RDX® USD Options (ORDX)

  • Bloomberg L.P.
    RDXUSD Index
  • thomsonreuters
    <0#ORDX*EX:>
  • Currency
    USD
  • Product ISIN
    DE000A1N5H57
  • Underlying ISIN
    AT0000634076

Statistics

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

Traded contracts:
1,000.00
Open interest:
10,000.00
Product type:
O
Stock exchange:
n/a
Underlying closing price:
1,281.03
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
ORDX Nov 20 1,000 0.000 1,000 0 1,050/1,600 23
CALL Nov 20 1,000 1,000 0
PUT Nov 20 0 0 0
ORDX Dec 20 0 n/a 7,500 7,500 600/2,000 40
CALL Dec 20 0 500 500
PUT Dec 20 0 7,000 7,000
ORDX Jan 21 0 n/a 500 500 1,075/1,450 16
CALL Jan 21 0 0 0
PUT Jan 21 0 500 500
ORDX Mar 21 0 n/a 0 0 700/1,850 34
CALL Mar 21 0 0 0
PUT Mar 21 0 0 0
ORDX Jun 21 0 n/a 1,000 1,000 750/1,950 25
CALL Jun 21 0 1,000 1,000
PUT Jun 21 0 0 0
ORDX Sep 21 0 n/a 0 0 900/1,700 17
CALL Sep 21 0 0 0
PUT Sep 21 0 0 0
ORDX Dec 21 0 n/a 0 0 600/2,150 31
CALL Dec 21 0 0 0
PUT Dec 21 0 0 0
ORDX Jun 22 0 n/a 0 0 500/2,300 26
CALL Jun 22 0 0 0
PUT Jun 22 0 0 0
ORDX Dec 22 0 n/a 0 0 500/2,400 26
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
ORDX Jun 23 0 n/a 0 0 800/1,900 12
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
ORDX Dec 23 0 n/a 0 0 500/2,400 26
CALL Dec 23 0 0 0
PUT Dec 23 0 0 0
ORDX Dec 24 0 n/a 0 0 500/2,400 26
CALL Dec 24 0 0 0
PUT Dec 24 0 0 0
ORDX Dec 25 0 n/a 0 0 500/2,400 26
CALL Dec 25 0 0 0
PUT Dec 25 0 0 0
ORDX Dec 26 0 n/a 0 0 500/2,400 20
CALL Dec 26 0 0 0
PUT Dec 26 0 0 0
ORDX Dec 27 0 n/a 0 0 500/2,400 20
CALL Dec 27 0 0 0
PUT Dec 27 0 0 0
ORDX Dec 28 0 n/a 0 0 500/2,400 20
CALL Dec 28 0 0 0
PUT Dec 28 0 0 0
ORDX Dec 29 0 n/a 0 0 500/2,400 20
CALL Dec 29 0 0 0
PUT Dec 29 0 0 0
Total 1,000 0.000 10,000 9,000
Call 1,000 2,500 1,500
Put 0 7,500 7,500

