Options on VSTOXX® Futures (OVS2)

  • Bloomberg L.P.
    FVSA <INDEX> OMON
  • thomsonreuters
    0#FVS2+
  • Currency
    EUR
  • Product ISIN
    DE000A2BM405
  • Underlying ISIN
    DE000A0Z3CW9

Statistics

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

Traded contracts:
10,032.00
Open interest:
404,529.00
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
OVS2 Nov 20 8,120 0.602 245,939 237,869 5.5/190 93
CALL Nov 20 5,070 114,260 109,190
PUT Nov 20 3,050 131,679 128,679
OVS2 Dec 20 1,010 n/a 93,933 94,123 5/160 62
CALL Dec 20 0 62,681 62,681
PUT Dec 20 1,010 31,252 31,442
OVS2 Jan 21 2 n/a 20,059 20,057 5.5/160 61
CALL Jan 21 0 15,838 15,838
PUT Jan 21 2 4,221 4,219
OVS2 Feb 21 0 n/a 16,618 16,618 5.5/150 60
CALL Feb 21 0 11,517 11,517
PUT Feb 21 0 5,101 5,101
OVS2 Mar 21 0 n/a 20,925 20,925 5.5/140 59
CALL Mar 21 0 18,622 18,622
PUT Mar 21 0 2,303 2,303
OVS2 Apr 21 900 0.286 905 5 5.5/140 59
CALL Apr 21 700 700 0
PUT Apr 21 200 205 5
OVS2 May 21 0 n/a 6,150 6,150 5/140 60
CALL May 21 0 6,100 6,100
PUT May 21 0 50 50
OVS2 Jun 21 0 n/a 0 0 5.5/130 58
CALL Jun 21 0 0 0
PUT Jun 21 0 0 0
Total 10,032 0.739 404,529 395,747
Call 5,770 229,718 223,948
Put 4,262 174,811 171,799

