STOXX Europe 600

EURO STOXX® Small Index Options (OSCE)

  • Bloomberg L.P.
    SCXE index OMON
  • Refinitiv
    0#FSCE*.EX
  • Currency
    EUR
  • Product ISIN
    DE000A1DKQS7
  • Underlying ISIN
    CH0009107456

    Fetch Data ...

    Fetch Data ...

    Contract Specifications

    ContractProduct IDUnderlying

    EURO STOXX® Index Options

    OXXE

    EURO STOXX® Index

    EURO STOXX® Large Index Options

    OLCE

    EURO STOXX® Large Index

    EURO STOXX® Mid Index Options

    OMCE

    EURO STOXX® Mid Index

    EURO STOXX® Small Index Options

    OSCE

    EURO STOXX® Small Index

    STOXX® Europe 600 Index Options

    OXXP

    STOXX® Europe 600 Index

    STOXX® Europe Large 200 Index Options

    OLCP

    STOXX® Europe Large 200 Index

    STOXX® Europe Mid 200 Index Options

    OMCP

    STOXX® Europe Mid 200 Index

    STOXX® Europe Small 200 Index Options

    OSCP

    STOXX® Europe Small 200 Index

    Settlement

    Cash settlement, payable on the first exchange day following the final settlement day.

    Contract values and price gradations

    ContractContract valueMinimum price change
    PointsValue

    EURO STOXX® Index Options

    EUR 50

    0.1

    EUR 5

    EURO STOXX® Large Index Options

    EUR 50

    0.1

    EUR 5

    EURO STOXX® Mid Index Options

    EUR 50

    0.1

    EUR 5

    EURO STOXX® Small Index Options

    EUR 50

    0.1

    EUR 5

    STOXX® Europe 600 Index Options

    EUR 50

    0.1

    EUR 5

    STOXX® Europe Large 200 Index Options

    EUR 50

    0.1

    EUR 5

    STOXX® Europe Mid 200 Index Options

    EUR 50

    0.1

    EUR 5

    STOXX® Europe Small 200 Index Options

    EUR 50

    0.1

    EUR 5

    Term

    Equity index options contracts are available for the following terms:

    • Weekly (W): the term of the contract is one calendar week after the expiration day of the preceding contract having the same weekday (Monday to Friday) as expiration day.
    • Monthly (M): the term of the contract is one month after the expiration day of the preceding contract having the same weekday (Monday to Friday) as expiration day.
    • Quarterly (Q): the term of the contract is three months after the expiration day of the preceding contract in the cycle March, June, September and December having the same weekday (Monday to Friday) as expiration day.
    • Semi-annual (H): the term of the contract is six months after the expiration day of the preceding contract in the cycle June and December having the same weekday (Monday to Friday) as expiration day.
    • Yearly (Y): the term of the contract is twelve months after the expiration day of the preceding contract in the cycle December having the same weekday (Monday to Friday) as expiration day.

    Contract

    Maximum term (months)

    Max number of terms

    W

    M

    Q

    S

    Y

    EURO STOXX® Index Options

    24

    8

    -

    3

    3

    2

    -

    EURO STOXX® Large Index Options

    24

    8

    -

    3

    3

    2

    -

    EURO STOXX® Mid Index Options

    60

    16

    -

    3

    11

    -

    2

    EURO STOXX® Small Index Options

    24

    8

    -

    3

    3

    2

    -

    STOXX® Europe 600 Index Options

    60

    25

    6

    6

    11

    -

    2

    STOXX® Europe Large 200 Index Options

    60

    12

    -

    3

    3

    4

    2

    STOXX® Europe Mid 200 Index Options

    60

    12

    -

    3

    3

    4

    2

    STOXX® Europe Small 200 Index Options

    60

    12

    -

    3

    3

    4

    2

    Last trading day and final settlement day

    Last trading day is the final settlement day.

    Final settlement day is the third Friday of each expiration month if this is an exchange day; otherwise the exchange day immediately preceding that 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 based on the average of the respective STOXX® Index values calculated between 11:50 and 12:00 CET.

    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

    ContractExercise price intervals in index points for contract months with a remaining lifetime of
    ≤ 3 months4-12 months13-24 months25-36 months> 36 months

    EURO STOXX® Index Options

    5

    10

    20

    -

    -

    EURO STOXX® Large Index Options

    5

    10

    20

    -

    -

    EURO STOXX® Mid Index Options

    5

    10

    20

    50

    50

    EURO STOXX® Small Index Options

    5

    10

    20

    -

    -

    STOXX® Europe 600 Index Options

    2.5

    5

    10

    20

    20

    STOXX® Europe Large 200 Index Options

    5

    10

    20

    20

    20

    STOXX® Europe Mid 200 Index Options

    5

    10

    20

    20

    20

    STOXX® Europe Small 200 Index Options

    5

    10

    20

    20

    20

    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.

    Upon the admission of the options, at least five exercise prices shall be made available for each due date with a term of more than 24 months for each call and put, such that two exercise prices are in-the-money, one is at-the-money and two 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 100 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. 

    Regular Trading Day
    Pre-Trading Trading Post-Trading
    Full Late1 Late2 Restricted
    07:30 09:00 17:30 19:00 20:30
    Last Trading Day
    Pre-Trading Trading Post-Trading
    Full Late1 Late2 Restricted
    07:30 09:00 12:00 19:00 20:30 20:30
    • 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

    • Jan 02
      Equity Index | Switzerland | Holiday

      Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

    • Jan 06
      Equity Index | Finland | Holiday

      Eurex is closed for trading and exercise in Finnish equity index derivatives

    • Jan 20
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Feb 17
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Apr 18
      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 21
      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 05
      Equity Index | Great Britain | Holiday

      Eurex is closed for trading and exercise in British equity index derivatives

    • May 26
      Equity Index | Great Britain | Holiday

      Eurex is closed for trading and exercise in British equity index derivatives

    • May 26
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • May 29
      Equity Index | Switzerland | Holiday

      Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

    • May 29
      Fixed income derivatives | Equity | Equity Index | Dividends | ETF & ETC | FX | Switzerland | Holiday

      No cash payment in CHF

    • May 29
      Equity Index | Finland | Holiday

      Eurex is closed for trading and exercise in Finnish equity index derivatives

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

      No cash payment in CHF

    • Jun 09
      Equity Index | Switzerland | Holiday

      Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

    • Jun 19
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Jun 20
      Equity Index | Finland | Holiday

      Eurex is closed for trading and exercise in Finnish equity index derivatives

    • Jul 04
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

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

      No cash payment in CHF

    • Aug 01
      Equity Index | Switzerland | Holiday

      Eurex is closed for trading and clearing (exercise and settlement) in Swiss equity index derivatives

    • Aug 25
      Equity Index | Great Britain | Holiday

      Eurex is closed for trading and exercise in British equity index derivatives

    • Sep 01
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Oct 13
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Nov 11
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • Nov 27
      Equity | Equity Index | Bloomberg | Exchange traded commodities derivatives | FX | Brazil | Canada | Russia | USA | Holiday

      No cash payment in USD

    • 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

    Market Status

    XEUR

    8 January 2025

    2:40:34 PM


    Production newsboard

    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.