Deutsche Bank (DBK)

  • Contract size
    100
  • Minimum price change
    0.01
  • Contract months
    60
  • Bloomberg L.P.
    DBK GR Equity OMON
  • ComStock
    <17>l,DBK\myssssss
  • FIDES Information Services
    O,DBK
  • SIX Financial Information Ltd
    DBK
  • Thomson Financial
    DBK/O.EX*
  • thomsonreuters
    <0#DBKGn*.EX>
  • vwd
    6341-6347
  • Currency
    EUR
  • Product ISIN
    DE0005140008
  • Underlying ISIN
    DE0005140008

Statistics

Data is for 21.01.2021 Last update:Jan 22, 2021 12:00:00 AM

Traded contracts:
8,945
Open interest (adj.):
1,842,499
Product type:
O
Stock exchange:
XETR
Underlying closing price:
9.16
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
DBK Feb 21 1,552 0.155 46,807 45,923 0.01/12.4 33
CALL Feb 21 1,344 32,386 31,634
PUT Feb 21 208 14,421 14,289
DBK Mar 21 2,426 0.870 1,075,295 1,073,557 0.01/14 51
CALL Mar 21 1,297 971,441 970,734
PUT Mar 21 1,129 103,854 102,823
DBK Apr 21 1,491 0.673 2,073 590 7.4/12 27
CALL Apr 21 891 1,274 391
PUT Apr 21 600 799 199
DBK Jun 21 515 0.000 152,036 151,834 0.01/28 29
CALL Jun 21 515 71,022 70,820
PUT Jun 21 0 81,014 81,014
DBK Sep 21 504 0.004 9,180 8,728 4/20 21
CALL Sep 21 502 4,089 3,638
PUT Sep 21 2 5,091 5,090
DBK Dec 21 1,704 0.868 378,625 377,257 2.8/32 30
CALL Dec 21 912 145,503 144,703
PUT Dec 21 792 233,122 232,554
DBK Jun 22 552 0.380 24,549 24,051 3.2/18 13
CALL Jun 22 400 14,476 14,130
PUT Jun 22 152 10,073 9,921
DBK Dec 22 200 0.000 137,666 137,520 3.2/28 16
CALL Dec 22 200 68,085 67,939
PUT Dec 22 0 69,581 69,581
DBK Jun 23 0 n/a 0 0 4/16 10
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
DBK Dec 23 1 0.000 18,551 18,551 3.2/16 14
CALL Dec 23 1 7,585 7,585
PUT Dec 23 0 10,966 10,966
DBK Dec 24 0 n/a 3,848 3,848 3.2/16 12
CALL Dec 24 0 1,883 1,883
PUT Dec 24 0 1,965 1,965
DBK Dec 25 0 n/a 640 640 5.6/16 8
CALL Dec 25 0 30 30
PUT Dec 25 0 610 610
Total 8,945 0.476 1,849,270 1,842,499
Call 6,062 1,317,774 1,313,487
Put 2,883 531,496 529,012

