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Options on Euro-Schatz Futures

Options on Euro-Schatz Futures (OGBS)

Product ISIN
DE0009652701
Underlying ISIN
DE0009652669
Currency
EUR

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Feb 22, 2018 17:47:41

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
113,20 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 4.400 27.11.2017 n.a.
113,10 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 0 06.02.2018 n.a.
113,00 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 492 29.11.2017 n.a.
112,90 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 0 28.08.2017 n.a.
112,80 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 0 28.08.2017 n.a.
112,70 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 0 28.08.2017 n.a.
112,60 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 4.200 15.01.2018 n.a.
112,50 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 19.425 15.01.2018 n.a.
112,40 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 20.000 18.12.2017 n.a.
112,30 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 33.039 18.01.2018 n.a.
112,20 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 82.962 21.02.2018 n.a.
112,10 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 0 66.629 21.02.2018 n.a.
112,00 0 n.a. n.a. n.a. n.a. n.a. 0,010 n.a. +0,00% 0,005 22.02.2018 17:47:41 0,005 584 151.996 22.02.2018 n.a.
111,90 0 n.a. n.a. n.a. 0,025 n.a. 0,040 n.a. +60,00% 0,040 22.02.2018 17:47:41 0,040 7.893 72.944 21.02.2018 n.a.
111,80 0 n.a. n.a. n.a. 0,115 n.a. 0,140 n.a. +23,81% 0,130 22.02.2018 17:47:41 0,130 4.542 24.271 13.02.2018 n.a.
111,70 0 n.a. n.a. n.a. 0,215 n.a. 0,240 n.a. +12,20% 0,230 22.02.2018 17:47:41 0,230 0 0 28.08.2017 n.a.
111,60 0 n.a. n.a. n.a. 0,310 n.a. 0,340 n.a. +8,20% 0,330 22.02.2018 17:47:41 0,330 0 0 28.08.2017 n.a.
111,50 0 n.a. n.a. n.a. 0,410 n.a. 0,440 n.a. +6,17% 0,430 22.02.2018 17:47:41 0,430 0 0 28.08.2017 n.a.
111,40 0 n.a. n.a. n.a. 0,510 n.a. 0,540 n.a. +4,95% 0,530 22.02.2018 17:47:41 0,530 0 0 13.09.2017 n.a.
111,30 0 n.a. n.a. n.a. 0,615 n.a. 0,640 n.a. +4,13% 0,630 22.02.2018 17:47:41 0,630 0 0 01.11.2017 n.a.
111,20 0 n.a. n.a. n.a. 0,710 n.a. 0,740 n.a. +3,55% 0,730 22.02.2018 17:47:41 0,730 0 0 01.11.2017 n.a.
111,10 0 n.a. n.a. n.a. 0,810 n.a. 0,840 n.a. +3,11% 0,830 22.02.2018 17:47:41 0,830 0 0 01.11.2017 n.a.
111,00 0 n.a. n.a. n.a. 0,910 n.a. 0,940 n.a. +2,76% 0,930 22.02.2018 17:47:41 0,930 0 0 01.11.2017 n.a.
110,90 0 n.a. n.a. n.a. 1,010 n.a. 1,040 n.a. +2,49% 1,030 22.02.2018 17:47:41 1,030 0 0 01.11.2017 n.a.
110,80 0 n.a. n.a. n.a. 1,110 n.a. 1,140 n.a. +2,26% 1,130 22.02.2018 17:47:41 1,130 0 0 20.12.2017 n.a.
110,70 0 n.a. n.a. n.a. 1,210 n.a. 1,240 n.a. +2,07% 1,230 22.02.2018 17:47:41 1,230 0 0 12.01.2018 n.a.
110,60 0 n.a. n.a. n.a. 1,310 n.a. 1,340 n.a. +1,92% 1,330 22.02.2018 17:47:41 1,330 0 0 29.01.2018 n.a.
Total 13.019 480.358

Statistics

Data is forFeb 22, 2018   Last update:Feb 23, 2018 00:00:00

Product type:
O
Stock exchange:
n/a
Underlying closing price:
0
Product nameContract typeExpiryTraded contractsPut/Call ratioOpen interestStrike price rangeStrike price series
OGBS Mar 1840,2550.814727,304110.6/113.227
 CALLMar 1822,188 463,897  
 PUTMar 1818,067 263,407  
OGBS Apr 185,0011.500439,195110.4/112.926
 CALLApr 182,000 284,696  
 PUTApr 183,001 154,499  
OGBS May 1810,0000.00010,000110.4/112.926
 CALLMay 1810,000 10,000  
 PUTMay 180 0  
OGBS Jun 180n/a9,269110/113.534
 CALLJun 180 2  
 PUTJun 180 9,267  
Total  55,2560.6161,185,768  
 Call 34,188 758,595  
 Put 21,068 427,173  

Trading

Contract Specifications

Version : 13 Mar 2017

Contract Standards

Futures on notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany with remaining terms and a coupon of:

Contract

Options on
Product IDUnderlyingRemaining Term of the Underlying YearsCoupon

Percent
Euro-Schatz FuturesOGBSEuro-Schatz Futures1.75 to 2.256
Euro-Bobl FuturesOGBMEuro-Bobl Futures4.5 to 5.56
Euro-Bund FuturesOGBLEuro-Bund Futures8.5 to 10.56

 

Contract Size

One fixed income futures contract.

 

Settlement

The exercise of an option on fixed income futures results in the creation of a corresponding position in the fixed income futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.

 

Price Quotation and Minimum Price Change
Price quotation is based on points.

Options onMinimum Price Change
PointsValue
Euro-Schatz Futures0.005EUR 5
Euro-Bobl Futures0.005EUR 5
Euro-Bund Futures0.01EUR 10

 

Contract Months

Up to 6 months:The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter.

Calendar Months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option.

Quarterly Months: The maturity month of the underlying futures contract and the expiration month of the option are identical.

 

Last Trading Day

Last Trading Day is the last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month.

Unless at least two exchange days lie between the last Friday of a month and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. An exchange day within the meaning of this exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S.

Close of trading in all option series on the Last Trading Day is at 17:15 CET.

 

Daily Settlement Price

The Daily Settlement Price is established by Eurex. The Daily Settlement Prices for options on fixed income futures are determined trough the binomial model according to Cox/Ross/Rubinstein.

 

Exercise

American-style; an option can be exercised until the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option, or until 18:00 CET on the Last Trading Day

 

Exercise Prices

Options onExercise Intervals
Points
Euro-Schatz Futures0.1
Euro-Bobl Futures0.25
Euro-Bund Futures0.50
Euro-OAT Futures0.25

 

Number of Exercise Prices

Upon the admission of the options, at least nine exercise prices shall be made available for each term 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.

 

Option Premium

The premium is settled using the futures-style method.

 

Options on Fixed Income Futures are available for trading in the U.S.

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0017:1518:30
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
07:3008:0017:1517:4518:00

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-, M- and P-accounts)EUR 0.20 per contract
Exchange transactions: Reduced fees (contract volume above threshold)EUR 0.10 per contract
TES transactions: Standard fees (A, M- and P-accounts)EUR 0.20 per contract
TES transactions: Reduced fees (contract volume above threshold)EUR 0.10 per contract
Threshold A-accounts4,000.00 contracts
Threshold P-accounts4,000.00 contracts
Position Closing AdjustmentsEUR 0.40 per contract
Exercise of optionsEUR 0.20 per contract
Assignment of optionsEUR 0.20 per contract
Position transfer with cash transferEUR 7.50 per transaction