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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:Aug 16, 2018 17:34:24

Strike priceVers. num.Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
115,00 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 367 12.06.2018 n.a.
114,10 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
114,00 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,90 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,80 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,70 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,60 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,50 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 30.05.2018 n.a.
113,40 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 1.250 05.06.2018 n.a.
113,30 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 29.05.2018 n.a.
113,20 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 200 20.06.2018 n.a.
113,10 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 28.05.2018 n.a.
113,00 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 04.05.2018 n.a.
112,90 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 0 04.05.2018 n.a.
112,80 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 10.108 11.07.2018 n.a.
112,70 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 1.250 11.06.2018 n.a.
112,60 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 14.641 06.07.2018 n.a.
112,50 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 9.572 13.08.2018 n.a.
112,40 0 n.a. n.a. n.a. n.a. n.a. 0,005 n.a. +0,00% 0,005 16.08.2018 17:34:24 0,005 0 11.592 03.08.2018 n.a.
112,30 0 n.a. n.a. n.a. n.a. n.a. 0,010 n.a. -50,00% 0,005 16.08.2018 17:34:24 0,005 0 12.066 13.08.2018 n.a.
112,20 0 n.a. n.a. n.a. 0,005 n.a. 0,020 n.a. -50,00% 0,010 16.08.2018 17:34:24 0,010 0 42.142 13.08.2018 n.a.
112,10 0 n.a. n.a. n.a. 0,015 n.a. 0,035 n.a. -44,44% 0,025 16.08.2018 17:34:24 0,025 1.000 72.579 14.08.2018 n.a.
112,00 0 n.a. n.a. n.a. 0,060 n.a. 0,080 n.a. -26,32% 0,070 16.08.2018 17:34:24 0,070 750 75.687 15.08.2018 n.a.
111,90 0 n.a. n.a. n.a. 0,140 n.a. 0,170 n.a. -14,29% 0,150 16.08.2018 17:34:24 0,150 0 44.186 13.08.2018 n.a.
111,80 0 n.a. n.a. n.a. 0,235 n.a. 0,265 n.a. -9,26% 0,245 16.08.2018 17:34:24 0,245 0 6.239 07.08.2018 n.a.
111,70 0 n.a. n.a. n.a. 0,330 n.a. 0,370 n.a. -6,76% 0,345 16.08.2018 17:34:24 0,345 0 14.500 17.05.2018 n.a.
111,60 0 n.a. n.a. n.a. 0,430 n.a. 0,470 n.a. -5,32% 0,445 16.08.2018 17:34:24 0,445 0 0 26.02.2018 n.a.
111,50 0 n.a. n.a. n.a. 0,530 n.a. 0,565 n.a. -4,39% 0,545 16.08.2018 17:34:24 0,545 0 0 26.02.2018 n.a.
111,40 0 n.a. n.a. n.a. 0,630 n.a. 0,665 n.a. -3,73% 0,645 16.08.2018 17:34:24 0,645 0 0 26.02.2018 n.a.
111,30 0 n.a. n.a. n.a. 0,730 n.a. 0,765 n.a. -3,25% 0,745 16.08.2018 17:34:24 0,745 0 0 26.02.2018 n.a.
111,20 0 n.a. n.a. n.a. 0,830 n.a. 0,865 n.a. -2,87% 0,845 16.08.2018 17:34:24 0,845 0 0 26.02.2018 n.a.
111,10 0 n.a. n.a. n.a. 0,930 n.a. 0,965 n.a. -2,58% 0,945 16.08.2018 17:34:24 0,945 0 0 26.02.2018 n.a.
111,00 0 n.a. n.a. n.a. 1,030 n.a. 1,065 n.a. -2,34% 1,045 16.08.2018 17:34:24 1,045 0 0 15.05.2018 n.a.
110,90 0 n.a. n.a. n.a. 1,120 n.a. 1,170 n.a. -2,14% 1,145 16.08.2018 17:34:24 1,145 0 0 28.05.2018 n.a.
110,80 0 n.a. n.a. n.a. 1,220 n.a. 1,270 n.a. -1,97% 1,245 16.08.2018 17:34:24 1,245 0 0 28.05.2018 n.a.
110,70 0 n.a. n.a. n.a. 1,320 n.a. 1,370 n.a. -1,82% 1,345 16.08.2018 17:34:24 1,345 0 0 07.06.2018 n.a.
110,60 0 n.a. n.a. n.a. 1,420 n.a. 1,470 n.a. -1,70% 1,445 16.08.2018 17:34:24 1,445 0 0 25.06.2018 n.a.
110,50 0 n.a. n.a. n.a. 1,520 n.a. 1,570 n.a. -1,59% 1,545 16.08.2018 17:34:24 1,545 0 0 25.06.2018 n.a.
110,40 0 n.a. n.a. n.a. 1,620 n.a. 1,670 n.a. -1,50% 1,645 16.08.2018 17:34:24 1,645 0 0 25.06.2018 n.a.
110,30 0 n.a. n.a. n.a. 1,720 n.a. 1,770 n.a. -1,41% 1,745 16.08.2018 17:34:24 1,745 0 0 25.06.2018 n.a.
110,20 0 n.a. n.a. n.a. 1,820 n.a. 1,870 n.a. -1,34% 1,845 16.08.2018 17:34:24 1,845 0 0 25.06.2018 n.a.
110,10 0 n.a. n.a. n.a. 1,920 n.a. 1,970 n.a. -1,27% 1,945 16.08.2018 17:34:24 1,945 0 0 25.06.2018 n.a.
110,00 0 n.a. n.a. n.a. 2,020 n.a. 2,070 n.a. -1,21% 2,045 16.08.2018 17:34:24 2,045 0 0 06.07.2018 n.a.
109,90 0 n.a. n.a. n.a. 2,120 n.a. 2,170 n.a. -1,15% 2,145 16.08.2018 17:34:24 2,145 0 0 31.07.2018 n.a.
Total 1.750 316.379

Statistics

Data is forAug 16, 2018   Last update:Aug 17, 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 Sep 1817,3300.386646,689109.9/11544
 CALLSep 1812,500 310,572  
 PUTSep 184,830 336,117  
OGBS Oct 180n/a183,110109.8/11443
 CALLOct 180 157,646  
 PUTOct 180 25,464  
OGBS Nov 1815,0000.00099,000109.8/11443
 CALLNov 1815,000 63,000  
 PUTNov 180 36,000  
OGBS Dec 180n/a219,689109.8/11443
 CALLDec 180 38,086  
 PUTDec 180 181,603  
Total  32,3300.1761,148,488  
 Call 27,500 569,304  
 Put 4,830 579,184  

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