iShares Core EURO STOXX 50® UCITS Options (EUN2)

  • Bloomberg L.P.
    EUN2 GR Equity OMON
  • ComStock
    <17>l,EUN2\myssssss
  • FIDES Information Services
    O,EUN2
  • SIX Financial Information Ltd
    EUN2
  • Thomson Financial
    EUN2/O.EX*
  • thomsonreuters
    <0#EUNF.*EX>
  • Currency
    EUR
  • Product ISIN
    IE0008471009
  • Underlying ISIN
    IE0008471009

Statistics

Data is for 23.10.2020 Last update:Oct 24, 2020 12:00:00 AM

Traded contracts:
108.00
Open interest:
20,023.00
Product type:
O
Stock exchange:
n/a
Underlying closing price:
32.43
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
EUN2 Nov 20 3 n/a 1,698 1,695 0.01/38 23
CALL Nov 20 0 22 22
PUT Nov 20 3 1,676 1,673
EUN2 Dec 20 30 n/a 2,334 2,328 0.01/40 34
CALL Dec 20 0 333 333
PUT Dec 20 30 2,001 1,995
EUN2 Jan 21 0 n/a 2 2 27.5/37.5 21
CALL Jan 21 0 0 0
PUT Jan 21 0 2 2
EUN2 Mar 21 0 n/a 2,874 2,874 0.01/41 25
CALL Mar 21 0 100 100
PUT Mar 21 0 2,774 2,774
EUN2 Jun 21 1 n/a 11,821 11,821 14/42 24
CALL Jun 21 0 34 34
PUT Jun 21 1 11,787 11,787
EUN2 Sep 21 0 n/a 40 40 25/40 16
CALL Sep 21 0 19 19
PUT Sep 21 0 21 21
EUN2 Dec 21 74 n/a 1,244 1,180 16/44 15
CALL Dec 21 0 11 11
PUT Dec 21 74 1,233 1,169
EUN2 Jun 22 0 n/a 10 10 22/44 12
CALL Jun 22 0 0 0
PUT Jun 22 0 10 10
Total 108 n/a 20,023 19,950
Call 0 519 519
Put 108 19,504 19,431

Prices/Quotes

Last trade: Oct 23, 2020 7:20:28 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
38.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 10/23/2020 19:20:28 0.01 0 0 08/25/2020 n.a.
37.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.01 10/23/2020 19:20:28 0.01 0 0 08/24/2020 n.a.
37.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -50.00% 0.01 10/23/2020 19:20:28 0.01 0 0 08/24/2020 n.a.
36.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. +0.00% 0.02 10/23/2020 19:20:28 0.02 0 1 08/25/2020 n.a.
36.00 0 n.a. n.a. n.a. 0.01 n.a. 0.15 n.a. +0.00% 0.03 10/23/2020 19:20:28 0.03 0 0 08/24/2020 n.a.
35.50 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -16.67% 0.05 10/23/2020 19:20:28 0.05 0 0 08/24/2020 n.a.
35.00 0 n.a. n.a. n.a. n.a. n.a. 0.12 n.a. +0.00% 0.08 10/23/2020 19:20:28 0.08 0 0 08/24/2020 n.a.
34.50 0 n.a. n.a. n.a. 0.02 n.a. 0.17 n.a. +0.00% 0.13 10/23/2020 19:20:28 0.13 0 2 08/25/2020 n.a.
34.00 0 n.a. n.a. n.a. 0.12 n.a. 0.27 n.a. +10.53% 0.21 10/23/2020 19:20:28 0.21 0 10 10/19/2020 n.a.
33.50 0 n.a. n.a. n.a. 0.26 n.a. 0.41 n.a. +10.00% 0.33 10/23/2020 19:20:28 0.33 0 2 10/19/2020 n.a.
33.00 0 n.a. n.a. n.a. 0.45 n.a. 0.60 n.a. +13.04% 0.52 10/23/2020 19:20:28 0.52 0 5 10/20/2020 n.a.
32.50 0 n.a. n.a. n.a. 0.72 n.a. 0.87 n.a. +13.43% 0.76 10/23/2020 19:20:28 0.76 0 0 10/19/2020 n.a.
32.00 0 n.a. n.a. n.a. 1.01 n.a. 1.16 n.a. +14.89% 1.08 10/23/2020 19:20:28 1.08 0 0 08/24/2020 n.a.
31.50 0 n.a. n.a. n.a. 1.34 n.a. 1.54 n.a. +14.40% 1.43 10/23/2020 19:20:28 1.43 0 0 08/24/2020 n.a.
31.00 0 n.a. n.a. n.a. 1.68 n.a. 1.93 n.a. +12.35% 1.82 10/23/2020 19:20:28 1.82 0 0 08/24/2020 n.a.
30.50 0 n.a. n.a. n.a. 2.06 n.a. 2.36 n.a. +10.95% 2.23 10/23/2020 19:20:28 2.23 0 0 08/24/2020 n.a.
30.00 0 n.a. n.a. n.a. 2.45 n.a. 2.81 n.a. +9.47% 2.66 10/23/2020 19:20:28 2.66 0 1 10/23/2020 n.a.
29.50 0 n.a. n.a. n.a. 2.82 n.a. 3.24 n.a. +8.74% 3.11 10/23/2020 19:20:28 3.11 0 0 08/24/2020 n.a.
29.00 0 n.a. n.a. n.a. 3.28 n.a. 3.77 n.a. +7.53% 3.57 10/23/2020 19:20:28 3.57 0 1 10/12/2020 n.a.
28.50 0 n.a. n.a. n.a. 3.68 n.a. 4.23 n.a. +6.88% 4.04 10/23/2020 19:20:28 4.04 0 0 08/24/2020 n.a.
28.00 0 n.a. n.a. n.a. 4.16 n.a. 4.78 n.a. +6.35% 4.52 10/23/2020 19:20:28 4.52 0 0 09/22/2020 n.a.
27.50 0 n.a. n.a. n.a. 4.60 n.a. 5.29 n.a. +5.71% 5.00 10/23/2020 19:20:28 5.00 0 0 09/22/2020 n.a.
0.01 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.93% 32.42 10/23/2020 19:20:28 32.42 0 0 10/19/2020 n.a.
Total 0 22

