MSCI USA ESG Screened Index Options (OMSU)

  • Currency
    USD
  • Product ISIN
    DE000A3DXF87
  • Underlying ISIN
    GB00BP68BS76

Statistics

Last update:Nov 26, 2022 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
Product type:
O
Stock exchange:
n/a
Underlying closing price:
3,607.29
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OMSU Dec 22 0 n/a 0 0 3,150/3,775 26
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OMSU Jan 23 0 n/a 0 0 3,150/3,775 26
CALL Jan 23 0 0 0
PUT Jan 23 0 0 0
OMSU Feb 23 0 n/a 0 0 3,350/3,775 18
CALL Feb 23 0 0 0
PUT Feb 23 0 0 0
OMSU Mar 23 0 n/a 0 0 3,150/3,775 26
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
OMSU Jun 23 0 n/a 0 0 2,950/3,950 21
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OMSU Sep 23 0 n/a 0 0 2,950/3,950 21
CALL Sep 23 0 0 0
PUT Sep 23 0 0 0
OMSU Dec 23 0 n/a 0 0 2,950/3,950 21
CALL Dec 23 0 0 0
PUT Dec 23 0 0 0
OMSU Mar 24 0 n/a 0 0 2,900/4,000 12
CALL Mar 24 0 0 0
PUT Mar 24 0 0 0
OMSU Jun 24 0 n/a 0 0 2,900/4,000 12
CALL Jun 24 0 0 0
PUT Jun 24 0 0 0
OMSU Sep 24 0 n/a 0 0 2,900/4,000 12
CALL Sep 24 0 0 0
PUT Sep 24 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Nov 25, 2022 6:45:46 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
3,775.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 46.10 11/25/2022 18:45:46 46.10 0 0 11/25/2022 n.a.
3,750.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.73% 52.40 11/25/2022 18:45:46 52.40 0 0 11/15/2022 n.a.
3,725.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.48% 59.80 11/25/2022 18:45:46 59.80 0 0 11/14/2022 n.a.
3,700.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.12% 68.40 11/25/2022 18:45:46 68.40 0 0 11/14/2022 n.a.
3,675.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.80% 78.20 11/25/2022 18:45:46 78.20 0 0 11/01/2022 n.a.
3,650.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.42% 89.40 11/25/2022 18:45:46 89.40 0 0 11/01/2022 n.a.
3,625.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.01% 102.00 11/25/2022 18:45:46 102.00 0 0 11/01/2022 n.a.
3,600.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.37% 116.00 11/25/2022 18:45:46 116.00 0 0 11/01/2022 n.a.
3,575.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.81% 131.10 11/25/2022 18:45:46 131.10 0 0 10/31/2022 n.a.
3,550.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.25% 147.10 11/25/2022 18:45:46 147.10 0 0 10/31/2022 n.a.
3,525.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.71% 164.10 11/25/2022 18:45:46 164.10 0 0 10/31/2022 n.a.
3,500.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.24% 181.90 11/25/2022 18:45:46 181.90 0 0 10/31/2022 n.a.
3,475.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.87% 200.40 11/25/2022 18:45:46 200.40 0 0 10/31/2022 n.a.
3,450.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.42% 219.70 11/25/2022 18:45:46 219.70 0 0 10/31/2022 n.a.
3,425.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.07% 239.60 11/25/2022 18:45:46 239.60 0 0 10/31/2022 n.a.
3,400.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.76% 260.00 11/25/2022 18:45:46 260.00 0 0 10/31/2022 n.a.
3,375.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.42% 281.00 11/25/2022 18:45:46 281.00 0 0 10/31/2022 n.a.
3,350.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.18% 302.30 11/25/2022 18:45:46 302.30 0 0 10/31/2022 n.a.
3,325.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.94% 324.10 11/25/2022 18:45:46 324.10 0 0 10/31/2022 n.a.
3,300.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.70% 346.30 11/25/2022 18:45:46 346.30 0 0 10/31/2022 n.a.
3,275.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.51% 368.70 11/25/2022 18:45:46 368.70 0 0 10/31/2022 n.a.
3,250.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.31% 391.40 11/25/2022 18:45:46 391.40 0 0 10/31/2022 n.a.
3,225.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.13% 414.30 11/25/2022 18:45:46 414.30 0 0 10/31/2022 n.a.
3,200.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.97% 437.50 11/25/2022 18:45:46 437.50 0 0 11/04/2022 n.a.
3,175.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.83% 460.80 11/25/2022 18:45:46 460.80 0 0 11/04/2022 n.a.
3,150.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.71% 484.20 11/25/2022 18:45:46 484.20 0 0 11/07/2022 n.a.
Total 0 0

Specifications

Contract Specifications

ContractProduct IDUnderlying
MSCI USA ESG Screened Index OptionsOMSU

MSCI USA ESG Screened Index (NTR, USD)

MSCI World ESG Screened Index OptionsOMSW

MSCI World ESG Screened Index (Price Index, USD)

MSCI Emerging Markets Asia ESG Screened Index OptionsOMSSMSCI Emerging Markets Asia ESG Screened Index (NTR, USD)
MSCI Emerging Markets ESG Screened Index OptionsOMSM

MSCI Emerging Markets ESG Screened Index (NTR, USD)

Settlement

Cash settlement, payable on the first exchange day following the final settlement day.

