.00 0 n.a. n.a. n.a. 3.91 n.a. 4.15 n.a. -26.96% 4.01 02/24/2020 18:31:49 4.01 0 0 03/18/2019 n.a.
32.50 0 n.a. n.a. n.a. 4.39 n.a. 4.61 n.a. -25.08% 4.48 02/24/2020 18:31:49 4.48 0 0 02/03/2020 n.a.
32.00 0 n.a. n.a. n.a. 4.87 n.a. 5.09 n.a. -23.46% 4.96 02/24/2020 18:31:49 4.96 0 0 n.a. n.a.
31.00 0 n.a. n.a. n.a. 5.86 n.a. 6.07 n.a. -20.48% 5.94 02/24/2020 18:31:49 5.94 0 0 n.a. n.a.
0.01 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.98% 36.93 02/24/2020 18:31:49 36.93 0 0 09/23/2019 n.a.
Total 0 32

Statistics

Data is forFeb 21, 2020   Last update:Feb 22, 2020 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
38.47
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
EUN2 Feb 200n/a06,4920.01/43.524
 CALLFeb 200 08  
 PUTFeb 200 06,484  
EUN2 Mar 2070.40015,47115,4750.01/43.526
 CALLMar 205 3237  
 PUTMar 202 15,43915,438  
EUN2 Apr 207n/a383132.5/43.523
 CALLApr 200 2323  
 PUTApr 207 158  
EUN2 Jun 200n/a5,3655,3650.01/4623
 CALLJun 200 441441  
 PUTJun 200 4,9244,924  
EUN2 Sep 200n/a22222228/4619
 CALLSep 200 208208  
 PUTSep 200 1414  
EUN2 Dec 200n/a373720/4622
 CALLDec 200 2020  
 PUTDec 200 1717  
EUN2 Jun 210n/a0024/5014
 CALLJun 210 00  
 PUTJun 210 00  
EUN2 Dec 210n/a0026/5013
 CALLDec 210 00  
 PUTDec 210 00  
Total  141.80021,13327,622  
 Call 5 724737  
 Put 9 20,40926,885  

Vendor Codes

Vendor NameVendor Code
Bloomberg L.P.EUN2 GR Equity OMON
ComStock<17>l,EUN2\myssssss
FIDES Information ServicesO,EUN2
SIX Financial Information LtdEUN2
Thomson FinancialEUN2/O.EX*
thomsonreuters<0#EUNF.*EX>

Trading

Contract Specifications

Version : 09 Dec 2019

Contract standards

    
ContractProduct IDUnderlyingCurrency
Xtrackers MSCI Emerging Markets UCITS OptionsDBX1Xtrackers MSCI Emerging Markets UCITS ETFEUR
Xtrackers MSCI World Swap UCIT OptionsDBXWXtrackers MSCI World Swap UCIT ETFEUR
Xtrackers MSCI Europe UCITS OptionsDBXAXtrackers MSCI Europe UCITS ETFEUR
iShares Core DAX® (DE) OptionsEXS1iShares DAX® (DE) ETFEUR
iShares Core EURO STOXX 50® OptionsEUN2iShares EURO STOXX 50® ETFEUR
iShares EURO STOXX® Banks 30-15 UCITS (DE) OptionsEXX1iShares EURO STOXX® Banks 30-15 UCITS (DE) ETFEUR
iShares SMI® (CH) OptionsXMTiShares SMI® (CH) ETFCHF
iShares STOXX® Europe 600 UCITS (DE) OptionsEXSAiShares STOXX® Europe 600 UCITS (DE) ETFEUR
iShares Core MSCI Europe UCITS OptionsIQQYiShares MSCI Europe UCITS ETFEUR
iShares MSCI Emerging Markets UCITS OptionsIDEMiShares MSCI Emerging Markets UCITS ETFUSD
iShares Core MSCI World UCITS OptionsIWDAiShares Core MSCI World UCITS ETFUSD
iShares MSCI Brazil (DE) Options4BRZiShares MSCI Brazil (DE) ETFUSD
iShares Core S&P 500 UCITS OptionsCSPXiShares Core S&P 500 UCITS ETFUSD
iShares S&P 500 Financials UCITS OptionsIUFSiShares S&P 500 Financials UCITS ETFUSD
iShares S&P 500 Health Care UCITS OptionsIUHCiShares S&P 500 Health Care UCITS ETFUSD
iShares S&P 500 IT UCITS OptionsIUITiShares S&P 500 IT UCITS ETFUSD
iShares S&P 500 Energy UCITS OptionsIUESiShares S&P 500 Energy UCITS ETFUSD
iShares S&P 500 Utilities UCITS OptionsIUUSiShares S&P 500 Utilities UCITS ETFUSD
iShares European Property Yield UCITS OptionsIPRPiShares European Property Yield UCITS ETFGBX
iShares Core FTSE 100 UCITS OptionsISFiShares Core FTSE 100 UCITS ETFGBX
iShares FTSE 250 UCITS OptionsMIDDiShares FTSE 250 UCITS ETFGBX
iShares EUR High Yield Corporate Bond UCITS OptionsOHYGiShares EUR High Yield Corporate Bond UCITS ETFEUR
iShares USD High Yield Corporate Bond UCITS OptionsOHYUiShares USD High Yield Corporate Bond UCITS ETFUSD
iShares J.P. Morgan USD Emerging Market Bond UCITS OptionsOEMBiShares J.P. Morgan USD Emerging Market Bond UCITS ETFUSD
iShares EUR Corporate Bond UCITS OptionsOEACiShares USD Corporate Bond UCITS ETFEUR
iShares USD Corporate Bond UCITS OptionsOQDEiShares USD Corporate Bond UCITS ETFUSD


Contract size

100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares of the underlying.


