Equity Options

ABB-Accelleron Basket (ABBA)

  • Contract size
    100
  • Minimum price change
    0.01
  • Contract months
    60
  • Bloomberg L.P.
    ABBN VX Equity OMON
  • Refinitiv
    <0#ABBN*.EX>
  • Currency
    CHF
  • Product ISIN
    DE000A30A285
  • Underlying ISIN
    DE000A30A285

Prices/Quotes

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Statistics

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Specifications

Contract Specifications

Settlement

Physical delivery of underlying shares two exchange days after exercise.

Term

Up to 12 months: The three nearest successive calendar months and the three following quarterly months of the March, June, September and December cycle thereafter.

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.

Up to 60 months: The three nearest successive calendar months, the three (for Spanish equity options nine) following quarterly months of the March, June, September and December cycle thereafter, and the four (for Spanish equity options the nearest) following semi-annual months of the June and December cycle thereafter, and the two following annual months of the December cycle thereafter.

Products marked above with "incl. W" have four further expirations at the beginning at the term. Thus, together with the standard expiration, expirations of the five next successive calendar weeks are consistently available for trading.

Last trading day

Last trading day is the third Friday, for Italian equity options the day before the third Friday, of each expiration month, if this is an exchange day; otherwise, the exchange day immediately preceding that day. In addition, last trading day for equity options with weekly expiration cycle is the Friday, for such Italian equity options the day before the Friday, of the respective expiration week.

If the preceding exchange day is not in the same calendar month as the Friday of the expiration week, the last trading day shall be the exchange day following the Friday of the expiration week.

Daily settlement price

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

European-style for equity options with group ID DE 14, CH14, FI14, FR14 and NL14; an option can only be exercised on the last trading day until the end of the Post-Trading Full Period (20:00 CET).

Exercise prices

Standard

Exercise prices in EUR, CHF or USDExercise price intervals in EUR, CHF or USD for expiration months with a remaining lifetime of
1 month*≤ 3 months4-12 months> 12 months

EP ≤ 2.00

0.02

0.05

0.10

0.20

2.00 < EP ≤ 4.00

0.05

0.10

0.20

0.40

4.00 < EP ≤ 8.00

0.10

0.20

0.40

0.80

8.00 < EP ≤ 20.00

0.20

0.50

1.00

2.00

20.00 < EP ≤ 52.00

0.50

1.00

2.00

4.00

52.00 < EP ≤ 100.00

1.00

2.00

4.00

8.00

100.00 < EP ≤ 200.00

2.00

5.00

10.00

20.00

200.00 < EP ≤ 400.00

5.00

10.00

20.00

40.00

400.00 < EP

10.00

20.00

40.00

80.00

* only for equity options with group IDs DE11, DE12, DE14, AT12, CH11, CH12, CH14, FI11, FI12, FI14, IT11, IT12 and SE12.

Spanish equity options

Exercise prices in EURExercise price intervals in EUR

0.05 ≤ EP ≤ 0.95

0.05

1.00 ≤ EP ≤ 4.90

0.10

5.00 ≤ EP ≤ 9.75

0.25

10.00 ≤ EP ≤ 19.50

0.50

20.00 ≤ EP ≤ 49.00

1.00

50.00 ≤ EP ≤ 98.00

2.00

100.00 ≤ EP ≤ 195.00

5.00

200.00 ≤ EP ≤ 390.00

10.00

> 400.00

20.00

Belgian, French, Dutch and Swedish equity options

Exercise prices in EUR/SEKExercise price intervals in EUR/SEK for expiration months with a remaining lifetime of
1 month≤ 3 months4-12 months

EP ≤ 5.00

0.05

0.10

EP ≤ 4.80

0.20

5.00 < EP ≤ 10.00

0.10

0.20

4.80 < EP ≤ 10.00

0.40

10.00 < EP ≤ 25.00

0.20

0.50

10.00 < EP ≤ 26.00

1.00

25.00 < EP ≤ 50.00

0.50

1.00

26.00 < EP ≤ 52.00

2.00

50.00 < EP ≤ 100.00

1.00

2.00

52.00 < EP ≤ 100.00

4.00

100.00 < EP ≤ 200.00

2.00

5.00

100.00 < EP ≤ 200.00

10.00

200.00 < EP ≤ 400.00

5.00

10.00

200.00 < EP ≤ 400.00

20.00

400.00 < EP

10.00

20.00

400.00 < EP

40.00

Exercise prices in EUR/SEKExercise price intervals in EUR/SEK for expiration months with a remaining lifetime of > 12 months

EP ≤ 4.80

0.40

4.80 < EP ≤ 9.60

0.80

9.60 < EP ≤ 10.00

0.40

10.00 < EP ≤ 24.00

2.00

24.00 < EP ≤ 64.00

4.00

64.00 < EP ≤ 96.00

8.00

96.00 < EP ≤ 100.00

4.00

100.00 < EP ≤ 200.00

20.00

200.00 < EP ≤ 400.00

40.00

400.00 < EP

80.00

British equity options

Exercise prices in GBXExercise price intervals in GBX for expiration months with a remaining lifetime of
≤ 3 months4-12 months> 12 months

