Options on VSTOXX® Futures (OVS2)

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

Statistics

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

Traded contracts:
743
Open interest (adj.):
361,771
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 Aug 22 358 0.326 176,258 176,017 5/130 59
CALL Aug 22 270 138,382 138,132
PUT Aug 22 88 37,876 37,885
OVS2 Sep 22 97 2.593 120,380 120,333 6/150 60
CALL Sep 22 27 79,289 79,287
PUT Sep 22 70 41,091 41,046
OVS2 Oct 22 0 n/a 35,343 35,343 6.5/150 58
CALL Oct 22 0 28,411 28,411
PUT Oct 22 0 6,932 6,932
OVS2 Nov 22 0 n/a 15,961 15,961 6.5/150 58
CALL Nov 22 0 15,512 15,512
PUT Nov 22 0 449 449
OVS2 Dec 22 288 0.000 12,400 12,112 7/160 58
CALL Dec 22 288 12,400 12,112
PUT Dec 22 0 0 0
OVS2 Jan 23 0 n/a 2 2 7.5/160 57
CALL Jan 23 0 2 2
PUT Jan 23 0 0 0
OVS2 Feb 23 0 n/a 2,003 2,003 7/160 58
CALL Feb 23 0 2,003 2,003
PUT Feb 23 0 0 0
OVS2 Mar 23 0 n/a 0 0 7/150 57
CALL Mar 23 0 0 0
PUT Mar 23 0 0 0
Total 743 0.270 362,347 361,771
Call 585 275,999 275,459
Put 158 86,348 86,312

Prices/Quotes

Last trade: Aug 12, 2022 6:55:16 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
130.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
120.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
110.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 5 06/23/2022 n.a.
100.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
95.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
90.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 5,000 06/03/2022 n.a.
85.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
80.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
75.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 0 12/23/2021 n.a.
70.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 54,651 07/28/2022 n.a.
65.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 1,000 07/28/2022 n.a.
60.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 4,200 07/22/2022 n.a.
55.00 0 n.a. n.a. n.a. n.a. n.a. 0.08 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 7,700 07/19/2022 n.a.
50.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 7,420 07/28/2022 n.a.
48.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 1 06/16/2022 n.a.
46.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 2,001 07/07/2022 n.a.
44.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 5,119 08/05/2022 n.a.
42.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 160 08/08/2022 n.a.
40.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 21,470 08/08/2022 n.a.
38.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 4,803 07/14/2022 n.a.
36.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 2,407 08/08/2022 n.a.
34.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. +0.00% 0.03 08/12/2022 18:55:16 0.03 0 11,353 08/11/2022 n.a.
32.00 0 n.a. n.a. n.a. n.a. n.a. 0.13 n.a. -50.00% 0.03 08/12/2022 18:55:16 0.03 0 4,969 07/22/2022 n.a.
30.00 0 n.a. n.a. n.a. 0.03 n.a. 0.05 n.a. -66.67% 0.03 08/12/2022 18:55:16 0.03 0 2,468 08/12/2022 n.a.
29.00 0 n.a. n.a. n.a. n.a. n.a. 0.15 n.a. -50.00% 0.05 08/12/2022 18:55:16 0.05 0 158 07/28/2022 n.a.
28.00 0 n.a. n.a. n.a. n.a. n.a. 0.10 n.a. -40.00% 0.08 08/12/2022 18:55:16 0.08 260 21 08/01/2022 n.a.
27.00 0 n.a. n.a. n.a. 0.03 n.a. 0.23 n.a. -57.14% 0.08 08/12/2022 18:55:16 0.08 0 553 08/03/2022 n.a.
26.00 0 n.a. n.a. n.a. 0.05 n.a. 0.15 n.a. -55.56% 0.10 08/12/2022 18:55:16 0.10 10 2,560 08/02/2022 n.a.
25.00 0 n.a. n.a. n.a. 0.10 n.a. 0.35 n.a. -53.85% 0.15 08/12/2022 18:55:16 0.15 0 108 08/08/2022 n.a.
24.00 0 n.a. n.a. n.a. 0.20 n.a. 0.48 n.a. -44.44% 0.25 08/12/2022 18:55:16 0.25 0 0 12/23/2021 n.a.
23.00 0 n.a. n.a. n.a. 0.35 n.a. 0.68 n.a. -39.29% 0.43 08/12/2022 18:55:16 0.43 0 0 12/23/2021 n.a.
22.00 0 n.a. n.a. n.a. 0.63 n.a. 1.05 n.a. -31.11% 0.78 08/12/2022 18:55:16 0.78 0 1 01/21/2022 n.a.
21.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -22.97% 1.43 08/12/2022 18:55:16 1.43 0 0 12/23/2021 n.a.
20.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -18.02% 2.28 08/12/2022 18:55:16 2.28 0 4 01/27/2022 n.a.
19.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -13.33% 3.25 08/12/2022 18:55:16 3.25 0 0 12/23/2021 n.a.
18.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -10.53% 4.25 08/12/2022 18:55:16 4.25 0 0 12/23/2021 n.a.
17.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -8.70% 5.25 08/12/2022 18:55:16 5.25 0 0 12/23/2021 n.a.
16.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -7.41% 6.25 08/12/2022 18:55:16 6.25 0 0 12/23/2021 n.a.
15.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.45% 7.25 08/12/2022 18:55:16 7.25 0 0 12/23/2021 n.a.
14.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -6.06% 7.75 08/12/2022 18:55:16 7.75 0 0 12/23/2021 n.a.
14.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.71% 8.25 08/12/2022 18:55:16 8.25 0 0 12/23/2021 n.a.
13.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.41% 8.75 08/12/2022 18:55:16 8.75 0 0 12/23/2021 n.a.
13.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -5.13% 9.25 08/12/2022 18:55:16 9.25 0 0 12/23/2021 n.a.
12.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.88% 9.75 08/12/2022 18:55:16 9.75 0 0 12/23/2021 n.a.
12.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.65% 10.25 08/12/2022 18:55:16 10.25 0 0 12/23/2021 n.a.
11.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.44% 10.75 08/12/2022 18:55:16 10.75 0 0 12/23/2021 n.a.
11.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.26% 11.25 08/12/2022 18:55:16 11.25 0 0 12/23/2021 n.a.
10.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -4.08% 11.75 08/12/2022 18:55:16 11.75 0 0 12/23/2021 n.a.
10.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.92% 12.25 08/12/2022 18:55:16 12.25 0 0 12/23/2021 n.a.
9.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.77% 12.75 08/12/2022 18:55:16 12.75 0 0 12/23/2021 n.a.
9.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.64% 13.25 08/12/2022 18:55:16 13.25 0 0 12/23/2021 n.a.
8.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.51% 13.75 08/12/2022 18:55:16 13.75 0 0 12/23/2021 n.a.
8.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.39% 14.25 08/12/2022 18:55:16 14.25 0 0 05/18/2022 n.a.
7.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.28% 14.75 08/12/2022 18:55:16 14.75 0 0 05/30/2022 n.a.
7.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.17% 15.25 08/12/2022 18:55:16 15.25 0 0 05/30/2022 n.a.
6.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -3.08% 15.75 08/12/2022 18:55:16 15.75 0 0 06/03/2022 n.a.
6.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.99% 16.25 08/12/2022 18:55:16 16.25 0 0 07/29/2022 n.a.
5.50 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.90% 16.75 08/12/2022 18:55:16 16.75 0 0 08/04/2022 n.a.
5.00 0 n.a. n.a. n.a. n.a. n.a. n.a. n.a. -2.82% 17.25 08/12/2022 18:55:16 17.25 0 0 08/09/2022 n.a.
Total 270 138,132

