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:May 18, 2022 12:00:00 AM

Traded contracts:
39,137
Open interest (adj.):
586,792
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 Jun 22 29,579 1.344 540,829 534,977 121/156 56
CALL Jun 22 12,621 226,320 223,077
PUT Jun 22 16,958 314,509 311,900
OGBM Jul 22 9,558 0.960 59,587 51,273 115/133 57
CALL Jul 22 4,877 23,431 19,020
PUT Jul 22 4,681 36,156 32,253
OGBM Aug 22 0 n/a 280 280 119.75/132 50
CALL Aug 22 0 280 280
PUT Aug 22 0 0 0
OGBM Sep 22 0 n/a 262 262 118/156 91
CALL Sep 22 0 262 262
PUT Sep 22 0 0 0
Total 39,137 1.237 600,958 586,792
Call 17,498 250,293 242,639
Put 21,639 350,665 344,153

Prices/Quotes

Last trade: May 18, 2022 5:44:28 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. 0.015 n.a. +0.00% 0.005 05/18/2022 17:44:28 0.005 0 6,800 03/25/2022 n.a.
150.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. +0.00% 0.005 05/18/2022 17:44:28 0.005 0 4,051 04/08/2022 n.a.
149.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. +0.00% 0.005 05/18/2022 17:44:28 0.005 0 626 03/24/2022 n.a.
146.50 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. +0.00% 0.005 05/18/2022 17:44:28 0.005 0 4 02/18/2022 n.a.
134.50 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -50.00% 0.005 05/18/2022 17:44:28 0.005 0 74 03/29/2022 n.a.
134.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -66.67% 0.005 05/18/2022 17:44:28 0.005 0 17,233 04/13/2022 n.a.
133.50 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -75.00% 0.005 05/18/2022 17:44:28 0.005 0 216 03/29/2022 n.a.
133.00 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -80.00% 0.005 05/18/2022 17:44:28 0.005 0 3,275 04/01/2022 n.a.
132.75 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -83.33% 0.005 05/18/2022 17:44:28 0.005 0 10,000 03/07/2022 n.a.
132.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -85.71% 0.005 05/18/2022 17:44:28 0.005 0 300 03/21/2022 n.a.
132.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -87.50% 0.005 05/18/2022 17:44:28 0.005 0 1,000 03/10/2022 n.a.
132.00 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -88.89% 0.005 05/18/2022 17:44:28 0.005 0 3,730 05/10/2022 n.a.
131.75 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -90.91% 0.005 05/18/2022 17:44:28 0.005 0 0 11/29/2021 n.a.
131.50 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -92.31% 0.005 05/18/2022 17:44:28 0.005 0 5,850 04/08/2022 n.a.
131.25 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -93.33% 0.005 05/18/2022 17:44:28 0.005 0 4,450 04/27/2022 n.a.
131.00 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -94.44% 0.005 05/18/2022 17:44:28 0.005 0 5,160 04/28/2022 n.a.
130.75 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -95.24% 0.005 05/18/2022 17:44:28 0.005 0 888 05/04/2022 n.a.
130.50 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -95.83% 0.005 05/18/2022 17:44:28 0.005 0 16,599 05/02/2022 n.a.
130.25 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -96.55% 0.005 05/18/2022 17:44:28 0.005 0 10,003 05/13/2022 n.a.
130.00 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -97.14% 0.005 05/18/2022 17:44:28 0.005 0 6,934 05/13/2022 n.a.
129.75 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -97.56% 0.005 05/18/2022 17:44:28 0.005 0 7,435 05/13/2022 n.a.
129.50 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -97.96% 0.005 05/18/2022 17:44:28 0.005 0 10,770 05/17/2022 n.a.
129.25 0 n.a. n.a. n.a. n.a. n.a. 0.005 n.a. -98.28% 0.005 05/18/2022 17:44:28 0.005 0 8,007 05/18/2022 n.a.
129.00 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -98.55% 0.005 05/18/2022 17:44:28 0.005 0 18,873 05/18/2022 n.a.
