Options on Euro-Bobl Futures (OGBM)

  • Bloomberg L.P.
    OEA Cmdty OMON
  • Refinitiv
    <0#OGBM++>
  • Currency
    EUR
  • Product ISIN
    DE0009652693
  • Underlying ISIN
    DE0009652651

Statistics

Last update:Aug 13, 2022 12:00:00 AM

Traded contracts:
21,411
Open interest (adj.):
232,419
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
OGBM Sep 22 503 0.002 212,779 213,279 115.25/156 80
CALL Sep 22 502 79,902 80,402
PUT Sep 22 1 132,877 132,877
OGBM Oct 22 20,908 2.855 36,448 18,640 116.75/132.75 65
CALL Oct 22 5,424 8,744 4,420
PUT Oct 22 15,484 27,704 14,220
OGBM Nov 22 0 n/a 0 0 121/132.75 48
CALL Nov 22 0 0 0
PUT Nov 22 0 0 0
OGBM Dec 22 0 n/a 500 500 115.75/132.75 69
CALL Dec 22 0 100 100
PUT Dec 22 0 400 400
Total 21,411 2.613 249,727 232,419
Call 5,926 88,746 84,922
Put 15,485 160,981 147,497

Prices/Quotes

Last trade: Aug 12, 2022 5:48:37 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
156.00 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 262 05/17/2022 n.a.
150.00 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 3,754 06/20/2022 n.a.
137.00 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 96 06/15/2022 n.a.
134.75 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
134.50 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
134.25 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
134.00 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
133.75 0 n.a. n.a. n.a. n.a. n.a. 0.020 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
133.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 1 07/13/2022 n.a.
133.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
133.00 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
132.75 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
132.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
132.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
132.00 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 200 08/08/2022 n.a.
131.75 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
131.50 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. +0.00% 0.005 08/12/2022 17:48:37 0.005 0 425 07/05/2022 n.a.
131.25 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -50.00% 0.005 08/12/2022 17:48:37 0.005 0 0 02/21/2022 n.a.
131.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -50.00% 0.005 08/12/2022 17:48:37 0.005 0 40 06/02/2022 n.a.
130.75 0 n.a. n.a. n.a. 0.005 n.a. 0.015 n.a. -66.67% 0.005 08/12/2022 17:48:37 0.005 0 749 08/05/2022 n.a.
130.50 0 n.a. n.a. n.a. 0.005 n.a. 0.020 n.a. -33.33% 0.010 08/12/2022 17:48:37 0.010 0 2,792 08/04/2022 n.a.
130.25 0 n.a. n.a. n.a. 0.005 n.a. 0.020 n.a. -50.00% 0.010 08/12/2022 17:48:37 0.010 0 202 08/08/2022 n.a.
130.00 0 n.a. n.a. n.a. 0.005 n.a. 0.025 n.a. -40.00% 0.015 08/12/2022 17:48:37 0.015 0 4,186 08/10/2022 n.a.
129.75 0 n.a. n.a. n.a. 0.010 n.a. 0.030 n.a. -42.86% 0.020 08/12/2022 17:48:37 0.020 0 4,151 08/11/2022 n.a.
129.50 0 n.a. n.a. n.a. 0.015 n.a. 0.035 n.a. -44.44% 0.025 08/12/2022 17:48:37 0.025 0 680 08/12/2022 n.a.