Settlement

Physical delivery of 100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares two exchange days after the last trading day.


Minimum price change

EUR 0.01, CHF 0.01, USD 0.01 or GBX 0.25.


Contract months

Standard - 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.


Fixed Income ETF Options are generally available at Eurex Deutschland with terms of the next 13 consecutive months. The January and December expirations for the following two years are also available, if not already included in the next 13 consecutive month cycle. When the August contract expires, expiration of January for a fourth year shall become available. When the September contract expires, expiration of December for a fourth year shall become available.

For OHYG and OEAC options contracts are with terms up to the next, the second and the third succeeding expiration days as well as up to and including the next three succeeding quarterly expiration days (March, June, September, December) thereafter.


Last trading day

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 (OHYU, OEMB, OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for all other option series at 17:20 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for ETFs 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 up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option.

Options on Xtrackers ETFs can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

OHYG and OEAC can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

The reference price for options on Xtrackers ETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to two decimal places. Since this price is not published before the respective next exchange day, the final settlement day for options on db x-trackers ETFs will be the exchange day immediately following the last trading day; this is typically the Monday following the third Friday of the expiration month.


Exercise prices

    
Exercise prices in EUR/CHFExercise price intervals in EUR or CHF for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
Up to 20.050.100.20
2 - 40.100.200.40
4 - 80.200.400.80
8 - 200.501.002.00
20 - 521.002.004.00
52 - 1002.004.008.00
100 - 2005.0010.0020.00
200 - 40010.0020.0040.00
> 40020.0040.0080.00


Exercise prices - iShares

    
ContractExercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
iShares DAX® (DE) Options12.55
iShares EURO STOXX 50® Options0.512
iShares EURO STOXX® Banks 30-15 UCITS (DE) Options0.250.51
iShares SMI® (CH) Options12.55
iShares STOXX® Europe 600 UCITS (DE) Options0.50.51
iShares MSCI Europe UCITS Options0.512
iShares MSCI Emerging Markets UCITS Options0.512
iShares Core MSCI World UCITS Options0.512
iShares MSCI Brazil (DE) Options0.50.51
iShares Core S&P 500 UCITS Options2.5510
iShares S&P 500 Financials UCITS Options0.250.51
iShares S&P 500 Health Care UCITS Options0.250.51
iShares S&P 500 IT UCITS Options0.250.51
iShares S&P 500 Energy UCITS Options0.250.51
iShares S&P 500 Utilities UCITS Options0.250.51
iShares European Property Yield UCITS Options51020
iShares Core FTSE 100 UCITS Options51020
iShares FTSE 250 UCITS Options51020
iShares EUR High Yield Corporate Bond UCITS Options0.50.5n.a.
iShares USD High Yield Corporate Bond UCITS Options0.50.51
iShares J.P. Morgan USD Emerging Market Bond UCITS Options0.50.51
iShares EUR Corporate Bond UCITS Options0.50.5n.a.
iShares USD Corporate Bond UCITS Options0.50.51


Number of exercise prices

Upon the admission of a contract, at least seven exercise prices shall be made available for each term 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.

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

    No cash payment in CHF

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

    No cash payment in CHF

  • 01 Jun 2020
    Exchange Traded Products Derivatives | Exchange traded commodities derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • 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

  • 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
07:3008:5117:3019:0019:3020:00
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5117:3019:0019:3020:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts)EUR 0.40 per contract
Exercise of optionsEUR 0.30 per contract
Position transfer with cash transferEUR 7.50 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 5,000 contracts.

Parameters

Maximum Spreads


Bid up to

Maximum Spread

0 - 1.000.15 ticks
1.01 - 5.0015% of the bid price
> 5.000.75 ticks


Minimum Quote Size

ContractMinimum quote size
IUFS / IUHC / IUIT / IUES / IUUS / 4BRZ50 contracts on the bid and ask side.
EXS1 / XMT / CSPX / ISF100 contracts on the bid and ask side.
IPRP150 contracts on the bid and ask side.
IDEM / IWDA200 contracts on the bid and ask side.
MIDD / DBX1 / DBXW / DBXA250 contracts on the bid and ask side.
EUN2 / EXSA 500 contracts on the bid and ask side.
IQQY750 contracts on the bid and ask side.
EXX11000 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 on a monthly average. The first six 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): 6

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

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

AMM Package ID

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

Mistrade Ranges

Reference price (currency units)

Mistrade Range (currency units)

0 - 10.15
1 - 515%
> 50.75

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

-

-

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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