Prices/Quotes

Last trade: Oct 23, 2020 7:22:41 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
1,600.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/23/2020 19:22:41 0.10 0 0 08/24/2020 n.a.
1,575.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/23/2020 19:22:41 0.10 0 0 08/24/2020 n.a.
1,550.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.10 10/23/2020 19:22:41 0.10 0 0 08/24/2020 n.a.
1,525.00 0 n.a. n.a. n.a. n.a. n.a. 8.00 n.a. +0.00% 0.10 10/23/2020 19:22:41 0.10 0 0 08/24/2020 n.a.
1,500.00 0 n.a. n.a. n.a. 0.10 n.a. 8.00 n.a. +100.00% 0.20 10/23/2020 19:22:41 0.20 0 0 08/24/2020 n.a.
1,475.00 0 n.a. n.a. n.a. 0.10 n.a. 8.00 n.a. +66.67% 0.50 10/23/2020 19:22:41 0.50 0 0 08/24/2020 n.a.
1,450.00 0 n.a. n.a. n.a. 0.10 n.a. 8.00 n.a. +66.67% 1.00 10/23/2020 19:22:41 1.00 0 0 08/24/2020 n.a.
1,425.00 0 n.a. n.a. n.a. 0.10 n.a. 8.00 n.a. +57.14% 2.20 10/23/2020 19:22:41 2.20 0 0 08/24/2020 n.a.
1,400.00 0 n.a. n.a. n.a. 0.70 n.a. 8.50 n.a. +53.57% 4.30 10/23/2020 19:22:41 4.30 0 0 08/24/2020 n.a.
1,375.00 0 n.a. n.a. n.a. 4.00 n.a. 12.00 n.a. +45.28% 7.70 10/23/2020 19:22:41 7.70 0 0 08/24/2020 n.a.
1,350.00 0 n.a. n.a. n.a. 8.90 n.a. 16.90 n.a. +44.44% 13.00 10/23/2020 19:22:41 13.00 0 0 08/24/2020 n.a.
1,325.00 0 n.a. n.a. n.a. 16.70 n.a. 24.70 n.a. +39.46% 20.50 10/23/2020 19:22:41 20.50 0 0 08/24/2020 n.a.
1,300.00 0 n.a. n.a. n.a. 26.90 n.a. 34.90 n.a. +34.36% 30.50 10/23/2020 19:22:41 30.50 0 0 08/24/2020 n.a.
1,275.00 0 n.a. n.a. n.a. 40.30 n.a. 48.30 n.a. +30.61% 43.10 10/23/2020 19:22:41 43.10 0 0 08/24/2020 n.a.
1,250.00 0 n.a. n.a. n.a. 54.60 n.a. 65.50 n.a. +27.02% 58.30 10/23/2020 19:22:41 58.30 0 0 08/24/2020 n.a.
1,225.00 0 n.a. n.a. n.a. 71.10 n.a. 85.30 n.a. +23.82% 75.90 10/23/2020 19:22:41 75.90 0 0 08/28/2020 n.a.
1,200.00 0 n.a. n.a. n.a. 89.20 n.a. 107.00 n.a. +21.04% 95.50 10/23/2020 19:22:41 95.50 0 0 09/03/2020 n.a.
1,175.00 0 n.a. n.a. n.a. 108.00 n.a. 129.60 n.a. +18.26% 116.60 10/23/2020 19:22:41 116.60 0 0 09/04/2020 n.a.
1,150.00 0 n.a. n.a. n.a. 128.90 n.a. 154.60 n.a. +16.05% 138.80 10/23/2020 19:22:41 138.80 0 0 09/09/2020 n.a.
1,125.00 0 n.a. n.a. n.a. 149.00 n.a. 178.70 n.a. +14.03% 161.70 10/23/2020 19:22:41 161.70 0 0 09/22/2020 n.a.
1,100.00 0 n.a. n.a. n.a. 170.30 n.a. 204.30 n.a. +12.51% 185.30 10/23/2020 19:22:41 185.30 0 0 09/28/2020 n.a.
1,075.00 0 n.a. n.a. n.a. 191.60 n.a. 229.90 n.a. +11.16% 209.20 10/23/2020 19:22:41 209.20 0 0 09/30/2020 n.a.
1,050.00 0 n.a. n.a. n.a. 213.40 n.a. 256.00 n.a. +10.09% 233.50 10/23/2020 19:22:41 233.50 0 0 10/16/2020 n.a.
Total 0 0

Specifications

Contract Specifications


ContractProduct IDUnderlying
RDX® EUR OptionsORDERDX® EUR, the Russian blue chip index of Vienna Stock Exchange AG
RDX® USD OptionsORDXRDX® USD, the Russian blue chip index of Vienna Stock Exchange AG


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
RDX® EUR OptionsEUR 100.1EUR 1
RDX® USD OptionsUSD 100.1USD 1


Contract months

ORDE - 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.


ORDX - up to 119 months (9 years and 11 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 seven 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 16:30 CET.

Daily settlement price
The daily settlement price is establischd 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 RDX® EUR / RDX® USD, based on the closing prices of the London Stock Exchange (IOB) 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
RDX® EUR Options2550100
RDX® USD 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 100 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 17:30 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 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-, M- and P-accounts) USD 0.40 per contract
Exchange transactions: Reduced fees A, M- and P-accounts (contract volume above threshold) USD 0.20 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) USD 0.40 per contract
TES transactions / Eurex EnLight: Reduced fees (contract volume above threshold) USD 0.20 per contract
Threshold A-accounts 1,000.00 contracts
Threshold P-accounts 1,000.00 contracts
Exercise of options (A-, M- and P-accounts) USD 0.40 per contract
Position transfer with cash transfer USD 13.00 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.