3rd Friday Weekly Options on Euro-Bund Futures (OGB3)

  • Bloomberg L.P.
    RXWmyyC# 3 Comdty
  • Currency
    EUR
  • Product ISIN
    DE000A13RL68
  • Underlying ISIN
    DE0009652644

Statistics

Last update:Feb 08, 2023 12:00:00 AM

Traded contracts:
2,478
Open interest (adj.):
2,583
Product type:
O
Stock exchange:
n/a
Underlying closing price:
0.00
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
OGB3 Mar 23 2,478 0.000 5,057 2,583 130.5/146 32
CALL Mar 23 2,477 2,779 305
PUT Mar 23 1 2,278 2,278
Total 2,478 0.000 5,057 2,583
Call 2,477 2,779 305
Put 1 2,278 2,278

Prices/Quotes

Last trade: Feb 08, 2023 1:19:40 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
145.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 1,100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 0 01/23/2023 n.a.
145.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 1,100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 0 01/23/2023 n.a.
144.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 0 01/23/2023 n.a.
144.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 2 02/02/2023 n.a.
143.50 0 n.a. n.a. n.a. n.a. n.a. 0.01 100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 0 01/23/2023 n.a.
143.00 0 n.a. n.a. n.a. n.a. n.a. 0.01 100 +0.00% 0.01 02/07/2023 17:39:18 0.01 0 3 02/07/2023 n.a.
142.50 0 n.a. n.a. n.a. n.a. n.a. 0.02 850 -50.00% 0.01 02/07/2023 17:39:18 0.01 0 0 01/23/2023 n.a.
142.00 0 n.a. n.a. n.a. n.a. n.a. 0.02 741 -33.33% 0.02 02/07/2023 17:39:18 0.02 0 3 02/07/2023 n.a.
141.50 0 n.a. n.a. n.a. n.a. n.a. 0.02 100 -40.00% 0.03 02/07/2023 17:39:18 0.03 0 0 01/23/2023 n.a.
141.00 0 0.03 0.03 0.03 0.01 611 0.03 642 -40.00% 0.03 02/08/2023 13:19:40 0.05 1 2 02/02/2023 n.a.
140.50 0 n.a. n.a. n.a. 0.02 554 0.04 587 -36.36% 0.07 02/07/2023 17:39:18 0.07 0 16 02/07/2023 n.a.
140.00 0 0.07 0.07 0.07 0.04 100 0.06 538 -36.36% 0.07 02/08/2023 08:01:03 0.11 10 605 02/08/2023 n.a.
139.50 0 0.10 0.10 0.10 0.06 506 0.09 909 -37.50% 0.10 02/08/2023 09:31:45 0.16 1 4 02/07/2023 n.a.
139.00 0 0.15 0.15 0.15 0.10 367 0.13 731 -37.50% 0.15 02/08/2023 13:12:43 0.24 2 1,210 02/08/2023 n.a.
138.50 0 0.22 0.22 0.21 0.15 325 0.19 647 -35.29% 0.22 02/08/2023 09:28:38 0.34 22 2 02/07/2023 n.a.
138.00 0 n.a. n.a. n.a. 0.23 289 0.27 289 -18.64% 0.48 02/07/2023 17:39:18 0.48 602 605 02/08/2023 n.a.
137.50 0 0.43 0.43 0.43 0.34 261 0.38 261 -33.85% 0.43 02/08/2023 13:13:48 0.65 2 3 02/08/2023 n.a.
137.00 0 0.58 0.58 0.52 0.48 239 0.53 478 -39.53% 0.52 02/08/2023 10:02:26 0.86 2 319 02/08/2023 n.a.
136.50 0 0.80 0.80 0.75 0.66 221 0.71 221 -29.73% 0.78 02/08/2023 12:32:56 1.11 13 1 02/07/2023 n.a.
136.00 0 n.a. n.a. n.a. 0.88 202 0.94 202 -11.95% 1.40 02/07/2023 17:39:18 1.40 0 1 01/30/2023 n.a.
135.50 0 1.10 1.13 1.10 1.14 200 1.21 200 -34.68% 1.13 02/08/2023 09:42:55 1.73 2 1 02/08/2023 n.a.
135.00 0 n.a. n.a. n.a. 1.43 100 1.53 100 -9.13% 2.09 02/07/2023 17:39:18 2.09 0 1 01/30/2023 n.a.
134.50 0 1.92 1.92 1.92 1.77 100 1.88 100 -22.89% 1.92 02/08/2023 09:19:35 2.49 1 0 01/23/2023 n.a.
134.00 0 n.a. n.a. n.a. 2.14 100 2.26 100 -7.05% 2.90 02/07/2023 17:39:18 2.90 0 1 01/31/2023 n.a.
133.50 0 n.a. n.a. n.a. 2.55 100 2.66 100 -6.18% 3.34 02/07/2023 17:39:18 3.34 0 0 01/23/2023 n.a.
133.00 0 n.a. n.a. n.a. 2.98 100 3.10 100 -5.24% 3.80 02/07/2023 17:39:18 3.80 0 0 01/23/2023 n.a.
132.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.91% 4.26 02/07/2023 17:39:18 4.26 0 0 01/23/2023 n.a.
132.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.44% 4.74 02/07/2023 17:39:18 4.74 0 0 01/24/2023 n.a.
131.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.86% 5.23 02/07/2023 17:39:18 5.23 0 0 01/30/2023 n.a.
131.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.54% 5.72 02/07/2023 17:39:18 5.72 0 0 01/31/2023 n.a.
130.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.27% 6.21 02/07/2023 17:39:18 6.21 0 0 01/31/2023 n.a.
Total 658 2,779

Specifications

Contract Specifications

Contract standard

Futures on notional long-term debt instruments issued by the Federal Republic of Germany with a remaining term of 8.5 to 10.5 years and a coupon of 6 percent.