Prices/Quotes

Last trade: Oct 23, 2020 7:22:42 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
190.00 0 n.a. n.a. n.a. n.a. n.a. 0.05 n.a. +0.00% 0.03 10/23/2020 19:22:42 0.03 0 0 09/07/2020 n.a.
180.00 0 n.a. n.a. n.a. n.a. n.a. 0.05 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 09/04/2020 n.a.
170.00 0 n.a. n.a. n.a. n.a. n.a. 0.05 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 09/02/2020 n.a.
160.00 0 n.a. n.a. n.a. n.a. n.a. 0.05 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 08/31/2020 n.a.
150.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
140.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
130.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
120.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 30 05/13/2020 n.a.
110.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
100.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 09/25/2020 n.a.
95.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
90.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 0 03/19/2020 n.a.
85.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 10/23/2020 19:22:41 0.03 0 4,250 08/20/2020 n.a.
80.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. +0.00% 0.05 10/23/2020 19:22:41 0.05 0 3,030 10/07/2020 n.a.
75.00 0 n.a. n.a. n.a. 0.03 n.a. 0.13 n.a. +0.00% 0.08 10/23/2020 19:22:41 0.08 0 22 10/02/2020 n.a.
70.00 0 n.a. n.a. n.a. 0.05 n.a. 0.15 n.a. +0.00% 0.10 10/23/2020 19:22:41 0.10 0 4,000 10/09/2020 n.a.
67.50 0 n.a. n.a. n.a. 0.05 n.a. 0.18 n.a. +0.00% 0.13 10/23/2020 19:22:42 0.13 20 60 10/23/2020 n.a.
65.00 0 n.a. n.a. n.a. 0.08 n.a. 0.20 n.a. +0.00% 0.15 10/23/2020 19:22:41 0.15 30 40 10/21/2020 n.a.
62.50 0 n.a. n.a. n.a. 0.10 n.a. 0.23 n.a. +0.00% 0.18 10/23/2020 19:22:42 0.18 0 40 10/23/2020 n.a.
60.00 0 n.a. n.a. n.a. 0.13 n.a. 0.25 n.a. +0.00% 0.23 10/23/2020 19:22:41 0.23 0 36,777 10/20/2020 n.a.
57.50 0 n.a. n.a. n.a. 0.18 n.a. 0.30 n.a. +0.00% 0.25 10/23/2020 19:22:42 0.25 20 0 10/09/2020 n.a.
55.00 0 n.a. n.a. n.a. 0.23 n.a. 0.33 n.a. +0.00% 0.30 10/23/2020 19:22:41 0.30 0 6,501 10/09/2020 n.a.
52.50 0 n.a. n.a. n.a. 0.28 n.a. 0.40 n.a. +0.00% 0.38 10/23/2020 19:22:42 0.38 0 0 10/09/2020 n.a.
50.00 0 n.a. n.a. n.a. 0.35 n.a. 0.48 n.a. +0.00% 0.45 10/23/2020 19:22:41 0.45 0 130 10/02/2020 n.a.
49.00 0 n.a. n.a. n.a. 0.38 n.a. 0.50 n.a. +0.00% 0.48 10/23/2020 19:22:42 0.48 0 0 10/09/2020 n.a.
48.00 0 n.a. n.a. n.a. 0.43 n.a. 0.55 n.a. +0.00% 0.53 10/23/2020 19:22:41 0.53 0 1 10/06/2020 n.a.
47.00 0 n.a. n.a. n.a. 0.45 n.a. 0.58 n.a. +0.00% 0.55 10/23/2020 19:22:42 0.55 0 40 10/19/2020 n.a.
46.00 0 n.a. n.a. n.a. 0.50 n.a. 0.63 n.a. +4.35% 0.60 10/23/2020 19:22:41 0.60 0 0 03/19/2020 n.a.
45.00 0 n.a. n.a. n.a. 0.55 n.a. 0.68 n.a. +4.17% 0.63 10/23/2020 19:22:42 0.63 0 1 10/21/2020 n.a.
44.00 0 n.a. n.a. n.a. 0.60 n.a. 0.73 n.a. +3.85% 0.68 10/23/2020 19:22:41 0.68 0 3 09/07/2020 n.a.
43.00 0 n.a. n.a. n.a. 0.65 n.a. 0.80 n.a. +3.57% 0.73 10/23/2020 19:22:42 0.73 0 0 10/09/2020 n.a.
42.00 0 n.a. n.a. n.a. 0.73 n.a. 0.85 n.a. +3.23% 0.80 10/23/2020 19:22:41 0.80 0 5,300 10/12/2020 n.a.
41.00 0 n.a. n.a. n.a. 0.78 n.a. 0.93 n.a. +6.06% 0.88 10/23/2020 19:22:42 0.88 0 0 10/09/2020 n.a.
