ETF & ETC

(EXS1)

  • Bloomberg L.P.
    DAXEX GR Equity OMON
  • Refinitiv
    <0#EXSF.*EX>
  • Currency
    EUR
  • Product ISIN
    DE0005933931
  • Underlying ISIN
    DE0005933931

Prices/Quotes

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Statistics

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Specifications

Contract Specifications

Contract size

100 (CNDX, CSPX: 10 / CNYA, EEWD, EMNU, EEDM, EEDS, ICOM, ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares of the underlying.

Settlement

Physical delivery of the respective index fund shares two exchange days after the last trading day.

Minimum price change

EUR 0.01, CHF 0.01, USD 0.01 or GBX 0.25.

Contract months

Standard - up to 24 months: The three nearest successive calendar months (for CNDX, CSPX, EUN2, EXSA and ISF the six nearest successive calendar months), the three following quarterly months of the March, June, September and December cycle thereafter, and the two following semi-annual months of the June and December cycle thereafter.

Last trading day

The third Friday of each expiration month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the expiring option series on the last trading day is at 17:30 CET, for CHF-denominated other option series at 17:20 CET.

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for ETF options are determined through the binomial model according to Cox/Ross/Rubinstein. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.

Further details are available in the clearing conditions.

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.

The reference price for options on iShares ETFs shall be the price of the respective underlying security effected on the closing auction in the electronic trading system specified in the contract specifications.

Exercise prices

ContractExercise price intervals in EUR, CHF, USD or GBX for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months

iShares DAX® (DE) Options

1

2.5

5

iShares DivDAX® UCITS (DE) Options

0.5

1

2

iShares EURO STOXX 50® Options

0.5

1

2

iShares EURO STOXX® Banks 30-15 UCITS (DE) Options

0.1

0.25

1

iShares SMI® (CH) Options

1

2.5

5

iShares STOXX® Europe 600 UCITS (DE) Options

0.25

0.5

1

iShares MSCI Europe UCITS Options

0.5

1

2

iShares MSCI Europe ESG Enhanced UCITS Options

0.1

0.25

1

iShares MSCI Emerging Markets UCITS Options

0.5

1

2

iShares MSCI Emerging Markets ESG Enhanced UCITS Options

0.1

0.25

1

iShares Core MSCI World UCITS Options

0.25

1

2

iShares MSCI World ESG Enhanced UCITS Options

0.1

0.25

1

iShares MSCI USA ESG Enhanced UCITS Options

0.1

0.25

1

iShares MSCI Brazil (DE) Options

0.25

0.5

1

iShares MSCI China A UCITS Options

0.1

0.25

1

iShares NASDAQ 100 UCITS Options

0.10

0.25

1

iShares Core S&P 500 UCITS Options

2.5

5

10

iShares S&P 500 Financials UCITS Options

0.1

0.25

1

iShares S&P 500 Health Care UCITS Options

0.1

0.25

1

iShares S&P 500 IT UCITS Options

0.1

0.25

1

iShares S&P 500 Energy UCITS Options

0.1

0.25

1

iShares S&P 500 Utilities UCITS Options

0.1

0.25

1

iShares Diversified Commodity Swap UCITS Options

0.1

0.25

1

iShares European Property Yield UCITS Options

0.5

1

2

iShares Core FTSE 100 UCITS Options

5

10

20

iShares FTSE 250 UCITS Options

5

10

20

iShares China Large Cap UCITS Options

0.5

1

2

Number of exercise prices

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

Option premium

The premium is payable in full in the currency of the respective contract on the exchange day following the day of the trade.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 2,500 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 Trader or several Exchange Traders of an Admitted Company (a “Cross Trade”) nor pursuant to a prior understanding between Exchange Traders of two different admitted companies (a “Pre-Arranged Trade”), unless the conditions according to Paragraph 2 have been fulfilled. The same shall apply for the entry of Orders as part of a Quote.

(2) A Cross Trade or a Pre-Arranged Trade is admissible if a participant in a Cross Trade or a Pre-Arranged Trade Eurex Trading System, announces his intention to execute a corresponding number of Contracts as Cross Trades or Pre-Arranged Trades in the Order Book (“Trade Request”). The buying participant has to ensure that he himself or the selling participant enters the Trade Request. The Order or Quote giving rise to the Cross Trade or Pre-Arranged Trade must be entered one second at the earliest and 121 seconds at the latest after the entry of the Trade Request. Entering a Trade Request without entering the respective Order or Quote is not admissible.

(3) Paragraphs 1 and 2 shall not apply to Transactions consummated during the netting process in an auction (Number 1.4 Paragraphs 2 and Paragraph 3).

(4) The automated entry functionality for Cross Trades or Pre-Arranged Trades of the Eurex Trading System may be used for entering Cross Trades or Pre-Arranged Trades. In this case, announcement and entry of the corresponding Orders pursuant to Paragraph 2 will be automated. 

Trading Hours

Regular Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:30 19:00 19:30 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:51 17:30 19:00 19:30 20:00

Trading Calendar

  • Jan 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Jan 02
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Mar 29
    Interest Rates | Equity | Equity Index | Dividends | Cryptocurrency | Volatility | FX | ETF & ETC | Commodity | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Apr 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • May 01
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • May 09
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • May 20
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Aug 01
    Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

    No cash payment in CHF

  • Dec 24
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading in all derivatives

  • Dec 25
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 26
    Interest Rates | Equity | Equity Index | Dividends | FX | Volatility | ETF & ETC | Commodity | Cryptocurrency | Holiday

    Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives

  • Dec 31
    Interest Rates | Equity | Equity Index | Dividends | Volatility | ETF & ETC | Cryptocurrency | Commodity | FX | Holiday

    Eurex is closed for trading 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 0.40 per contract
Exercise of options (A-, M- and P-accounts) EUR 0.30 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.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

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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