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 1,000 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 19
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Jan 20
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jan 21
    Volatility | Final Settlement Day

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

  • Feb 16
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Feb 17
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Feb 18
    Volatility | Final Settlement Day

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

  • Mar 15
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Mar 17
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Mar 18
    Volatility | Final Settlement Day

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

  • Apr 13
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Apr 14
    Volatility | Final Settlement Day

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

  • 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 20
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • May 18
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • May 19
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • May 20
    Volatility | Final Settlement Day

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

  • Jun 15
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Jun 16
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jun 17
    Volatility | Final Settlement Day

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

  • Jul 14
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Jul 15
    Volatility | Final Settlement Day

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

  • Jul 20
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Aug 17
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Aug 18
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Aug 19
    Volatility | Final Settlement Day

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

  • Sep 15
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Sep 16
    Volatility | Final Settlement Day

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

  • Sep 21
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Oct 19
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Oct 20
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Oct 21
    Volatility | Final Settlement Day

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

  • Nov 16
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® derivatives

  • Nov 17
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Nov 18
    Volatility | Final Settlement Day

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

  • Dec 15
    Volatility | Last Trading Day

    Last Trading Day for EURO STOXX 50® Variance Futures

  • Dec 16
    Volatility | Final Settlement Day

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

  • Dec 21
    Volatility | Last Trading Day

    Last Trading Day for VSTOXX® 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

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) EUR 0.30 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) EUR 0.30 per contract
Position Closing Adjustments (A-, M- and P-accounts) EUR 0.60 per contract
Exercise of options (A-, M- and P-accounts) EUR 0.10 per contract
Assignment 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

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