40.00 0 n.a. n.a. n.a. 0.85 n.a. 1.00 n.a. +2.78% 0.93 10/23/2020 19:22:41 0.93 0 5,457 10/21/2020 n.a.
39.00 0 n.a. n.a. n.a. 0.93 n.a. 1.08 n.a. +2.56% 1.00 10/23/2020 19:22:42 1.00 0 0 10/09/2020 n.a.
38.00 0 n.a. n.a. n.a. 1.03 n.a. 1.18 n.a. +4.88% 1.08 10/23/2020 19:22:41 1.08 0 1,000 06/19/2020 n.a.
37.00 0 n.a. n.a. n.a. 1.10 n.a. 1.28 n.a. +4.55% 1.15 10/23/2020 19:22:42 1.15 0 0 10/09/2020 n.a.
36.00 0 n.a. n.a. n.a. 1.20 n.a. 1.38 n.a. +4.17% 1.25 10/23/2020 19:22:41 1.25 0 612 10/22/2020 n.a.
35.00 0 n.a. n.a. n.a. 1.33 n.a. 1.48 n.a. +3.85% 1.35 10/23/2020 19:22:42 1.35 0 0 10/09/2020 n.a.
34.00 0 n.a. n.a. n.a. 1.45 n.a. 1.60 n.a. +5.26% 1.50 10/23/2020 19:22:41 1.50 0 3,110 10/22/2020 n.a.
33.00 0 n.a. n.a. n.a. 1.60 n.a. 1.75 n.a. +3.17% 1.63 10/23/2020 19:22:42 1.63 0 0 10/09/2020 n.a.
32.00 0 n.a. n.a. n.a. 1.75 n.a. 1.90 n.a. +5.97% 1.78 10/23/2020 19:22:41 1.78 0 952 10/14/2020 n.a.
31.00 0 n.a. n.a. n.a. 1.93 n.a. 2.08 n.a. +4.05% 1.93 10/23/2020 19:22:42 1.93 0 0 10/09/2020 n.a.
30.00 0 n.a. n.a. n.a. 2.10 n.a. 2.28 n.a. +2.44% 2.10 10/23/2020 19:22:41 2.10 0 9,493 10/16/2020 n.a.
29.50 0 n.a. n.a. n.a. 2.23 n.a. 2.38 n.a. +4.65% 2.25 10/23/2020 19:22:42 2.25 0 0 10/09/2020 n.a.
29.00 0 n.a. n.a. n.a. 2.33 n.a. 2.50 n.a. +5.56% 2.38 10/23/2020 19:22:41 2.38 0 1,165 10/22/2020 n.a.
28.50 0 n.a. n.a. n.a. 2.45 n.a. 2.55 n.a. +4.21% 2.48 10/23/2020 19:22:42 2.48 0 0 10/09/2020 n.a.
28.00 0 n.a. n.a. n.a. 2.58 n.a. 2.68 n.a. +4.00% 2.60 10/23/2020 19:22:41 2.60 0 251 10/22/2020 n.a.
27.50 0 n.a. n.a. n.a. 2.70 n.a. 2.90 n.a. +5.77% 2.75 10/23/2020 19:22:42 2.75 0 0 10/09/2020 n.a.
27.00 0 n.a. n.a. n.a. 2.85 n.a. 3.05 n.a. +4.55% 2.88 10/23/2020 19:22:41 2.88 0 121 10/22/2020 n.a.
26.50 0 n.a. n.a. n.a. 3.00 n.a. 3.20 n.a. +3.42% 3.03 10/23/2020 19:22:42 3.03 0 12,000 10/21/2020 n.a.
26.00 0 n.a. n.a. n.a. 3.15 n.a. 3.38 n.a. +4.03% 3.23 10/23/2020 19:22:41 3.23 0 12,023 10/22/2020 n.a.
25.50 0 n.a. n.a. n.a. 3.33 n.a. 3.50 n.a. +4.58% 3.43 10/23/2020 19:22:42 3.43 0 0 10/09/2020 n.a.
25.00 0 n.a. n.a. n.a. 3.53 n.a. 3.70 n.a. +3.60% 3.60 10/23/2020 19:22:41 3.60 0 616 10/23/2020 n.a.
24.50 0 n.a. n.a. n.a. 3.73 n.a. 3.95 n.a. +4.83% 3.80 10/23/2020 19:22:42 3.80 0 0 10/09/2020 n.a.
24.00 0 n.a. n.a. n.a. 3.95 n.a. 4.18 n.a. +4.55% 4.03 10/23/2020 19:22:41 4.03 0 2,015 10/23/2020 n.a.
23.50 0 n.a. n.a. n.a. 4.18 n.a. 4.40 n.a. +3.66% 4.25 10/23/2020 19:22:42 4.25 0 0 10/09/2020 n.a.
23.00 0 n.a. n.a. n.a. 4.45 n.a. 4.68 n.a. +4.60% 4.55 10/23/2020 19:22:41 4.55 0 150 06/05/2020 n.a.
22.50 0 n.a. n.a. n.a. 4.63 n.a. 5.00 n.a. +4.35% 4.80 10/23/2020 19:22:42 4.80 0 0 10/09/2020 n.a.
22.00 0 n.a. n.a. n.a. 4.90 n.a. 5.33 n.a. +4.08% 5.10 10/23/2020 19:22:41 5.10 0 0 03/19/2020 n.a.
21.50 0 n.a. n.a. n.a. 5.18 n.a. 5.65 n.a. +3.83% 5.43 10/23/2020 19:22:42 5.43 0 0 10/09/2020 n.a.
21.00 0 n.a. n.a. n.a. 5.53 n.a. 6.08 n.a. +3.59% 5.78 10/23/2020 19:22:41 5.78 0 0 03/19/2020 n.a.
20.50 0 n.a. n.a. n.a. 5.90 n.a. 6.48 n.a. +3.38% 6.13 10/23/2020 19:22:42 6.13 0 0 10/09/2020 n.a.
20.00 0 n.a. n.a. n.a. 6.28 n.a. 6.90 n.a. +3.57% 6.53 10/23/2020 19:22:41 6.53 0 0 03/19/2020 n.a.
19.50 0 n.a. n.a. n.a. 6.68 n.a. 7.33 n.a. +3.35% 6.95 10/23/2020 19:22:42 6.95 0 0 10/09/2020 n.a.
