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SMI®, 1st Friday Weekly Options

SMI®, 1st Friday Weekly Options (OSM1)

Product ISIN
DE000A2BM363
Underlying ISIN
CH0009980894
Currency
CHF

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Oct 16, 2019 6:07:01 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
10,600.00 0 0.20 0.20 0.20 n.a. n.a. 5.30 n.a. +0.00% 0.20 10/16/2019 18:07:01 0.20 0 0 10/14/2019 n.a.
10,550.00 0 0.30 0.30 0.30 0.10 n.a. 5.20 n.a. -25.00% 0.30 10/16/2019 18:07:01 0.30 0 0 10/14/2019 n.a.
10,500.00 0 0.50 0.50 0.50 0.10 n.a. 5.20 n.a. -28.57% 0.50 10/16/2019 18:07:01 0.50 0 0 10/08/2019 n.a.
10,450.00 0 1.00 1.00 1.00 0.10 n.a. 5.20 n.a. -28.57% 1.00 10/16/2019 18:07:01 1.00 0 0 10/07/2019 n.a.
10,400.00 0 2.00 2.00 2.00 0.50 n.a. 5.80 n.a. -28.57% 2.00 10/16/2019 18:07:01 2.00 0 0 10/07/2019 n.a.
10,350.00 0 3.80 3.80 3.80 1.70 n.a. 7.00 n.a. -30.91% 3.80 10/16/2019 18:07:01 3.80 0 0 10/03/2019 n.a.
10,300.00 0 7.50 7.50 7.50 4.90 n.a. 10.20 n.a. -29.25% 7.50 10/16/2019 18:07:01 7.50 0 0 10/03/2019 n.a.
10,250.00 0 13.80 13.80 13.80 11.20 n.a. 16.50 n.a. -28.13% 13.80 10/16/2019 18:07:01 13.80 0 0 10/03/2019 n.a.
10,200.00 0 23.50 23.50 23.50 20.80 n.a. 26.10 n.a. -26.10% 23.50 10/16/2019 18:07:01 23.50 0 0 10/03/2019 n.a.
10,150.00 0 37.40 37.40 37.40 34.50 n.a. 39.80 n.a. -23.83% 37.40 10/16/2019 18:07:01 37.40 0 0 10/03/2019 n.a.
10,100.00 0 55.90 55.90 55.90 52.00 n.a. 59.70 n.a. -21.71% 55.90 10/16/2019 18:07:01 55.90 0 0 10/03/2019 n.a.
10,050.00 0 79.30 79.30 79.30 73.90 n.a. 84.90 n.a. -19.33% 79.30 10/16/2019 18:07:01 79.30 0 0 10/03/2019 n.a.
10,000.00 0 107.40 107.40 107.40 100.00 n.a. 114.90 n.a. -16.87% 107.40 10/16/2019 18:07:01 107.40 0 0 10/03/2019 n.a.
9,950.00 0 139.50 139.50 139.50 130.50 n.a. 150.00 n.a. -14.78% 139.50 10/16/2019 18:07:01 139.50 0 0 10/03/2019 n.a.
9,900.00 0 188.00 188.00 175.00 163.50 n.a. 188.00 n.a. -13.02% 175.00 10/16/2019 18:07:01 175.00 10 0 10/03/2019 n.a.
9,850.00 0 213.20 213.20 213.20 199.30 n.a. 229.10 n.a. -11.57% 213.20 10/16/2019 18:07:01 213.20 0 0 10/03/2019 n.a.
9,800.00 0 253.80 253.80 253.80 237.40 n.a. 273.00 n.a. -10.35% 253.80 10/16/2019 18:07:01 253.80 0 0 10/03/2019 n.a.
9,750.00 0 296.30 296.30 296.30 276.60 n.a. 318.00 n.a. -9.31% 296.30 10/16/2019 18:07:01 296.30 0 0 10/03/2019 n.a.
9,700.00 0 340.30 340.30 340.30 316.70 n.a. 364.10 n.a. -8.45% 340.30 10/16/2019 18:07:01 340.30 0 0 10/03/2019 n.a.
9,650.00 0 385.50 385.50 385.50 359.80 n.a. 413.70 n.a. -7.69% 385.50 10/16/2019 18:07:01 385.50 0 0 10/03/2019 n.a.
9,600.00 0 431.70 431.70 431.70 402.70 n.a. 463.00 n.a. -7.04% 431.70 10/16/2019 18:07:01 431.70 0 0 10/03/2019 n.a.
9,550.00 0 478.60 478.60 478.60 446.30 n.a. 513.20 n.a. -6.51% 478.60 10/16/2019 18:07:01 478.60 0 0 10/03/2019 n.a.
9,500.00 0 526.10 526.10 526.10 488.70 n.a. 561.70 n.a. -6.04% 526.10 10/16/2019 18:07:01 526.10 0 0 10/03/2019 n.a.
9,450.00 0 574.10 574.10 574.10 n.a. n.a. n.a. n.a. -5.62% 574.10 10/16/2019 18:07:01 574.10 0 0 10/03/2019 n.a.
9,400.00 0 622.40 622.40 622.40 n.a. n.a. n.a. n.a. -5.28% 622.40 10/16/2019 18:07:01 622.40 0 0 10/03/2019 n.a.
9,350.00 0 671.00 671.00 671.00 n.a. n.a. n.a. n.a. -4.97% 671.00 10/16/2019 18:07:01 671.00 0 0 10/03/2019 n.a.
9,300.00 0 719.90 719.90 719.90 n.a. n.a. n.a. n.a. -4.69% 719.90 10/16/2019 18:07:01 719.90 0 0 10/03/2019 n.a.
9,250.00 0 769.00 769.00 769.00 n.a. n.a. n.a. n.a. -4.44% 769.00 10/16/2019 18:07:01 769.00 0 0 10/03/2019 n.a.
9,200.00 0 818.20 818.20 818.20 n.a. n.a. n.a. n.a. -4.21% 818.20 10/16/2019 18:07:01 818.20 0 0 10/03/2019 n.a.
9,150.00 0 867.60 867.60 867.60 n.a. n.a. n.a. n.a. -4.01% 867.60 10/16/2019 18:07:01 867.60 0 0 10/03/2019 n.a.
Total 10 0

