A member of
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Fixed Income Futures
Fixed Income Options
STIR Futures & Options
Credit Index Futures
Financing of Futures CTDs
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
STOXX
MSCI
FTSE
DAX
Mini-DAX
Micro Product Suite
Daily Options
Index Total Return Futures
ESG Index Derivatives
Country Indexes
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Product Overview
Daily Options
Three-Month Euro STR Futures
Credit Index Futures
EURO STOXX 50® Index Futures
Exchange Participants
Market Maker Futures
Market Maker Options
ISV & service provider
3rd Party Information Provider
Market data vendors
Brokers
Multilateral and Brokerage Functionality
Block Trades
Delta TAM
T7 Entry Service via e-mail
Vola Trades
Additional contract versions
Exchange for Physicals
Trade at Index Close
Exchange for Swaps
Non-disclosure facility
Market statistics (online)
Trading statistics
Monthly statistics
Eurex Repo statistics
Snapshot summary report
Product parameter files
T7 Entry Service parameters
EFS Trades
EFP-Fin Trades
EFP-Index Trades
MiFID2 Commodity Derivatives Instruments
Total Return Futures conversion parameters
Product and Price Report
Variance Futures conversion parameters
Suspension Reports
Position Limits
RDF Files
Prices Rolling Spot Future
Notified Bonds | Deliverable Bonds and Conversion Factors
Risk parameters and initial margins
Securities margin groups and classes
Haircut and adjusted exchange rate
Cross-Project-Calendar
Readiness for projects
Readiness for products
T7 Release 14.0
T7 Release 13.1
T7 Release 13.0
T7 Release 12.1
Member Section Releases
Simulation calendar
Archive
Direct market access from the U.S.
Eligible options under SEC class No-Action Relief
Eligible foreign security futures products under 2009 SEC Order and Commodity Exchange Act
U.S. Introducing Broker direct Eurex access
Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Newsflashes
Contract Specifications
| Contract | Product ID | Underlying |
MSCI USA ESG Screened Index Options | OMSU | MSCI USA ESG Screened Index (NTR, USD) |
MSCI World ESG Screened Index Options | OMSW | MSCI World ESG Screened Index (Price Index, USD) |
MSCI Emerging Markets Asia ESG Screened Index Options | OMSS | MSCI Emerging Markets Asia ESG Screened Index (NTR, USD) |
MSCI Emerging Markets ESG Screened Index Options | OMSM | MSCI Emerging Markets ESG Screened Index (NTR, USD) |
Settlement
Cash settlement, payable on the first exchange day following the final settlement day.
Contract values and price gradations
| Contract | Contract value | Minimum price change | |
| Points | Value | ||
MSCI USA ESG Screened Index Options | USD 10 | 0.1 | USD 1 |
MSCI World ESG Screened Index Options | USD 10 | 0.1 | USD 1 |
MSCI Emerging Markets Asia ESG Screened Index Options | USD 10 | 0.1 | USD 1 |
MSCI Emerging Markets ESG Screened Index Options | USD 10 | 0.1 | USD 1 |
Term
Equity index options contracts are available for the following terms:
Contract | Maximum term (months) | Max number of terms | |||||
W | M | Q | S | Y | |||
OMSU, OMSW, OMSS, OMSM | 24 | 10 | - | 3 | 7 | - | - |
Last trading day and final settlement day
Last trading day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that day.
Final settlement day of MSCI Index Options is the exchange day immediately succeeding the last trading day.
Daily settlement price
The daily settlement price is established by Eurex. The daily settlement prices for equity index options are determined through the Black/Scholes 76 model. If necessary, dividend expectations, current interest rates or other payments are taken into consideration.
Final settlement price
The final settlement price is established by Eurex on the final settlement day of the contract and is determined by the closing value of the respective Price, Net or Gross Total Return Index on the last trading day.
Exercise
European-style; an option can only be exercised on the final settlement day of the respective option series until the end of the Post-Trading Full Period (20:30 CET).
Exercise prices
| Contract | Exercise price intervals in index points for contract months with a remaining lifetime of | |||
| ≤ 3 months | 4-6 months | 6-12 months | 13-24 months | |
MSCI USA ESG Screened Index Options | 25 | 25 | 50 | 100 |
MSCI World ESG Screened Index Options | 25 | 25 | 50 | 100 |
MSCI Emerging Markets Asia ESG Screened Index Options | 25 | 25 | 50 | 100 |
MSCI Emerging Markets ESG Screened Index Options | 25 | 25 | 50 | 100 |
Number of exercise prices
Upon the admission of the options, at least seven exercise prices shall be made available for each due date with a term of up to 24 months 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 equivalent of the premium in points, payable in full in the currency of the respective contract on the exchange day following the day of the trade.
Further details are available in the clearing conditions and the contract specifications.
Block Trades
Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 5 contracts.
Market-Making Parameter
All quotation parameters at a glance
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.
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.
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:50 | 17:30 | 19:00 | 20:30 |
| Pre-Trading | Trading | Post-Trading | |||
|---|---|---|---|---|---|
| Full | Late1 | Late2 | Restricted | ||
| 07:30 | 08:50 | 17:30 | 19:00 | 20:30 | 20:30 |
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in USD
No cash payment in USD
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and exercise in British equity index derivatives
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in CHF
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
No cash payment in USD
Eurex is closed for trading and exercise in Finnish equity index derivatives
No cash payment in USD
No cash payment in CHF
Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives
Eurex is closed for trading and exercise in British equity index derivatives
No cash payment in USD
No cash payment in USD
No cash payment in USD
No cash payment in USD
Eurex is closed for trading in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading and clearing (exercise, settlement and cash) in all derivatives
Eurex is closed for trading in all derivatives
| Fee Type | Fee |
|---|---|
| Exchange transactions: Standard fees (A-accounts) | USD 0.58 per contract |
| Exchange transactions: Standard fees (M- and P-accounts) | USD 0.50 per contract |
| Exchange transactions: Reduced fees A-accounts (contract volume above threshold) | USD 0.29 per contract |
| Exchange transactions: Reduced fees P-accounts (contract volume above threshold) | USD 0.25 per contract |
| TES transactions: Standard fees (A-accounts) | USD 0.58 per contract |
| TES transactions: Standard fees (M- and P-accounts) | USD 0.50 per contract |
| TES transactions: Reduced fees A-accounts (contract volume above threshold) | USD 0.29 per contract |
| TES transactions: Reduced fees P-accounts (contract volume above threshold) | USD 0.25 per contract |
| Eurex EnLight: Standard fees (A-accounts) | USD 0.58 per contract |
| Eurex EnLight: Standard fees (M- and P-accounts) | USD 0.50 per contract |
| Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) | USD 0.29 per contract |
| Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) | USD 0.25 per contract |
| Threshold A-accounts | 3,000.00 contracts |
| Threshold P-accounts | 2,000.00 contracts |
| Exercise of options (A-accounts) | USD 0.58 per contract |
| Exercise of options (M- and P-accounts) | USD 0.50 per contract |
| Position transfer with cash transfer | USD 13.00 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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.