19.00 0 n.a. n.a. n.a. 7.05 n.a. 7.75 n.a. +3.15% 7.38 10/23/2020 19:22:41 7.38 0 0 03/19/2020 n.a.
18.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +3.29% 7.85 10/23/2020 19:22:42 7.85 0 0 10/09/2020 n.a.
18.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.79% 8.30 10/23/2020 19:22:41 8.30 0 0 03/19/2020 n.a.
17.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.63% 8.78 10/23/2020 19:22:42 8.78 0 0 10/09/2020 n.a.
17.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.77% 9.28 10/23/2020 19:22:41 9.28 0 0 03/19/2020 n.a.
16.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.62% 9.78 10/23/2020 19:22:42 9.78 0 0 10/09/2020 n.a.
16.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.50% 10.25 10/23/2020 19:22:41 10.25 0 0 03/19/2020 n.a.
15.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.38% 10.75 10/23/2020 19:22:42 10.75 0 0 10/09/2020 n.a.
15.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.27% 11.25 10/23/2020 19:22:41 11.25 0 0 03/19/2020 n.a.
14.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.17% 11.75 10/23/2020 19:22:41 11.75 0 0 03/19/2020 n.a.
14.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.08% 12.25 10/23/2020 19:22:41 12.25 0 0 03/19/2020 n.a.
13.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +2.00% 12.75 10/23/2020 19:22:41 12.75 0 0 03/19/2020 n.a.
13.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.92% 13.25 10/23/2020 19:22:41 13.25 0 0 03/19/2020 n.a.
12.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.85% 13.75 10/23/2020 19:22:41 13.75 0 0 03/19/2020 n.a.
12.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.79% 14.25 10/23/2020 19:22:41 14.25 0 0 03/19/2020 n.a.
11.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.72% 14.75 10/23/2020 19:22:41 14.75 0 0 03/19/2020 n.a.
11.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.67% 15.25 10/23/2020 19:22:41 15.25 0 0 03/19/2020 n.a.
10.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.61% 15.75 10/23/2020 19:22:41 15.75 0 0 03/19/2020 n.a.
10.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.56% 16.25 10/23/2020 19:22:41 16.25 0 0 03/19/2020 n.a.
9.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.52% 16.75 10/23/2020 19:22:41 16.75 0 0 03/19/2020 n.a.
9.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.47% 17.25 10/23/2020 19:22:41 17.25 0 0 03/19/2020 n.a.
8.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.43% 17.75 10/23/2020 19:22:41 17.75 0 0 03/19/2020 n.a.
8.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.39% 18.25 10/23/2020 19:22:41 18.25 0 0 03/20/2020 n.a.
7.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.35% 18.75 10/23/2020 19:22:41 18.75 0 0 03/23/2020 n.a.
7.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.32% 19.25 10/23/2020 19:22:41 19.25 0 0 03/23/2020 n.a.
6.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.28% 19.75 10/23/2020 19:22:41 19.75 0 0 07/22/2020 n.a.
6.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.25% 20.25 10/23/2020 19:22:41 20.25 0 0 08/12/2020 n.a.
5.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.22% 20.75 10/23/2020 19:22:41 20.75 0 0 10/13/2020 n.a.
Total 70 109,190