Specifications

Contract Specifications

Contract standards

    
ContractProduct IDUnderlyingCurrency
Xtrackers MSCI Emerging Markets UCITS OptionsDBX1Xtrackers MSCI Emerging Markets UCITS ETFEUR
Xtrackers MSCI World Swap UCIT OptionsDBXWXtrackers MSCI World Swap UCIT ETFEUR
Xtrackers MSCI Europe UCITS OptionsDBXAXtrackers MSCI Europe UCITS ETFEUR
iShares Core DAX® (DE) OptionsEXS1iShares DAX® (DE) ETFEUR
iShares Core EURO STOXX 50® OptionsEUN2iShares EURO STOXX 50® ETFEUR
iShares EURO STOXX® Banks 30-15 UCITS (DE) OptionsEXX1iShares EURO STOXX® Banks 30-15 UCITS (DE) ETFEUR
iShares SMI® (CH) OptionsXMTiShares SMI® (CH) ETFCHF
iShares STOXX® Europe 600 UCITS (DE) OptionsEXSAiShares STOXX® Europe 600 UCITS (DE) ETFEUR
iShares Core MSCI Europe UCITS OptionsIQQYiShares MSCI Europe UCITS ETFEUR
iShares MSCI Emerging Markets UCITS OptionsIDEMiShares MSCI Emerging Markets UCITS ETFUSD
iShares Core MSCI World UCITS OptionsIWDAiShares Core MSCI World UCITS ETFUSD
iShares MSCI Brazil (DE) Options4BRZiShares MSCI Brazil (DE) ETFUSD
iShares Core S&P 500 UCITS OptionsCSPXiShares Core S&P 500 UCITS ETFUSD
iShares S&P 500 Financials UCITS OptionsIUFSiShares S&P 500 Financials UCITS ETFUSD
iShares S&P 500 Health Care UCITS OptionsIUHCiShares S&P 500 Health Care UCITS ETFUSD
iShares S&P 500 IT UCITS OptionsIUITiShares S&P 500 IT UCITS ETFUSD
iShares S&P 500 Energy UCITS OptionsIUESiShares S&P 500 Energy UCITS ETFUSD
iShares S&P 500 Utilities UCITS OptionsIUUSiShares S&P 500 Utilities UCITS ETFUSD
iShares European Property Yield UCITS OptionsIPRPiShares European Property Yield UCITS ETFEUR
iShares Core FTSE 100 UCITS OptionsISFiShares Core FTSE 100 UCITS ETFGBX
iShares FTSE 250 UCITS OptionsMIDDiShares FTSE 250 UCITS ETFGBX
iShares EUR High Yield Corporate Bond UCITS OptionsOHYGiShares EUR High Yield Corporate Bond UCITS ETFEUR
iShares USD High Yield Corporate Bond UCITS OptionsOHYUiShares USD High Yield Corporate Bond UCITS ETFUSD
iShares USD High Yield Corporate Bond UCITS Options [european]EHYUiShares USD High Yield Corporate Bond UCITS ETFUSD
iShares J.P. Morgan USD Emerging Market Bond UCITS OptionsOEMBiShares J.P. Morgan USD Emerging Market Bond UCITS ETFUSD
iShares J.P. Morgan USD Emerging Market Bond UCITS Options [european]EEMBiShares J.P. Morgan USD Emerging Market Bond UCITS ETFUSD
iShares EUR Corporate Bond UCITS OptionsOEACiShares USD Corporate Bond UCITS ETFEUR
iShares USD Corporate Bond UCITS OptionsOQDEiShares USD Corporate Bond UCITS ETFUSD
iShares USD Corporate Bond UCITS Options [european]ELQDiShares USD Corporate Bond UCITS ETFUSD
iShares USD Treasury Bond 20+yr UCITS OptionsODTLiShares USD Treasury Bond 20+yr UCITS ETFUSD


Contract size

100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares of the underlying.