129.25 0 n.a. n.a. n.a. 0.020 n.a. 0.040 n.a. -36.36% 0.035 08/12/2022 17:48:37 0.035 0 7,250 08/11/2022 n.a.
129.00 0 n.a. n.a. n.a. 0.030 n.a. 0.050 n.a. -40.00% 0.045 08/12/2022 17:48:37 0.045 0 6,079 08/12/2022 n.a.
128.75 0 n.a. n.a. n.a. 0.045 n.a. 0.070 n.a. -36.84% 0.060 08/12/2022 17:48:37 0.060 0 1,111 08/10/2022 n.a.
128.50 0 n.a. n.a. n.a. 0.065 n.a. 0.090 n.a. -36.00% 0.080 08/12/2022 17:48:37 0.080 0 3,117 08/11/2022 n.a.
128.25 0 n.a. n.a. n.a. 0.100 n.a. 0.120 n.a. -33.33% 0.110 08/12/2022 17:48:37 0.110 0 4,360 08/12/2022 n.a.
128.00 0 n.a. n.a. n.a. 0.130 n.a. 0.160 n.a. -32.56% 0.145 08/12/2022 17:48:37 0.145 1 5,596 08/12/2022 n.a.
127.75 0 n.a. n.a. n.a. 0.175 n.a. 0.210 n.a. -30.36% 0.195 08/12/2022 17:48:37 0.195 0 2,988 08/04/2022 n.a.
127.50 0 n.a. n.a. n.a. 0.240 n.a. 0.280 n.a. -28.17% 0.255 08/12/2022 17:48:37 0.255 0 6,734 08/11/2022 n.a.
127.25 0 n.a. n.a. n.a. 0.320 n.a. 0.360 n.a. -25.56% 0.335 08/12/2022 17:48:37 0.335 0 1,565 08/12/2022 n.a.
127.00 0 n.a. n.a. n.a. 0.420 n.a. 0.460 n.a. -23.21% 0.430 08/12/2022 17:48:37 0.430 0 1,060 08/11/2022 n.a.
126.75 0 n.a. n.a. n.a. 0.535 n.a. 0.580 n.a. -21.74% 0.540 08/12/2022 17:48:37 0.540 0 788 07/29/2022 n.a.
126.50 0 n.a. n.a. n.a. 0.665 n.a. 0.710 n.a. -19.16% 0.675 08/12/2022 17:48:37 0.675 1 2,450 08/04/2022 n.a.
126.25 0 n.a. n.a. n.a. 0.810 n.a. 0.860 n.a. -17.09% 0.825 08/12/2022 17:48:37 0.825 0 2,100 07/26/2022 n.a.
126.00 0 n.a. n.a. n.a. 0.970 n.a. 1.025 n.a. -15.02% 0.990 08/12/2022 17:48:37 0.990 0 4,809 07/15/2022 n.a.
125.75 0 n.a. n.a. n.a. 1.150 n.a. 1.205 n.a. -13.65% 1.170 08/12/2022 17:48:37 1.170 0 764 07/18/2022 n.a.
125.50 0 n.a. n.a. n.a. 1.335 n.a. 1.395 n.a. -12.26% 1.360 08/12/2022 17:48:37 1.360 0 0 02/21/2022 n.a.
125.25 0 n.a. n.a. n.a. 1.535 n.a. 1.595 n.a. -10.83% 1.565 08/12/2022 17:48:37 1.565 0 575 07/29/2022 n.a.
125.00 0 n.a. n.a. n.a. 1.750 n.a. 1.810 n.a. -9.64% 1.780 08/12/2022 17:48:37 1.780 0 1,989 08/10/2022 n.a.
124.75 0 n.a. n.a. n.a. 1.970 n.a. 2.030 n.a. -8.88% 2.000 08/12/2022 17:48:37 2.000 0 70 07/20/2022 n.a.
124.50 0 n.a. n.a. n.a. 2.185 n.a. 2.265 n.a. -7.85% 2.230 08/12/2022 17:48:37 2.230 0 570 07/01/2022 n.a.
124.25 0 n.a. n.a. n.a. 2.415 n.a. 2.500 n.a. -7.34% 2.460 08/12/2022 17:48:37 2.460 0 1,977 07/04/2022 n.a.
124.00 0 n.a. n.a. n.a. 2.655 n.a. 2.740 n.a. -6.57% 2.700 08/12/2022 17:48:37 2.700 0 1,371 07/08/2022 n.a.
123.75 0 n.a. n.a. n.a. 2.895 n.a. 2.985 n.a. -6.08% 2.935 08/12/2022 17:48:37 2.935 0 870 07/22/2022 n.a.
123.50 0 n.a. n.a. n.a. 3.140 n.a. 3.230 n.a. -5.64% 3.180 08/12/2022 17:48:37 3.180 0 370 07/08/2022 n.a.
123.25 0 n.a. n.a. n.a. 3.385 n.a. 3.475 n.a. -5.12% 3.425 08/12/2022 17:48:37 3.425 0 70 07/22/2022 n.a.
123.00 0 n.a. n.a. n.a. 3.630 n.a. 3.720 n.a. -4.80% 3.670 08/12/2022 17:48:37 3.670 0 1,102 07/25/2022 n.a.
122.75 0 n.a. n.a. n.a. 3.875 n.a. 3.965 n.a. -4.51% 3.915 08/12/2022 17:48:37 3.915 0 2,207 06/30/2022 n.a.
122.50 0 n.a. n.a. n.a. 4.125 n.a. 4.215 n.a. -4.26% 4.160 08/12/2022 17:48:37 4.160 0 770 06/20/2022 n.a.