Specifications

Contract Specifications

Contract standards

    
ContractProduct IDUnderlyingCurrency
Options on VSTOXX® FuturesOVS2VSTOXX® FuturesEUR


Contract value

EUR 100 per volatility index point.


Settlement

Physical delivery of the underlying. The underlying matures on the same exchange day and will be settled in cash.


Price quotation and minimum price change

The price quotation is in index points with three decimal places. The minimum price change is 0.025 index points, equivalent to a value of EUR 2.50.


Contract months

Up to 8 months:The eight nearest successive calendar months.


Last trading day and final settlement day

Last trading day is the final settlement day. Final settlement day is 30 calendar days before the expiration day of the underlying options (i.e. 30 days before the third Friday of the expiration month of the underlying options, if this is an exchange day). This is usually the Wednesday before the second last Friday of the respective expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing futures on the last trading day is at 12:00 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for Options on VSTOXX® Futures are determined through the Black/Scholes 76 model.

Further details are available in the clearing conditions.


Final settlement price

The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET.


Exercise

American-style; an option can be exercised up to the end of the Post-Trading Full Period (20:30 CET) on any exchange day during the lifetime of the option.


Exercise prices

All option series have exercise prices with price gradations in the amount of not less that one point.


Number of exercise prices

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


Futures-style premium
The premium payment is not made through a one-time payment after the purchase of the option; instead it is part of the daily settlement process during the duration of the option position based on a mark-to-market valuation of the position on each exchange day. The valuation is made on the day on which the transaction is entered into on the basis of the difference between the option price and the daily settlement price, and thereafter on the basis of the difference between the daily settlement prices of the current exchange day and the preceding exchange day. The daily settlement may also result in an interim debit of the writer. Upon exercise and assignment of the option, as well as upon its expiration, a final premium payment shall be made in an amount equivalent to the daily settlement price of the options contract on the exercise day or the expiration day, as the case may be.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 1,000 contracts; the EnLight Minimum Block Trade Size is 500 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 18:30 20:30
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:50 12:00 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 16
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jan 17
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Jan 22
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Feb 19
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Feb 20
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Feb 21
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Mar 18
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Mar 19
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Mar 20
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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

  • Apr 15
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Apr 16
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Apr 17
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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 14
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • May 15
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • May 20
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Jun 17
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Jun 18
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jun 19
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Jul 16
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jul 17
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Jul 22
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Aug 19
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Aug 20
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Aug 21
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Sep 16
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Sep 17
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Sep 18
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Oct 15
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Oct 16
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Oct 21
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Nov 18
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Nov 19
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Nov 20
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • Dec 16
    Volatility Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Dec 17
    Volatility Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Dec 18
    Volatility Final Settlement Day

    Final Settlement Day for EURO STOXX 50® Variance Futures (no trading)

  • 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-accounts) EUR 0.30 per contract
TES transactions: Standard fees (A-, M- and P-accounts) EUR 0.30 per contract
Position Closing Adjustments EUR 0.60 per contract
Cash settlement EUR 0.30 per contract
Exercise of options (A-, M- and P-accounts) EUR 0.10 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.

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