Statistics

Data is forOct 15, 2019   Last update:Oct 16, 2019 12:00:00 AM

Product type:
O
Stock exchange:
n/a
Underlying closing price:
10,048.75
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestOpen interest (adj.)Strike price rangeStrike price series
OSM1 Nov 190n/a009,150/10,60030
 CALLNov 190 00  
 PUTNov 190 00  
Total  0n/a00  
 Call 0 00  
 Put 0 00  

Vendor Codes

Vendor NameVendor Code
thomsonreuters0#OSMI1W*.EX
Bloomberg L.P.WSMIA Index DES

Trading

Contract Specifications

Version : 26 Sep 2016

Contract standards

ContractProduct IDUnderlying
EURO STOXX 50®, 1st Friday Weekly OptionsOES1EURO STOXX 50® Index
EURO STOXX 50®, 2nd Friday Weekly OptionsOES2
EURO STOXX 50®, 4th Friday Weekly OptionsOES4
EURO STOXX 50®, 5th Friday Weekly OptionsOES5
EURO STOXX® Banks, 1st Friday Weekly OptionsOEB1EURO STOXX® Banks Sector Index
EURO STOXX® Banks, 2nd Friday Weekly OptionsOEB2
EURO STOXX® Banks, 4th Friday Weekly OptionsOEB4
EURO STOXX® Banks, 5th Friday Weekly OptionsOEB5
DAX®, 1st Friday Weekly OptionsODX1DAX®, the blue chip index of Deutsche Börse AG
DAX®, 2nd Friday Weekly OptionsODX2
DAX®, 4th Friday Weekly OptionsODX4
DAX®, 5th Friday Weekly OptionsODX5
SMI®, 1st Friday Weekly OptionsOSM1SMI®, the blue chip index of SIX Swiss Exchange
SMI®, 2nd Friday Weekly OptionsOSM2
SMI®, 4th Friday Weekly OptionxOSM4
SMI®, 5th Friday Weekly OptionsOSM5


Settlement
Cash settlement, payable on the first exchange day following the last trading day.

Price quotation and minimum price change
The price quotation is in points, with one decimal place. The minimum price change is 0.1 points.

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.

 

Contract values and price gradations

ContractContract valueMinimum price change
PointsValue
EURO STOXX 50® Weekly OptionsEUR 100.1EUR 1
EURO STOXX® Banks Weekly OptionsEUR 500.05EUR 2.50
DAX® Weekly OptionsEUR 50.1EUR 0.50
SMI® Weekly OptionsCHF 100.1CHF 1


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 and for SMI® Weekly Options the respective Thursday, if this is an exchange day; otherwise the exchange day immediately preceding that Friday/Thursday within the same calendar month. If the immediately preceding exchange day is not within the same calendar month as the Friday/Thursday of the expiration week, the final settlement day is the the exchange day immediately succeeding the Friday/Thursday of the expiration week.

Close of trading in the expiring option series on the last trading day is at:

ContractClose of trading
EURO STOXX 50® Weekly Options
EURO STOXX® Banks Weekly Options
12:00 CET
DAX® Weekly OptionsBeginning of the Xetra® intraday auction starting at 13:00 CET
SMI® Weekly Options09:00 CET


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for equity index options are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.

Final settlement price

The final settlement price is established by Eurex on the final settlement day according to the following rules:

ContractFinal settlement price
EURO STOXX 50® Weekly Options
EURO STOXX® Banks Weekly Options
Average of the EURO STOXX 50® Index values
calculated between 11:50 and 12:00 CET.
DAX® Weekly OptionsValue of DAX®, based on Xetra® auction prices of the index
component shares. The intraday auction starts at 13:00 CET.
SMI® Weekly OptionsValue of SMI®, based on SIX Swiss Exchange opening prices
of the respective index component shares.