Prices/Quotes

Last trade: Jan 21, 2021 6:40:26 PM

Strike price Vers. num. Opening price High Low Bid price Bid vol Ask price Ask vol Diff. to prev. day last Last price Date Time Daily settlem. price Traded contracts Open interest (adj.) Open interest date Last trading day
12.20 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 01/21/2021 18:40:26 0.01 0 0 12/04/2020 n.a.
12.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 01/21/2021 18:40:26 0.01 0 200 12/17/2020 n.a.
11.80 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 01/21/2021 18:40:26 0.01 0 3 01/21/2021 n.a.
11.60 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 01/21/2021 18:40:26 0.01 0 4 12/04/2020 n.a.
11.40 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 01/21/2021 18:40:26 0.01 0 0 11/23/2020 n.a.
11.20 0 n.a. n.a. n.a. n.a. n.a. 0.12 n.a. -50.00% 0.01 01/21/2021 18:40:26 0.01 0 280 01/18/2021 n.a.
11.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. -33.33% 0.02 01/21/2021 18:40:26 0.02 0 3,006 01/20/2021 n.a.
10.80 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.00% 0.03 01/21/2021 18:40:26 0.03 0 42 01/18/2021 n.a.
10.60 0 n.a. n.a. n.a. n.a. n.a. 0.50 n.a. -20.00% 0.04 01/21/2021 18:40:26 0.04 617 3,404 01/21/2021 n.a.
10.40 0 n.a. n.a. n.a. 0.02 n.a. n.a. n.a. -14.29% 0.06 01/21/2021 18:40:26 0.06 101 2,613 01/21/2021 n.a.
10.20 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -11.11% 0.08 01/21/2021 18:40:26 0.08 12 1,039 01/20/2021 n.a.
10.00 0 n.a. n.a. n.a. 0.11 n.a. 0.25 n.a. +0.00% 0.13 01/21/2021 18:40:26 0.13 9 11,076 01/21/2021 n.a.
9.80 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.56% 0.17 01/21/2021 18:40:26 0.17 4 1,818 01/21/2021 n.a.
9.60 0 n.a. n.a. n.a. n.a. n.a. 0.34 n.a. -4.17% 0.23 01/21/2021 18:40:26 0.23 554 2,193 01/21/2021 n.a.
9.40 0 n.a. n.a. n.a. 0.25 n.a. n.a. n.a. -3.23% 0.30 01/21/2021 18:40:26 0.30 12 2,451 01/21/2021 n.a.
9.20 0 n.a. n.a. n.a. 0.13 n.a. n.a. n.a. -2.44% 0.40 01/21/2021 18:40:26 0.40 0 283 01/15/2021 n.a.
9.00 0 n.a. n.a. n.a. 0.21 n.a. n.a. n.a. -3.85% 0.50 01/21/2021 18:40:26 0.50 20 1,669 01/18/2021 n.a.
8.80 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.13% 0.62 01/21/2021 18:40:26 0.62 0 1,117 01/20/2021 n.a.
8.60 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.80% 0.76 01/21/2021 18:40:26 0.76 0 75 12/09/2020 n.a.
8.40 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.13% 0.92 01/21/2021 18:40:26 0.92 15 124 01/20/2021 n.a.
8.20 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.80% 1.09 01/21/2021 18:40:26 1.09 0 114 12/14/2020 n.a.
8.00 0 n.a. n.a. n.a. 1.18 n.a. n.a. n.a. -2.33% 1.26 01/21/2021 18:40:26 1.26 0 14 01/18/2021 n.a.
7.90 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.17% 1.35 01/21/2021 18:40:26 1.35 0 0 11/23/2020 n.a.
7.80 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.04% 1.44 01/21/2021 18:40:26 1.44 0 6 12/24/2020 n.a.
7.70 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.92% 1.53 01/21/2021 18:40:26 1.53 0 58 01/08/2021 n.a.
7.60 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.41% 1.62 01/21/2021 18:40:26 1.62 0 30 01/15/2021 n.a.
7.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.29% 1.71 01/21/2021 18:40:26 1.71 0 0 11/23/2020 n.a.
7.40 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.16% 1.81 01/21/2021 18:40:26 1.81 0 0 11/23/2020 n.a.
7.30 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.06% 1.90 01/21/2021 18:40:26 1.90 0 15 12/07/2020 n.a.
7.20 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.96% 2.00 01/21/2021 18:40:26 2.00 0 0 12/24/2020 n.a.
7.10 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.87% 2.10 01/21/2021 18:40:26 2.10 0 0 12/22/2020 n.a.
Total 1,344 31,634

Specifications

Contract Specifications

Settlement

Physical delivery of underlying shares two exchange days after exercise.


Contract months

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.


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.

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 Russian equity options and 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 ≤ 2.000.020.050.100.20
2.00 < EP ≤ 4.000.050.100.200.40
4.00 < EP ≤ 8.000.100.200.400.80
8.00 < EP ≤ 20.000.200.501.002.00
20.00 < EP ≤ 52.000.501.002.004.00
52.00 < EP ≤ 100.001.002.004.008.00
100.00 < EP ≤ 200.002.005.0010.0020.00
200.00 < EP ≤ 400.005.0010.0020.0040.00
400.00 < EP10.0020.0040.0080.00

* only for equity options with group IDs DE11, DE12, DE14, AT12, CH11, CH12, CH14, FI11, FI12, FI14, IT11, IT12, RU11, RU12 and SE12.


Exercise prices (Spanish equity options)

  
Exercise prices in EURExercise price intervals in EUR
0.05 ≤ EP ≤ 0.950.05
1.00 ≤ EP ≤ 4.900.10
5.00 ≤ EP ≤ 9.750.25
10.00 ≤ EP ≤ 19.500.50
20.00 ≤ EP ≤ 49.001.00
50.00 ≤ EP ≤ 98.002.00
100.00 ≤ EP ≤ 195.005.00
200.00 ≤ EP ≤ 390.0010.00
> 400.0020.00



Exercise prices (Belgian, French and Dutch equity options)