128.75 0 n.a. n.a. n.a. n.a. n.a. 0.010 n.a. -98.80% 0.005 05/18/2022 17:44:28 0.005 0 27,005 05/18/2022 n.a.
128.50 0 n.a. n.a. n.a. n.a. n.a. 0.015 n.a. -98.98% 0.005 05/18/2022 17:44:28 0.005 0 4,975 05/17/2022 n.a.
128.25 0 n.a. n.a. n.a. 0.005 n.a. 0.025 n.a. -98.28% 0.010 05/18/2022 17:44:28 0.010 0 3,902 05/18/2022 n.a.
128.00 0 n.a. n.a. n.a. 0.015 n.a. 0.035 n.a. -97.08% 0.020 05/18/2022 17:44:28 0.020 503 6,387 05/18/2022 n.a.
127.75 0 n.a. n.a. n.a. 0.035 n.a. 0.060 n.a. -94.38% 0.045 05/18/2022 17:44:28 0.045 0 21,571 05/18/2022 n.a.
127.50 0 n.a. n.a. n.a. 0.080 n.a. 0.105 n.a. -90.86% 0.085 05/18/2022 17:44:28 0.085 126 10,282 05/18/2022 n.a.
127.25 0 n.a. n.a. n.a. 0.155 n.a. 0.185 n.a. -84.65% 0.165 05/18/2022 17:44:28 0.165 542 1,863 05/16/2022 n.a.
127.00 0 n.a. n.a. n.a. 0.275 n.a. 0.310 n.a. -76.52% 0.290 05/18/2022 17:44:28 0.290 4 1,922 05/18/2022 n.a.
126.75 0 n.a. n.a. n.a. 0.440 n.a. 0.485 n.a. -67.26% 0.460 05/18/2022 17:44:28 0.460 1 1,476 05/18/2022 n.a.
126.50 0 n.a. n.a. n.a. 0.640 n.a. 0.685 n.a. -58.36% 0.660 05/18/2022 17:44:28 0.660 0 2,002 05/09/2022 n.a.
126.25 0 n.a. n.a. n.a. 0.860 n.a. 0.910 n.a. -50.14% 0.885 05/18/2022 17:44:28 0.885 0 3 05/11/2022 n.a.
126.00 0 n.a. n.a. n.a. 1.060 n.a. 1.185 n.a. -43.29% 1.120 05/18/2022 17:44:28 1.120 0 1 05/05/2022 n.a.
125.75 0 n.a. n.a. n.a. 1.300 n.a. 1.435 n.a. -37.53% 1.365 05/18/2022 17:44:28 1.365 0 1 05/09/2022 n.a.
125.50 0 n.a. n.a. n.a. 1.550 n.a. 1.680 n.a. -32.92% 1.610 05/18/2022 17:44:28 1.610 0 1 05/10/2022 n.a.
125.25 0 n.a. n.a. n.a. 1.795 n.a. 1.930 n.a. -29.01% 1.860 05/18/2022 17:44:28 1.860 0 0 03/22/2022 n.a.
125.00 0 n.a. n.a. n.a. 2.045 n.a. 2.180 n.a. -25.96% 2.110 05/18/2022 17:44:28 2.110 0 0 03/23/2022 n.a.
124.75 0 n.a. n.a. n.a. 2.295 n.a. 2.430 n.a. -23.38% 2.360 05/18/2022 17:44:28 2.360 0 0 03/23/2022 n.a.
124.50 0 n.a. n.a. n.a. 2.540 n.a. 2.680 n.a. -21.15% 2.610 05/18/2022 17:44:28 2.610 0 0 03/25/2022 n.a.
124.25 0 n.a. n.a. n.a. 2.790 n.a. 2.930 n.a. -19.44% 2.860 05/18/2022 17:44:28 2.860 0 0 03/28/2022 n.a.
124.00 0 n.a. n.a. n.a. 3.040 n.a. 3.180 n.a. -17.94% 3.110 05/18/2022 17:44:28 3.110 0 0 03/29/2022 n.a.
123.75 0 n.a. n.a. n.a. 3.290 n.a. 3.430 n.a. -16.63% 3.360 05/18/2022 17:44:28 3.360 0 0 03/30/2022 n.a.
123.50 0 n.a. n.a. n.a. 3.540 n.a. 3.680 n.a. -15.46% 3.610 05/18/2022 17:44:28 3.610 0 0 03/30/2022 n.a.
123.25 0 n.a. n.a. n.a. 3.790 n.a. 3.930 n.a. -14.51% 3.860 05/18/2022 17:44:28 3.860 0 0 03/31/2022 n.a.
123.00 0 n.a. n.a. n.a. 4.040 n.a. 4.180 n.a. -13.66% 4.110 05/18/2022 17:44:28 4.110 0 0 03/31/2022 n.a.
122.75 0 n.a. n.a. n.a. 4.290 n.a. 4.430 n.a. -12.89% 4.360 05/18/2022 17:44:28 4.360 0 0 04/12/2022 n.a.
122.50 0 n.a. n.a. n.a. 4.540 n.a. 4.680 n.a. -12.27% 4.610 05/18/2022 17:44:28 4.610 0 0 04/12/2022 n.a.
122.25 0 n.a. n.a. n.a. 4.790 n.a. 4.930 n.a. n.a. 4.860 05/18/2022 17:44:28 4.860 0 0 04/22/2022 n.a.
122.00 0 n.a. n.a. n.a. 5.040 n.a. 5.180 n.a. n.a. 5.110 05/18/2022 17:44:28 5.110 0 0 04/25/2022 n.a.
121.75 0 n.a. n.a. n.a. 5.290 n.a. 5.430 n.a. n.a. 5.360 05/18/2022 17:44:28 5.360 0 0 05/06/2022 n.a.
121.50 0 n.a. n.a. n.a. 5.540 n.a. 5.680 n.a. n.a. 5.610 05/18/2022 17:44:28 5.610 0 0 05/09/2022 n.a.
121.25 0 n.a. n.a. n.a. 5.790 n.a. 5.930 n.a. n.a. 5.860 05/18/2022 17:44:28 5.860 0 0 05/09/2022 n.a.
121.00 0 n.a. n.a. n.a. 6.040 n.a. 6.180 n.a. n.a. 6.110 05/18/2022 17:44:28 6.110 0 0 05/09/2022 n.a.
Total 1,176 223,669

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 250 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

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