Contract size

One Euro-Bund Futures contract.

Settlement

The exercise of a Weekly Option on Euro-Bund Futures results in the creation of a corresponding position in the Euro-Bund-Futures for the option buyer as well as the seller to whom the exercise is assigned. The position is established after the Post-Trading Full Period of the exercise day, and is based on the agreed exercise price.

Price quotation and minimum price change

Price quotation is based on points. The minimum price change is 0.01 points, equivalent to a value of EUR 10.

Contract months

Up to 5 weeks:The five next weeks for the first, second, third, fourth and fifth week of the following maturity month with a Weekly Options expiration. On expiration days with an expiration of the standard monthly options series (OGBL), no Weekly Option will be available.

Weekly Options with an expiration date between Christmas and New Year's Eve are not available for trading.

Calendar months: The maturity month of the underlying futures contract is the quarterly month following the expiration month of the option.
Quarterly months: The maturity month of the underlying futures contract and the expiration month of the option are identical.

Last trading day

Last trading day is the Friday of the expiration week, if this is an exchange day; otherwise the exchange day immediately preceding that day. If the immediately preceding exchange day is not in the same calendar month as the Friday of the expiration week, the last trading day will be the exchange day immediately following the Friday of the expiration week.

Close of trading for all Weekly Options on the last trading day is at 17:15 CET.

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for Weekly Options on Euro-Bund Futures are determined trough the binomial model according to Cox/Ross/Rubinstein.

Exercise

American-style; an option can be exercised until the end of the Post-Trading Full Period (18:00 CET) on any exchange day during the lifetime of the option.

Exercise prices

0.5 basis points

Number of exercise prices

Upon the admission of the options, at least nine exercise prices shall be made available for each term 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.

Option premium

The premium is settled using the futures-style method.

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 08:00 17:15 18:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 17:15 17:45 18:00

Trading Calendar

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

    No cash payment in CHF

  • Jan 02
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • Jan 27
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures

  • Jan 30
    Fixed income derivatives | Delivery Day

    Delivery Day for options on fixed income futures

  • Feb 10
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Feb 17
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Feb 24
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Mar 03
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Mar 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Mar 10
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Mar 10
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Mar 17
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Mar 24
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Mar 31
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Apr 06
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Apr 07
    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 10
    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

  • Apr 14
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Apr 21
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Apr 28
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • May 01
    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 05
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • May 12
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • May 18
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 18
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • May 19
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • May 26
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • May 29
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 29
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

  • Jun 02
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jun 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Jun 09
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jun 12
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Jun 16
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jun 23
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Jun 30
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jul 07
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jul 14
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Jul 21
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Jul 28
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Aug 01
    Fixed income derivatives | Switzerland | Holiday

    Eurex is closed for trading and clearing (exercise and settlement) in Swiss fixed income derivatives

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

    No cash payment in CHF

  • Aug 04
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Aug 11
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Aug 18
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Aug 25
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Sep 01
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Sep 07
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Sep 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Sep 11
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Sep 15
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Sep 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Sep 29
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Oct 06
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Oct 13
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Oct 20
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Oct 27
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Nov 03
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Nov 10
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Nov 17
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Nov 24
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Dec 01
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Dec 07
    Fixed income derivatives | Last Trading Day

    Last Trading Day for fixed income futures

  • Dec 08
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Dec 11
    Fixed income derivatives | Delivery Day

    Delivery Day for fixed income futures

  • Dec 15
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Dec 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (standard expiration)

  • Dec 22
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

  • Dec 25
    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 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 29
    Fixed income derivatives | Last Trading Day

    Last Trading Day for options on fixed income futures (weekly expiration)

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.25 per contract
Exchange transactions: Standard fees (M- and P-accounts) EUR 0.20 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) EUR 0.13 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
TES transactions: Standard fees (A-accounts) EUR 0.25 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.25 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) EUR 0.20 per contract
TES transactions / Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) EUR 0.13 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
Threshold A-accounts 5,000.00 contracts
Threshold P-accounts 5,000.00 contracts
Position Closing Adjustments (A-accounts) EUR 0.50 per contract
Position Closing Adjustments (M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-accounts) EUR 0.25 per contract
Exercise of options (M- and P-accounts) EUR 0.20 per contract
Assignment of options (A-accounts) EUR 0.25 per contract
Assignment of options (M- and P-accounts) EUR 0.20 per contract
Position transfer with cash transfer EUR 7.50 per transaction

Market Status

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