Exercise
European style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).

 

Exercise prices
The exercise price intervals for Weekly Options are as follows:

ContractExercise price intervals in index points for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months25-36 months> 36 months
DAX® Weekly 5050---
EURO STOXX 50® Weekly Options2525---
EURO STOXX® Banks Weekly Options2.55102020


Option premium

The equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade.

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
    Equity Index Derivatives | Switzerland | Holiday

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

  • 21 Jan 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 18 Feb 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 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

  • 27 May 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 30 May 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 30 May 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 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

  • 10 Jun 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 10 Jun 2019
    Equity Index Derivatives | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index 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 Index Derivatives | Switzerland | Holiday

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

  • 21 Jun 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 04 Jul 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 01 Aug 2019
    Equity Index Derivatives | Switzerland | Holiday

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

  • 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

  • 02 Sep 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 03 Oct 2019
    Equity Index Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity index derivatives, except FDAX, F2MX, FDIV, FTDX and FDXM

  • 14 Oct 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 11 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 28 Nov 2019
    Equity Derivatives | Equity Index Derivatives | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Derivatives | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • 06 Dec 2019
    Equity Index Derivatives | Finland | Holiday

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

  • 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

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:2019:0020:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:5017:2019:0020:3020:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)CHF 1.00 per contract
Exchange transactions: Reduced fees (contract volume above threshold)CHF 0.50 per contract
TES transactions: Standard fees (A-, M- and P-accounts)CHF 1.00 per contract
TES transactions: Reduced fees (contract volume above threshold)CHF 0.50 per contract
Threshold A-accounts3,000.00 contracts
Threshold P-accounts2,000.00 contracts
Exercise of optionsCHF 1.00 per contract
Position transfer with cash transferCHF 13.00 per transaction

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 500 contracts.

Parameters

Maximum Spreads

2 alternative quotation requirements

1) 50% wider than the standard option

Bid up to (index points)

Maximum Spread (index points)

0 - 355.3
35 - 50015%
> 50075

2) in line with the standard option

Bid up to (index points)

Maximum Spread (index points)

0 - 353.5
35 - 50010%
> 50050

Minimum Quote Size

2 alternative quotation requirements

1) Specific quotation parameters

Term

Quotation on request (RMM)

Permanent quotation (PMM/AMM)

Permanent quotation
(PMM short)

Permanent quotation
(PMM long)

Front week 100  
Subsequent weeks 50  

2) Quotation parameters of the standard option

Term

Quotation on request (RMM)

Permanent quotation (PMM/AMM)

Permanent quotation
(PMM short)

Permanent quotation
(PMM long)

Front week 50  
Subsequent weeks 25  

Market Makers

Maturity Range for PMM/AMM

Maturity Range for PMM up to Front Week

Mistrade Ranges

Number of expiration weeks

Reference price (Index points)

Mistrade Range (Index points)

50 - 355.25
35.01 - 50015 %
> 50075.00

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

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

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

Crossing Parameters

(section 2.6 Eurex Trading Conditions)

(1) Orders and quotes relating to the same instrument or combined instrument may, in case they could immediately be executed against each other, neither be entered knowingly by an Exchange Participant (a cross trade) nor pursuant to a prior understanding by two different Exchange Participants (a pre-arranged trade), unless the conditions according to Paragraph 3 have been fulfilled. The same shall apply for the entry of orders as part of a quote.

(2) An Exchange Participant may submit a description of his internal and external links to the EDP system of Eurex Deutschland to the Market Surveillance Office of Eurex Deutschland with a view to a decision on whether the Exchange Participant acted knowingly within the meaning of Paragraph 1. The details of the specifications of the description of the IT linkage pursuant to Sentence 1 shall be determined by the Surveillance Office of Eurex Deutschland in agreement with the Management Board of Eurex Deutschland.

(3) A cross trade or a pre-arranged trade is admissible if a participant in a cross-trade or a pre-arranged trade, prior to entering his order or quote into the EDP system of Eurex Deutschland, announces his intention to execute a corresponding number of contracts as cross-trades or pre-arranged trades in the order book (“cross request”). The order or quote giving rise to the cross trade or pre-arranged trade must be entered one second at the earliest and 61 seconds at the latest with regard to Money Market Futures contracts, Fixed Income Futures contracts, options on Money Market Futures contracts and options on Fixed Income Futures contracts, respectively 31 seconds at the latest with regard to all other futures and option contracts after having entered the cross request. The purchasing Exchange Participant shall bear the responsibility for compliance with the content of the cross request entry. Entering a cross request without subsequently entering the respective order or quote is not admissible.

(4) Paragraphs 1 and 3 shall not apply to transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(5) Paragraph 1 shall apply mutatis mutandis to other behaviour constituting evasion of this regulation.

 

Market Status

XEUR

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Parts of the trading system are currently experiencing technical issues

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