122.25 0 n.a. n.a. n.a. 4.370 n.a. 4.465 n.a. -4.03% 4.410 08/12/2022 17:48:37 4.410 0 0 03/30/2022 n.a.
122.00 0 n.a. n.a. n.a. 4.620 n.a. 4.710 n.a. -3.72% 4.660 08/12/2022 17:48:37 4.660 0 70 06/14/2022 n.a.
121.75 0 n.a. n.a. n.a. 4.870 n.a. 4.960 n.a. -3.63% 4.905 08/12/2022 17:48:37 4.905 0 0 03/31/2022 n.a.
121.50 0 n.a. n.a. n.a. 5.115 n.a. 5.210 n.a. -3.46% 5.155 08/12/2022 17:48:37 5.155 0 1 06/14/2022 n.a.
121.25 0 n.a. n.a. n.a. 5.365 n.a. 5.460 n.a. -3.22% 5.405 08/12/2022 17:48:37 5.405 0 0 04/12/2022 n.a.
121.00 0 n.a. n.a. n.a. 5.615 n.a. 5.705 n.a. -3.08% 5.655 08/12/2022 17:48:37 5.655 0 0 03/31/2022 n.a.
120.75 0 n.a. n.a. n.a. 5.865 n.a. 5.955 n.a. -2.96% 5.905 08/12/2022 17:48:37 5.905 0 0 04/25/2022 n.a.
120.50 0 n.a. n.a. n.a. 6.115 n.a. 6.205 n.a. -2.92% 6.150 08/12/2022 17:48:37 6.150 0 0 04/25/2022 n.a.
120.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.81% 6.400 08/12/2022 17:48:37 6.400 0 0 05/09/2022 n.a.
120.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.71% 6.650 08/12/2022 17:48:37 6.650 0 1 07/19/2022 n.a.
119.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.54% 6.900 08/12/2022 17:48:37 6.900 0 0 05/09/2022 n.a.
119.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.46% 7.150 08/12/2022 17:48:37 7.150 0 0 06/03/2022 n.a.
119.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.37% 7.400 08/12/2022 17:48:37 7.400 0 0 06/06/2022 n.a.
119.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.30% 7.650 08/12/2022 17:48:37 7.650 0 0 03/31/2022 n.a.
118.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.23% 7.900 08/12/2022 17:48:37 7.900 0 0 06/09/2022 n.a.
118.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.16% 8.150 08/12/2022 17:48:37 8.150 0 0 06/10/2022 n.a.
118.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.10% 8.400 08/12/2022 17:48:37 8.400 0 0 06/10/2022 n.a.
118.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.04% 8.650 08/12/2022 17:48:37 8.650 0 0 03/31/2022 n.a.
117.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.98% 8.900 08/12/2022 17:48:37 8.900 0 0 06/13/2022 n.a.
117.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.93% 9.150 08/12/2022 17:48:37 9.150 0 80 07/25/2022 n.a.
117.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.88% 9.400 08/12/2022 17:48:37 9.400 0 0 06/14/2022 n.a.
117.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.83% 9.650 08/12/2022 17:48:37 9.650 0 0 06/14/2022 n.a.
116.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.79% 9.900 08/12/2022 17:48:37 9.900 0 0 06/14/2022 n.a.
116.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.74% 10.150 08/12/2022 17:48:37 10.150 0 0 06/14/2022 n.a.
116.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.70% 10.400 08/12/2022 17:48:37 10.400 0 0 06/14/2022 n.a.
115.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.59% 11.150 08/12/2022 17:48:37 11.150 0 0 06/14/2022 n.a.
115.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -1.55% 11.400 08/12/2022 17:48:37 11.400 0 0 06/14/2022 n.a.
Total 2 80,402