Settlement

Physical delivery of 100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares two exchange days after the last trading day.


Minimum price change

EUR 0.01, CHF 0.01, USD 0.01 or GBX 0.25.


Contract months

Standard - 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.


Fixed Income ETF Options are generally available at Eurex Deutschland with terms of the next 13 consecutive months. The January and December expirations for the following two years are also available, if not already included in the next 13 consecutive month cycle. When the August contract expires, expiration of January for a fourth year shall become available. When the September contract expires, expiration of December for a fourth year shall become available.

For OHYG and OEAC options contracts are with terms up to the next, the second and the third succeeding expiration days as well as up to and including the next three succeeding quarterly expiration days (March, June, September, December) thereafter.

For EHYU, EEMB, ELQD and ODTL options contracts are with terms up to the next six succeeding expiration days as well as up to and including the next two succeeding quarterly expiration days (March, June, September, December) thereafter. 


Last trading day

The third Friday of each expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series (OHYU, OEMB, OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for all other option series at 17:20 CET.


Daily settlement price

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

Options on Xtrackers ETFs can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

OHYG, OEAC, ODTL, EHYU, EEMB and ELQD can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

The reference price for options on Xtrackers ETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to two decimal places. Since this price is not published before the respective next exchange day, the final settlement day for options on db x-trackers ETFs will be the exchange day immediately following the last trading day; this is typically the Monday following the third Friday of the expiration month.


Exercise prices

    
Exercise prices in EUR/CHFExercise price intervals in EUR or CHF for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
Up to 20.050.100.20
2 - 40.100.200.40
4 - 80.200.400.80
8 - 200.501.002.00
20 - 521.002.004.00
52 - 1002.004.008.00
100 - 2005.0010.0020.00
200 - 40010.0020.0040.00
> 40020.0040.0080.00


Exercise prices - iShares

    
ContractExercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months
iShares DAX® (DE) Options12.55
iShares EURO STOXX 50® Options0.512
iShares EURO STOXX® Banks 30-15 UCITS (DE) Options0.10.251
iShares SMI® (CH) Options12.55
iShares STOXX® Europe 600 UCITS (DE) Options0.250.51
iShares MSCI Europe UCITS Options0.512
iShares MSCI Emerging Markets UCITS Options0.512
iShares Core MSCI World UCITS Options0.2512
iShares MSCI Brazil (DE) Options0.250.51
iShares Core S&P 500 UCITS Options2.5510
iShares S&P 500 Financials UCITS Options0.10.251
iShares S&P 500 Health Care UCITS Options0.10.251
iShares S&P 500 IT UCITS Options0.10.251
iShares S&P 500 Energy UCITS Options0.10.251
iShares S&P 500 Utilities UCITS Options0.10.251
iShares European Property Yield UCITS Options0.512
iShares Core FTSE 100 UCITS Options51020
iShares FTSE 250 UCITS Options51020
iShares EUR High Yield Corporate Bond UCITS Options0.50.5n.a.
iShares USD High Yield Corporate Bond UCITS Options0.50.51
iShares J.P. Morgan USD Emerging Market Bond UCITS Options0.50.51
iShares EUR Corporate Bond UCITS Options0.50.5n.a.
iShares USD Corporate Bond UCITS Options0.50.51
iShares USD Treasury Bond 20+yr UCITS Options0.050.05n.a.


Number of exercise prices

Upon the admission of a contract, at least seven exercise prices shall be made available for each term 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

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 5,000 contracts.

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

Trading Calendar

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

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

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

    No cash payment in CHF

  • Apr 10
    Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity | Property Derivatives Holiday

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

  • Apr 13
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday

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

  • May 01
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday

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

  • May 21
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • Jun 01
    ETF & ETC | Exchange traded commodities derivatives Germany Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • Jun 01
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

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

    Eurex is closed for trading in all derivatives

  • Dec 25
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity | Property Derivatives Holiday

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

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

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-, M- and P-accounts) EUR 0.30 per contract
Position transfer with cash transfer EUR 7.50 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.

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.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.