     
Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime of
1 month≤ 3 months4-12 months
EP ≤ 5.000.050.10EP ≤ 4.800.20
5.00 < EP ≤ 10.000.100.204.80 < EP ≤ 10.000.40
10.00 < EP ≤ 25.000.200.5010.00 < EP ≤ 26.001.00
25.00 < EP ≤ 50.000.501.0026.00 < EP ≤ 52.002.00
50.00 < EP ≤ 100.001.002.0052.00 < EP ≤ 100.004.00
100.00 < EP ≤ 200.002.005.00100.00 < EP ≤ 200.0010.00
200.00 < EP ≤ 400.005.0010.00200.00 < EP ≤ 400.0020.00
400.00 < EP10.0020.00400.00 < EP40.00


Exercise prices in EURExercise price intervals in EUR for expiration months with a remaining lifetime
of > 12 months
EP ≤ 4.800.40
4.80 < EP ≤ 9.600.80
9.60 < EP ≤ 10.000.40
10.00 < EP ≤ 24.002.00
24.00 < EP ≤ 64.004.00
64.00 < EP ≤ 96.008.00
96.00 < EP ≤ 100.004.00
100.00 < EP ≤ 200.0020.00
200.00 < EP ≤ 400.0040.00
400.00 < EP80.00


Exercise prices (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 ≤ 52.001.002.004.00
52.00 < EP ≤ 100.002.004.008.00
100.00 < EP ≤ 200.005.0010.0020.00
200.00 < EP ≤ 400.0010.0020.0040.00
400.00 < EP ≤ 800.0020.0040.0080.00
800.00 < EP ≤ 2,000.0050.00100.00200.00
2,000.00 < EP ≤ 4,000.00100.00200.00400.00
4,000.00 < EP200.00400.00800.00


Exercise prices (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 ≤ 0.520.010.020.04
0.52 < EP ≤ 1.000.020.040.08
1.00 < EP ≤ 2.000.050.100.20
2.00 < EP ≤ 4.000.100.200.40
4.00 < EP ≤ 8.000.200.400.80
8.00 < EP ≤ 20.000.501.002.00
20.00 < EP ≤ 40.001.002.004.00
40.00 < EP2.004.008.00



Exercise prices (German, Finnish, Italian and Swiss Weekly Options)

  
Exercise prices in EUR or CHFExercise price intervals in EUR or CHF
EP ≤ 2.000.02
2.00 < EP ≤ 4.000.05
4.00 < EP ≤ 8.000.10
8.00 < EP ≤ 20.000.20
20.00 < EP ≤ 52.000.50
52.00 < EP ≤ 100.001.00
100.00 < EP ≤ 200.002.00
200.00 < EP ≤ 400.005.00
400.00 < EP10.00


Exercise prices (Belgian, French and Dutch Weekly Options)

  
Exercise prices in EURExercise price intervals in EUR
EP ≤ 50.05
5.00 < EP ≤ 10.000.10
10.00 < EP ≤ 25.000.20
25.00 < EP ≤ 50.000.50
50.00 < EP ≤ 100.001.00
100.00 < EP ≤ 200.002.00
200.00 < EP ≤ 400.005.00
400.00 < EP10.00


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 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.

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:31 19:00 19:30 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:31 19:00 19:30 20:00

Trading Calendar

  • Jan 01
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • Jan 15
    Equity Last Trading Day

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

  • Feb 19
    Equity Last Trading Day

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

  • Mar 19
    Equity Last Trading Day

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

  • Apr 02
    Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity Holiday

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

  • Apr 05
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • Apr 16
    Equity Last Trading Day

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

  • May 21
    Equity Last Trading Day

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

  • May 24
    Equity Germany Holiday

    Eurex is closed for trading and exercise in German equity derivatives

  • Jun 18
    Equity Last Trading Day

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

  • Jul 16
    Equity Last Trading Day

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

  • Aug 20
    Equity Last Trading Day

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

  • Sep 17
    Equity Last Trading Day

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

  • Oct 15
    Equity Last Trading Day

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

  • Nov 19
    Equity Last Trading Day

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

  • Dec 17
    Equity Last Trading Day

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

  • Dec 24
    Volatility | FX | Interest Rate | Equity Index | ETF & ETC | Equity | Dividend | Commodity Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    Commodity | Dividend | Equity | ETF & ETC | Equity Index | Interest Rate | FX | Volatility Holiday

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.15 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.10 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.08 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.05 per contract
TES transactions: Standard fees (A-accounts) EUR 0.17 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.16 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.10 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.09 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.08 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.05 per contract
Threshold A-accounts 1,000.00 contracts
Threshold P-accounts 500.00 contracts
Exercise of options A-accounts EUR 0.15 per contract
Exercise of options M- and P-accounts EUR 0.10 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

XEUR

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Deutsche-Bank