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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:May 24, 2018 17:57:02

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 24.05.2018 17:57:02 0,005 0 2.000 01.03.2018 n.a.
113,10 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 0 28.02.2018 n.a.
113,00 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 0 29.01.2018 n.a.
112,90 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 345 16.03.2018 n.a.
112,80 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 2.000 20.03.2018 n.a.
112,70 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 0 29.01.2018 n.a.
112,60 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 0 26.02.2018 n.a.
112,50 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 500 21.05.2018 n.a.
112,40 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 2.100 21.05.2018 n.a.
112,30 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 3.200 27.03.2018 n.a.
112,20 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 0 21.500 23.05.2018 n.a.
112,10 0 n.a. n.a. n.a. 0,005 n.a. 0,010 n.a. +0,00% 0,005 24.05.2018 17:57:02 0,005 100 68.132 24.05.2018 n.a.
112,00 0 n.a. n.a. n.a. 0,035 n.a. 0,060 n.a. +25,00% 0,050 24.05.2018 17:57:02 0,050 1 24.501 24.05.2018 n.a.
111,90 0 n.a. n.a. n.a. 0,130 n.a. 0,155 n.a. +16,00% 0,145 24.05.2018 17:57:02 0,145 0 13.463 24.05.2018 n.a.
111,80 0 n.a. n.a. n.a. 0,230 n.a. 0,260 n.a. +8,89% 0,245 24.05.2018 17:57:02 0,245 0 5.580 17.05.2018 n.a.
111,70 0 n.a. n.a. n.a. 0,330 n.a. 0,355 n.a. +6,15% 0,345 24.05.2018 17:57:02 0,345 0 101 17.05.2018 n.a.
111,60 0 n.a. n.a. n.a. 0,430 n.a. 0,455 n.a. +4,71% 0,445 24.05.2018 17:57:02 0,445 0 0 27.11.2017 n.a.
111,50 0 n.a. n.a. n.a. 0,525 n.a. 0,560 n.a. +3,81% 0,545 24.05.2018 17:57:02 0,545 0 2 23.05.2018 n.a.
111,40 0 n.a. n.a. n.a. 0,625 n.a. 0,660 n.a. +3,20% 0,645 24.05.2018 17:57:02 0,645 0 0 27.11.2017 n.a.
111,30 0 n.a. n.a. n.a. 0,725 n.a. 0,760 n.a. +2,76% 0,745 24.05.2018 17:57:02 0,745 0 0 20.12.2017 n.a.
111,20 0 n.a. n.a. n.a. 0,825 n.a. 0,860 n.a. +2,42% 0,845 24.05.2018 17:57:02 0,845 0 0 21.12.2017 n.a.
111,10 0 n.a. n.a. n.a. 0,925 n.a. 0,960 n.a. +2,16% 0,945 24.05.2018 17:57:02 0,945 0 0 21.12.2017 n.a.
111,00 0 n.a. n.a. n.a. 1,025 n.a. 1,060 n.a. +1,95% 1,045 24.05.2018 17:57:02 1,045 0 0 12.01.2018 n.a.
110,90 0 n.a. n.a. n.a. 1,125 n.a. 1,160 n.a. +1,78% 1,145 24.05.2018 17:57:02 1,145 0 0 29.01.2018 n.a.
110,80 0 n.a. n.a. n.a. 1,225 n.a. 1,260 n.a. +1,63% 1,245 24.05.2018 17:57:02 1,245 0 0 29.01.2018 n.a.
110,70 0 n.a. n.a. n.a. 1,325 n.a. 1,360 n.a. +1,51% 1,345 24.05.2018 17:57:02 1,345 0 0 04.04.2018 n.a.
110,60 0 n.a. n.a. n.a. 1,425 n.a. 1,460 n.a. +1,40% 1,445 24.05.2018 17:57:02 1,445 0 0 29.01.2018 n.a.
110,00 0 n.a. n.a. n.a. 2,025 n.a. 2,060 n.a. +0,99% 2,045 24.05.2018 17:57:02 2,045 0 0 29.01.2018 n.a.
Total 101 143.424

Statistics

Data is forMay 24, 2018   Last update:May 25, 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 Jun 181020.010369,229110/113.228
 CALLJun 18101 143,323  
 PUTJun 181 225,906  
OGBS Jul 1838,6570.749262,897110.5/113.127
 CALLJul 1822,100 190,474  
 PUTJul 1816,557 72,423  
OGBS Aug 1820,0501.49191,810110.5/113.127
 CALLAug 188,050 56,310  
 PUTAug 1812,000 35,500  
OGBS Sep 1862,7700.000390,191111/11321
 CALLSep 1862,767 259,934  
 PUTSep 183 130,257  
Total  121,5790.3071,114,127  
 Call 93,018 650,041  
 Put 28,561 464,086  

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