Fresenius (FRE)

  • Contract size
    100
  • Minimum price change
    0.01
  • Contract months
    60
  • Currency
    EUR
  • Product ISIN
    DE0005785604
  • Underlying ISIN
    DE0005785604

Statistics

Data is for 19.04.2021 Last update:Apr 20, 2021 12:00:00 AM

Traded contracts:
2,459
Open interest (adj.):
369,267
Product type:
O
Stock exchange:
XETR
Underlying closing price:
38.79
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
FRE May 21 966 1.910 9,283 8,522 0.01/45 34
CALL May 21 332 3,665 3,418
PUT May 21 634 5,618 5,104
FRE Jun 21 298 0.684 115,723 115,502 0.01/76 49
CALL Jun 21 177 66,805 66,689
PUT Jun 21 121 48,918 48,813
FRE Jul 21 41 0.171 41 0 32.5/44.5 25
CALL Jul 21 35 35 0
PUT Jul 21 6 6 0
FRE Sep 21 231 0.090 38,901 38,847 0.01/48 14
CALL Sep 21 212 15,824 15,774
PUT Sep 21 19 23,077 23,073
FRE Dec 21 19 0.118 118,830 118,828 14/84 28
CALL Dec 21 17 66,067 66,066
PUT Dec 21 2 52,763 52,762
FRE Mar 22 150 0.000 1,402 1,252 28/48 11
CALL Mar 22 150 1,326 1,176
PUT Mar 22 0 76 76
FRE Jun 22 750 n/a 24,715 23,965 16/68 14
CALL Jun 22 0 8,249 8,249
PUT Jun 22 750 16,466 15,716
FRE Dec 22 2 1.000 39,909 39,910 16/76 15
CALL Dec 22 1 15,480 15,480
PUT Dec 22 1 24,429 24,430
FRE Jun 23 0 n/a 1,511 1,511 20/68 11
CALL Jun 23 0 11 11
PUT Jun 23 0 1,500 1,500
FRE Dec 23 0 n/a 13,597 13,597 16/76 15
CALL Dec 23 0 3,757 3,757
PUT Dec 23 0 9,840 9,840
FRE Dec 24 0 n/a 6,620 6,620 16/76 14
CALL Dec 24 0 416 416
PUT Dec 24 0 6,204 6,204
FRE Dec 25 2 0.000 713 713 24/52 8
CALL Dec 25 2 12 12
PUT Dec 25 0 701 701
Total 2,459 1.656 371,245 369,267
Call 926 181,647 181,048
Put 1,533 189,598 188,219

Prices/Quotes

Last trade: Apr 20, 2021 6:45:02 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
45.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.00% 0.09 04/20/2021 18:45:02 0.09 0 0 04/13/2021 n.a.
44.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -16.67% 0.10 04/20/2021 18:45:02 0.10 0 0 04/07/2021 n.a.
44.00 0 n.a. n.a. n.a. n.a. n.a. 0.44 n.a. -21.43% 0.11 04/20/2021 18:45:02 0.11 0 1 04/20/2021 n.a.
43.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -23.53% 0.13 04/20/2021 18:45:02 0.13 0 0 03/29/2021 n.a.
43.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -20.00% 0.16 04/20/2021 18:45:02 0.16 0 13 04/20/2021 n.a.
42.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.00% 0.18 04/20/2021 18:45:02 0.18 0 39 04/14/2021 n.a.
42.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.00% 0.21 04/20/2021 18:45:02 0.21 0 24 04/20/2021 n.a.
41.50 0 n.a. n.a. n.a. n.a. n.a. 0.52 n.a. -27.78% 0.26 04/20/2021 18:45:02 0.26 0 302 04/20/2021 n.a.
41.00 0 n.a. n.a. n.a. n.a. n.a. 1.02 n.a. -25.00% 0.33 04/20/2021 18:45:02 0.33 0 65 04/20/2021 n.a.
40.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.45% 0.41 04/20/2021 18:45:02 0.41 0 61 04/20/2021 n.a.
40.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -25.71% 0.52 04/20/2021 18:45:02 0.52 0 1,133 04/19/2021 n.a.
39.50 0 n.a. n.a. n.a. n.a. n.a. 1.12 n.a. -24.71% 0.64 04/20/2021 18:45:02 0.64 1 59 04/13/2021 n.a.
39.00 0 n.a. n.a. n.a. 0.49 n.a. 1.50 n.a. -24.30% 0.81 04/20/2021 18:45:02 0.81 2 524 04/20/2021 n.a.
38.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.90% 1.01 04/20/2021 18:45:02 1.01 0 36 04/14/2021 n.a.
38.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.36% 1.25 04/20/2021 18:45:02 1.25 0 216 04/14/2021 n.a.
37.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -20.31% 1.53 04/20/2021 18:45:02 1.53 0 6 04/20/2021 n.a.
37.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -18.86% 1.85 04/20/2021 18:45:02 1.85 0 30 04/15/2021 n.a.
36.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -16.54% 2.22 04/20/2021 18:45:02 2.22 0 163 04/12/2021 n.a.
36.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -15.26% 2.61 04/20/2021 18:45:02 2.61 0 221 03/17/2021 n.a.
35.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -13.96% 3.02 04/20/2021 18:45:02 3.02 0 10 04/14/2021 n.a.
35.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -12.63% 3.46 04/20/2021 18:45:02 3.46 0 195 04/06/2021 n.a.
34.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -11.74% 3.91 04/20/2021 18:45:02 3.91 0 0 02/22/2021 n.a.
34.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.43% 4.38 04/20/2021 18:45:02 4.38 0 3 04/14/2021 n.a.
33.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.68% 4.85 04/20/2021 18:45:02 4.85 0 0 02/22/2021 n.a.
33.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.87% 5.34 04/20/2021 18:45:02 5.34 0 333 04/14/2021 n.a.
32.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.35% 5.82 04/20/2021 18:45:02 5.82 0 0 02/22/2021 n.a.
32.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.75% 6.31 04/20/2021 18:45:02 6.31 0 0 02/22/2021 n.a.
31.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.23% 6.80 04/20/2021 18:45:02 6.80 0 0 02/22/2021 n.a.
31.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.77% 7.30 04/20/2021 18:45:02 7.30 0 225 04/14/2021 n.a.
30.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.48% 7.79 04/20/2021 18:45:02 7.79 0 0 02/22/2021 n.a.
30.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.01% 8.29 04/20/2021 18:45:02 8.29 0 6 03/22/2021 n.a.
29.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.69% 8.79 04/20/2021 18:45:02 8.79 0 0 02/24/2021 n.a.
29.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.40% 9.29 04/20/2021 18:45:02 9.29 0 0 02/26/2021 n.a.
0.01 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.37% 38.25 04/20/2021 18:45:02 38.25 0 0 04/19/2021 n.a.
Total 3 3,665

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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Fresenius