Three-Year Mid Curve Options on Three-Month EURIBOR Futures (OEM3)

  • Bloomberg L.P.
    3VH7 Comdty<GO>
  • Refinitiv
    0#FEM3+
  • Currency
    EUR
  • Product ISIN
    DE000A1YD8H9
  • Underlying ISIN
    XC000A1YD8M7

Statistics

Last update:Nov 30, 2022 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
0
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
OEM3 Dec 22 0 n/a 0 0 97/98.125 10
CALL Dec 22 0 0 0
PUT Dec 22 0 0 0
OEM3 Jan 23 0 n/a 0 0 96.5/98.25 15
CALL Jan 23 0 0 0
PUT Jan 23 0 0 0
OEM3 Feb 23 0 n/a 0 0 96.25/98.375 18
CALL Feb 23 0 0 0
PUT Feb 23 0 0 0
OEM3 Mar 23 0 n/a 0 0 96.25/98.625 20
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
OEM3 Apr 23 0 n/a 0 0 96.25/98.125 16
CALL Apr 23 0 0 0
PUT Apr 23 0 0 0
OEM3 May 23 0 n/a 0 0 96.875/98.125 11
CALL May 23 0 0 0
PUT May 23 0 0 0
OEM3 Jun 23 0 n/a 0 0 96.125/99 24
CALL Jun 23 0 0 0
PUT Jun 23 0 0 0
OEM3 Sep 23 0 n/a 0 0 96.125/98.125 17
CALL Sep 23 0 0 0
PUT Sep 23 0 0 0
Total 0 n/a 0 0
Call 0 0 0
Put 0 0 0

Prices/Quotes

Last trade: Nov 29, 2022 6:37:08 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
98.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +0.00% 0.01 11/29/2022 18:37:08 0.01 0 0 11/25/2022 n.a.
98.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +100.00% 0.01 11/29/2022 18:37:08 0.01 0 0 04/12/2022 n.a.
97.88 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +66.67% 0.03 11/29/2022 18:37:08 0.03 0 0 04/19/2022 n.a.
97.75 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +25.00% 0.05 11/29/2022 18:37:08 0.05 0 0 04/20/2022 n.a.
97.63 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +25.00% 0.10 11/29/2022 18:37:08 0.10 0 0 05/09/2022 n.a.
97.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +22.22% 0.17 11/29/2022 18:37:08 0.17 0 0 06/06/2022 n.a.
97.38 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +21.43% 0.26 11/29/2022 18:37:08 0.26 0 0 06/10/2022 n.a.
97.25 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +16.39% 0.36 11/29/2022 18:37:08 0.36 0 0 06/13/2022 n.a.
97.13 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +13.41% 0.47 11/29/2022 18:37:08 0.47 0 0 06/14/2022 n.a.
97.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +11.43% 0.59 11/29/2022 18:37:08 0.59 0 0 06/15/2022 n.a.
Total 0 0

Specifications

Contract Specifications

Contract standards

Three-Month EURIBOR Futures.

 

Contract size

One Three-Month EURIBOR Futures contract.

 

Settlement

The exercise of an One-Year (Two-, Three-, Four-) Mid Curve Option on a Three-Month EURIBOR Futures contract results in the creation of a corresponding position in the Three-Month EURIBOR Futures for the option buyer as well as the seller to whom the exercise is assigned, whereby a Three-Month EURIBOR Futures with a maturity of one (two, three, four) year(s) after expiration of the One-Year (Two-, Three-, Four-) Mid Curve Option on Three-Month EURIBOR Futures will be delivered.

Monthly expirations in all Mid Curve Options will be delivered with a Three-Month EURIBOR Futures contract of the following quarterly maturity of the respective year after the expiration of the options contract. 

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

The price quotation is in points, with three decimal places. The minimum price change is 0.005 points, equivalent to a value of EUR 12.50.

 

Contract months

Up to 12 months:The six nearest calendar months as well as the two following quarterly months of the March, June, September and December cycle.

 

Last trading day

The Friday prior to the third Wednesday of the respective expiration month, provided that on that day the European Money Markets Institute (EMMI) has determined the EURIBOR reference interest rate pertaining to three-month euro term deposits; otherwise, the exchange day immediately preceding that day. Close of trading in these expiring 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 all Mid Curve Options on Three-Month EURIBOR Futures are determined trough the binomial model according to Cox/Ross/Rubinstein.

 

Exercise

American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:00 CET) on any exchange day during the lifetime of the option, and on the last trading day until 18:00 CET.

 

Exercise prices

The expiration months have exercise prices with intervals of 0.125 points.

 

Number of exercise prices

Upon the admission of the options, at least 25 exercise prices shall be made available for each term for each call and put, such that twelve exercise prices are in-the-money, one is at-the-money and twelve are out-of-the-money.

 

Option premium

The premium is settled using the futures-style method.


All Mid Curve Options on Three-Month EURIBOR 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 50 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 19:00 19:00 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:00 17:15 18:00

Trading Calendar

  • Jan 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jan 17
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jan 17
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Feb 11
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Feb 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Mar 11
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Mar 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Mar 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Mar 15
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures

  • Mar 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Apr 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Apr 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Apr 15
    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 18
    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 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • May 13
    Money market derivatives | Last Trading Day

    Last Trading Day for options on Three-Month EURIBOR Futures

  • May 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • May 16
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Jun 10
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jun 13
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Jun 13
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Jun 14
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures

  • Jun 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Jul 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Jul 18
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Jul 18
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Aug 12
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Aug 15
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Aug 15
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Sep 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Sep 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEU3)

  • Sep 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Sep 20
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures

  • Sep 20
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • Oct 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Oct 17
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Oct 17
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Nov 11
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures

  • Nov 14
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Nov 14
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures

  • Dec 16
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Three-Month EURIBOR Futures

  • Dec 19
    Money market derivatives | Last Trading Day

    Last Trading Day for Options on Three-Month EURIBOR Futures (standard)

  • Dec 19
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (OEM1-4)

  • Dec 20
    Money market derivatives | Last Trading Day

    Last Trading Day for 3M SARON® Futures

  • Dec 20
    Money market derivatives | Delivery Day

    Delivery Day for Options on Three-Month EURIBOR Futures (standard)

  • 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

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
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
Position Closing Adjustments (A-accounts) EUR 0.40 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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