Specifications

Contract Specifications

Contract standards

Futures on notional short-, medium- or long-term debt instruments issued by the Federal Republic of Germany, the French Republic and the Republic of Italy with remaining terms and a coupon of:

Contract

Options on
Product IDUnderlyingRemaining term of the underlying Coupon

Percent

Euro-Schatz Futures

OGBS

Euro-Schatz Futures

1.75 to 2.25 years

6

Euro-Bobl Futures

OGBM

Euro-Bobl Futures

4.5 to 5.5 years

6

Euro-Bund Futures

OGBL

Euro-Bund Futures

8.5 to 10.5 years

6

Euro-Buxl® Futures

OGBX

Euro-Buxl® Futures

24.0 to 35.0 years

4

Euro-OAT Futures

OOAT

Euro-OAT Futures

8.5 to 10.5 years

6

Euro-BTP Futures

OBTP

Euro-BTP Futures

8.5 to 11 years

6


Contract size

One fixed income futures contract.


Settlement

The exercise of an option on fixed income futures results in the creation of a corresponding position in the fixed income 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.

Options onMinimum price change
PointsValue

Euro-Schatz Futures

0.005

EUR 5

Euro-Bobl Futures

0.005

EUR 5

Euro-Bund Futures

0.01

EUR 10

Euro-Buxl® Futures

0.02

EUR 20

Euro-OAT Futures

0.01

EUR 10

Euro-BTP Futures

0.01

EUR 10


Contract months

Up to 6 months:The three nearest successive calendar months, as well as the following quarterly month of the March, June, September and December cycle thereafter.

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 last Friday prior to the first calendar day of the option expiration month, followed by at least two exchange days prior to the first calendar day of the option expiration month.

Unless at least two exchange days lie between the last Friday of a month and the first calendar day of the expiration month, the last trading day is the Friday preceding the last Friday. If this Friday is not an exchange day, the exchange day immediately preceding that Friday is the last trading day. An exchange day within the meaning of this exception is a day, which is both an exchange day at the Eurex Exchanges and a federal workday in the U.S.

Close of trading in all option series 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 options on fixed income 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 (18:30 CET, on the last trading day 18:00 CET) on any exchange day during the lifetime of the option. 


Exercise prices

Options onExercise intervals
Points

Euro-Schatz Futures

0.1

Euro-Bobl Futures

0.25

Euro-Bund Futures

0.50

Euro-Buxl® Futures

1.00

Euro-OAT Futures

0.25

Euro-BTP Futures

0.50


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.


Options on Fixed Income Futures are available for trading in the U.S.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 300 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

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) EUR 0.22 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 0.11 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
TES transactions: Standard fees (A-accounts) EUR 0.24 per contract
Eurex EnLight: Standard fees (A-accounts) EUR 0.23 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 0.12 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) EUR 0.10 per contract
Threshold A-accounts 7,500.00 contracts
Threshold P-accounts 7,500.00 contracts
Position Closing Adjustments (A-accounts) EUR 0.44 per contract
Position Closing Adjustments (M- and P-accounts) EUR 0.40 per contract
Exercise of options (A-accounts) EUR 0.22 per contract
Exercise of options (M- and P-accounts) EUR 0.20 per contract
Assignment of options (A-accounts) EUR 0.22 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

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.