CECE® EUR Index Options (OCEE)

  • interactive data
    OCEE\myssssss
  • thomsonreuters
    <0#FCEE*.EX>
  • Bloomberg L.P.
    CECEEURO OMON
  • Currency
    EUR
  • Product ISIN
    DE000A1YD5R4
  • Underlying ISIN
    AT0000726476

Statistics

Data is for 30.10.2020 Last update:Oct 31, 2020 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
Product type:
O
Stock exchange:
n/a
Underlying closing price:
1,095.53
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OCEE Nov 20 0 n/a 0 0 925/1,500 24
CALL Nov 20 0 0 0
PUT Nov 20 0 0 0
OCEE Dec 20 0 n/a 0 0 800/2,000 38
CALL Dec 20 0 0 0
PUT Dec 20 0 0 0
OCEE Jan 21 0 n/a 0 0 925/1,350 18
CALL Jan 21 0 0 0
PUT Jan 21 0 0 0
OCEE Mar 21 0 n/a 0 0 750/1,750 32
CALL Mar 21 0 0 0
PUT Mar 21 0 0 0
OCEE Jun 21 0 n/a 0 0 700/2,200 26
CALL Jun 21 0 0 0
PUT Jun 21 0 0 0
OCEE Sep 21 0 n/a 0 0 750/1,600 18
CALL Sep 21 0 0 0
PUT Sep 21 0 0 0
OCEE Dec 21 0 n/a 0 0 600/2,400 19
CALL Dec 21 0 0 0
PUT Dec 21 0 0 0
OCEE Jun 22 0 n/a 0 0 600/2,200 17
CALL Jun 22 0 0 0
PUT Jun 22 0 0 0
OCEE Dec 22 0 n/a 0 0 600/2,400 19
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OCEE Jun 23 0 n/a 0 0 700/1,800 12
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OCEE Dec 23 0 n/a 0 0 600/2,200 17
CALL Dec 23 0 0 0
PUT Dec 23 0 0 0
OCEE Dec 24 0 n/a 0 0 600/2,200 17
CALL Dec 24 0 0 0
PUT Dec 24 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Oct 30, 2020 6:57:15 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
1,500.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,475.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,450.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,425.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,400.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,375.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,350.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,325.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -50.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,300.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -66.67% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,275.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -75.00% 0.10 10/30/2020 18:57:15 0.10 0 0 08/20/2020 n.a.
1,250.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -62.50% 0.30 10/30/2020 18:57:15 0.30 0 0 08/20/2020 n.a.
1,225.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -62.50% 0.60 10/30/2020 18:57:15 0.60 0 0 08/20/2020 n.a.
1,200.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -53.57% 1.30 10/30/2020 18:57:15 1.30 0 0 08/20/2020 n.a.
1,175.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -49.09% 2.80 10/30/2020 18:57:15 2.80 0 0 08/20/2020 n.a.
1,150.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -42.86% 6.00 10/30/2020 18:57:15 6.00 0 0 08/20/2020 n.a.
1,125.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -36.36% 11.90 10/30/2020 18:57:15 11.90 0 0 09/01/2020 n.a.
1,100.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -31.94% 21.10 10/30/2020 18:57:15 21.10 0 0 09/04/2020 n.a.
1,075.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -26.95% 34.70 10/30/2020 18:57:15 34.70 0 0 09/18/2020 n.a.
1,050.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.59% 52.10 10/30/2020 18:57:15 52.10 0 0 09/22/2020 n.a.
1,025.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -18.18% 72.90 10/30/2020 18:57:15 72.90 0 0 09/22/2020 n.a.
1,000.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -14.73% 96.10 10/30/2020 18:57:15 96.10 0 0 09/25/2020 n.a.
975.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -12.68% 119.80 10/30/2020 18:57:15 119.80 0 0 10/16/2020 n.a.
950.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.82% 144.20 10/30/2020 18:57:15 144.20 0 0 10/29/2020 n.a.
925.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -9.54% 168.80 10/30/2020 18:57:15 168.80 0 0 10/29/2020 n.a.
Total 0 0

Specifications

Contract Specifications


ContractProduct IDUnderlying
CECE® EUR Index OptionsOCEECECE® EUR, the composite Eastern European index of Vienna Stock Exchange comprising the stocks included
in the Hungarian Traded Index (HTX), Czech Traded Index (CTX) and Polish Traded Index (PTX)


Settlement

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

Contract values, price quotation and minimum price change

ContractContract value per index pointMinimum price change
PointsValue
CECE® EUR Index OptionsEUR 100.1EUR 1


Contract months

Up to 60 months: The three nearest successive calendar months, the three following quarterly months of the March, June, September and December cycle thereafter, the four 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 and final settlement day

Last trading day is the final settlement day of each expiration month.

Final settlement day is 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 on the last trading day is at 17:10 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 value of the CECE® EUR Index, based on the closing prices calculated by means of the respective electronic trading system for the index component shares.


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
≤ 6 months≤ 12 months> 12 months
CECE® EUR Index Options2550100

 

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.

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 10 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 08:50 17:10 19:00 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:50 17:10 19:00 20:30 20:30

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

  • Jan 02
    Equity Index Switzerland Holiday

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

  • Jan 06
    Equity Index Finland Holiday

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

  • Jan 20
    Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Feb 17
    Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • 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

  • May 21
    Equity Index Finland Holiday

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

  • May 21
    Equity Index Switzerland Holiday

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

  • May 25
    Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

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

    No cash payment in CHF

  • Jun 01
    Equity Index Switzerland Holiday

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

  • Jun 01
    Equity Index Austria Holiday

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

  • Jun 01
    Equity Index Germany Holiday

    Eurex is closed for trading and exercise in German equity index derivatives; exceptions: trading in FDAX, F2MX, FDIV, FTDX and FDXM takes place.

  • Jun 18
    Equity Index Finland Last Trading Day

    Last Trading Day for Finnish equity index derivatives

  • Jun 19
    Equity Index Finland Holiday

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

  • Sep 07
    Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • Oct 12
    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 26
    Equity | Equity Index | Bloomberg | Gold Derivatives | Silver Derivatives | Exchange traded commodities derivatives | FX Brazil | Canada | Russia | USA Holiday

    No cash payment in USD

  • 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 0.33 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.30 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.17 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.15 per contract
TES transactions: Standard fees (A-accounts) EUR 0.35 per contract
TES transactions: Standard fees (M- and P-accounts) EUR 0.30 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.18 per contract
TES transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.15 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.34 per contract
Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.30 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.17 per contract
Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.15 per contract
Threshold A-accounts 3,000.00 contracts
Threshold P-accounts 2,000.00 contracts
Exercise of options (A-, M- and P-accounts) EUR 0.33 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

XEUR

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