Contract values, price gradations and contract months

ContractContract valueMinimum price changeContract months
PointsValue
MSCI USA ESG Screened Index Options

USD 10

0.1

USD 1

24

MSCI World ESG Screened Index Options

USD 10

0.1

USD 1

24

MSCI Emerging Markets Asia ESG Screened Index Options

USD 10

0.1

USD 1

24

MSCI Emerging Markets ESG Screened Index Options

USD 10

0.1

USD 1

24

Expiration months (up to 24 months): The three nearest successive calendar months and the seven following quarterly months of the March, June, September and December cycle thereafter.

Last trading day and final settlement day

Last trading day is the third Friday of each expiration month if this is an exchange day both at Eurex; otherwise the exchange day immediately preceding that day.

Final settlement day of MSCI Index Options is the exchange day immediately following the last trading day.

Close of trading in the expiring option series on the last trading day is at 17:30 CET.

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for equity index options (as well as Weekly Options) are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.

Final settlement price

The final settlement price is established by Eurex on the final settlement day of the contract and is determined by the closing value of the respective Price, Net or Gross Total Return Index on the last trading day.

Exercise

European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).

Exercise prices

ContractExercise price intervals in index points for contract months with a remaining lifetime of
≤ 3 months4-6 months6-12 months13-24 months
MSCI USA ESG Screened Index Options

25

25

50

100

MSCI World ESG Screened Index Options

25

25

50

100

MSCI Emerging Markets Asia ESG Screened Index Options25

25

50

100

MSCI Emerging Markets ESG Screened Index Options25

25

50

100

 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.

Option premium

The equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade.


Further details are available in the clearing conditions and the contract specifications.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1 contract.

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 08:50 17:30 19:00 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:50 17:30 19:00 20:30 20:30

Trading Calendar

  • Jan 03
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • Jan 03
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Jan 06
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Jan 17
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Feb 21
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Apr 15
    Interest Rates | Equity | Equity Index | Dividends | Volatility | FX | ETF & ETC | Commodity | Holiday

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

  • Apr 18
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Holiday

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

  • May 02
    Equity | Dividends | FX | Equity Index | Great Britain | Holiday

    No cash payment in GBP

  • May 02
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • May 26
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 26
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • May 26
    Equity Index | Switzerland | Holiday

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

  • May 30
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 02
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Jun 03
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Jun 06
    Equity Index | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • Jun 06
    Equity Index | Switzerland | Holiday

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

  • Jun 06
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Jun 20
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Jun 24
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

  • Jul 04
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Aug 01
    Equity Index | Switzerland | Holiday

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

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

    No cash payment in CHF

  • Aug 29
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Sep 05
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Sep 19
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

  • Oct 10
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Oct 26
    Equity Index | Austria | Holiday

    Eurex is closed for trading and exercise in Austrian equity index derivatives

  • Nov 11
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Nov 24
    Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

    No cash payment in USD

  • Dec 06
    Equity Index | Finland | Holiday

    Eurex is closed for trading and exercise in Finnish equity index derivatives

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

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

  • Dec 27
    Equity Index | Great Britain | Holiday

    Eurex is closed for trading and exercise in British equity index derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) USD 0.54 per contract
Exchange transactions: Standard fees (M- and P-accounts) USD 0.50 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) USD 0.27 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) USD 0.25 per contract
TES transactions: Standard fees (A-accounts) USD 0.58 per contract
TES transactions: Standard fees (M- and P-accounts) USD 0.50 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold) USD 0.29 per contract
TES transactions: Reduced fees P-accounts (contract volume above threshold) USD 0.25 per contract
Eurex EnLight: Standard fees (A-accounts) USD 0.56 per contract
Eurex EnLight: Standard fees (M- and P-accounts) USD 0.50 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) USD 0.28 per contract
Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) USD 0.25 per contract
Threshold A-accounts 3,000.00 contracts
Threshold P-accounts 2,000.00 contracts
Exercise of options (A-accounts) USD 0.54 per contract
Exercise of options (M- and P-accounts) USD 0.50 per contract
Position transfer with cash transfer USD 13.00 per transaction

Market Status

XEUR

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