EP ≤ 52.00

1.00

2.00

4.00

52.00 < EP ≤ 100.00

2.00

4.00

8.00

100.00 < EP ≤ 200.00

5.00

10.00

20.00

200.00 < EP ≤ 400.00

10.00

20.00

40.00

400.00 < EP ≤ 800.00

20.00

40.00

80.00

800.00 < EP ≤ 2,000.00

50.00

100.00

200.00

2,000.00 < EP ≤ 4,000.00

100.00

200.00

400.00

4,000.00 < EP

200.00

400.00

800.00

Irish equity options

Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime of
≤ 3 months4-12 months> 12 months

EP ≤ 0.52

0.01

0.02

0.04

0.52 < EP ≤ 1.00

0.02

0.04

0.08

1.00 < EP ≤ 2.00

0.05

0.10

0.20

2.00 < EP ≤ 4.00

0.10

0.20

0.40

4.00 < EP ≤ 8.00

0.20

0.40

0.80

8.00 < EP ≤ 20.00

0.50

1.00

2.00

20.00 < EP ≤ 40.00

1.00

2.00

4.00

40.00 < EP

2.00

4.00

8.00

Number of exercise prices

Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months 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.

Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two are out-of-the-money.
 

Upon the admission of Dutch, Belgian and French options, at least nine exercise prices shall be made available for each due date with a term of up to 12 months 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.

Upon the admission of Dutch, Belgian and French options, at least seven exercise prices shall be made available for each due date with a term of more than 12 months 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.

Block Trades

The Minimum Block Trade Sizes (MBTS) of its T7 Entry Services and for its selective request for quote service Eurex EnLight (EMBTS) can be found in the file TES parameters under 
Data > Trading files > T7 Entry Service parameters.

Market-Making Parameter

All quotation parameters at a glance

  • Quotation period
  • Maturity range
  • Spread class & Maximum Spread
  • Minimum Quote Size
Liquidity Provider schemes

Mistrade Parameter

This file provides an overview of mistrade ranges for Options and Futures including information on their behavior close to expiration and in stressed markets.
 

Mistrade Ranges

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 Trader or several Exchange Traders of an Admitted Company (a “Cross Trade”) nor pursuant to a prior understanding between Exchange Traders of two different admitted companies (a “Pre-Arranged Trade”), unless the conditions according to Paragraph 2 have been fulfilled. The same shall apply for the entry of Orders as part of a Quote.

(2) A Cross Trade or a Pre-Arranged Trade is admissible if a participant in a Cross Trade or a Pre-Arranged Trade Eurex Trading System, announces his intention to execute a corresponding number of Contracts as Cross Trades or Pre-Arranged Trades in the Order Book (“Trade Request”). The buying participant has to ensure that he himself or the selling participant enters the Trade Request. The Order or Quote giving rise to the Cross Trade or Pre-Arranged Trade must be entered one second at the earliest and 121 seconds at the latest after the entry of the Trade Request. Entering a Trade Request without entering the respective Order or Quote is not admissible.

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

(4) The automated entry functionality for Cross Trades or Pre-Arranged Trades of the Eurex Trading System may be used for entering Cross Trades or Pre-Arranged Trades. In this case, announcement and entry of the corresponding Orders pursuant to Paragraph 2 will be automated. 

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:52 17:20 19:00 19:30 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:52 17:20 19:00 19:30 20:00

Trading Calendar

  • Jan 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Jan 02
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jan 02
    Equity | Switzerland | Holiday

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

  • Jan 05
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jan 12
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jan 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Jan 26
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Feb 02
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Feb 09
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Feb 16
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Feb 23
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Mar 01
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Mar 08
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Mar 15
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Mar 22
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Mar 29
    Interest Rates | Equity | Equity Index | Dividends | Cryptocurrency | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 05
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Apr 12
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Apr 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Apr 26
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • May 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • May 03
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 09
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 09
    Equity | Switzerland | Holiday

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

  • May 10
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • May 10
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 17
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • May 17
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 20
    Equity | Switzerland | Holiday

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

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 20
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 24
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • May 31
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jun 05
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 07
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jun 14
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jun 21
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Jun 21
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 28
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jul 05
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jul 12
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Jul 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Jul 26
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Aug 01
    Equity | Switzerland | Holiday

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

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 02
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Aug 09
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Aug 16
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Aug 23
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Aug 30
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Sep 06
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Sep 13
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Sep 20
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Sep 27
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Oct 04
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Oct 11
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Oct 18
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Oct 25
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Nov 01
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Nov 08
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Nov 15
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Nov 22
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Nov 29
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Dec 06
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Dec 13
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Dec 20
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Dec 25
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 26
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 27
    Equity Options | Last Trading Day

    Last Trading Day for equity options (weekly expiration)

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) CHF 0.22 per contract
Exchange transactions: Standard fees (M- and P-accounts) CHF 0.15 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) CHF 0.11 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) CHF 0.08 per contract
TES transactions / Eurex EnLight: Standard fees (A-accounts) CHF 0.22 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) CHF 0.15 per contract
TES transactions / Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) CHF 0.11 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) CHF 0.08 per contract
Threshold A-accounts 1,000.00 contracts
Threshold P-accounts 500.00 contracts
Exercise of options A-accounts CHF 0.22 per contract
Exercise of options M- and P-accounts CHF 0.15 per contract
Position transfer with cash transfer CHF 13.00 per transaction

Market Status

XEUR

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.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

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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