iShares USD Treasury Bond 20+yr UCITS Options (ODTL)

  • Currency
    USD
  • Product ISIN
    DE000A26RY50
  • Underlying ISIN
    IE00BSKRJZ44

Statistics

Data is for 19.01.2021 Last update:Jan 20, 2021 12:00:00 AM

Traded contracts:
0
Open interest (adj.):
94,650
Product type:
O
Stock exchange:
n/a
Underlying closing price:
5.67
Product name Contract type Expiry Traded contracts Put/Call ratio Open interest Open interest (adj.) Strike price range Strike price series
ODTL Feb 21 0 n/a 0 0 0.01/6.55 28
CALL Feb 21 0 0 0
PUT Feb 21 0 0 0
ODTL Mar 21 0 n/a 94,650 94,650 0.01/7 34
CALL Mar 21 0 63,100 63,100
PUT Mar 21 0 31,550 31,550
ODTL Apr 21 0 n/a 0 0 5.25/6.4 24
CALL Apr 21 0 0 0
PUT Apr 21 0 0 0
ODTL May 21 0 n/a 0 0 5.25/6.35 23
CALL May 21 0 0 0
PUT May 21 0 0 0
ODTL Jun 21 0 n/a 0 0 0.01/6.75 32
CALL Jun 21 0 0 0
PUT Jun 21 0 0 0
ODTL Jul 21 0 n/a 0 0 5.3/6 15
CALL Jul 21 0 0 0
PUT Jul 21 0 0 0
ODTL Sep 21 0 n/a 0 0 5.25/6.5 26
CALL Sep 21 0 0 0
PUT Sep 21 0 0 0
ODTL Dec 21 0 n/a 0 0 5.25/6.25 21
CALL Dec 21 0 0 0
PUT Dec 21 0 0 0
Total 0 n/a 94,650 94,650
Call 0 63,100 63,100
Put 0 31,550 31,550

Prices/Quotes

Last trade: Jan 20, 2021 7:22:40 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
6.55 0 0.01 0.01 0.01 n.a. n.a. n.a. n.a. +0.00% 0.01 01/20/2021 19:22:40 0.01 0 0 08/24/2020 n.a.
6.50 0 0.01 0.01 0.01 n.a. n.a. n.a. n.a. +0.00% 0.01 01/20/2021 19:22:40 0.01 0 0 08/24/2020 n.a.
6.45 0 0.02 0.02 0.02 n.a. n.a. n.a. n.a. +0.00% 0.02 01/20/2021 19:22:40 0.02 0 0 08/24/2020 n.a.
6.40 0 0.02 0.02 0.02 n.a. n.a. n.a. n.a. +0.00% 0.02 01/20/2021 19:22:40 0.02 0 0 08/24/2020 n.a.
6.35 0 0.02 0.02 0.02 n.a. n.a. n.a. n.a. +0.00% 0.02 01/20/2021 19:22:40 0.02 0 0 08/24/2020 n.a.
6.30 0 0.03 0.03 0.03 n.a. n.a. n.a. n.a. +0.00% 0.03 01/20/2021 19:22:40 0.03 0 0 08/24/2020 n.a.
6.25 0 0.03 0.03 0.03 n.a. n.a. n.a. n.a. +0.00% 0.03 01/20/2021 19:22:40 0.03 0 0 08/24/2020 n.a.
6.20 0 0.04 0.04 0.04 n.a. n.a. n.a. n.a. +0.00% 0.04 01/20/2021 19:22:40 0.04 0 0 08/24/2020 n.a.
6.15 0 0.04 0.04 0.04 n.a. n.a. n.a. n.a. +0.00% 0.04 01/20/2021 19:22:40 0.04 0 0 08/24/2020 n.a.
6.10 0 0.05 0.05 0.05 n.a. n.a. n.a. n.a. -16.67% 0.05 01/20/2021 19:22:40 0.05 0 0 08/24/2020 n.a.
6.05 0 0.06 0.06 0.06 n.a. n.a. n.a. n.a. -14.29% 0.06 01/20/2021 19:22:40 0.06 0 0 08/24/2020 n.a.
6.00 0 0.07 0.07 0.07 n.a. n.a. n.a. n.a. -12.50% 0.07 01/20/2021 19:22:40 0.07 0 0 08/24/2020 n.a.
5.95 0 0.08 0.08 0.08 n.a. n.a. n.a. n.a. -11.11% 0.08 01/20/2021 19:22:40 0.08 0 0 08/24/2020 n.a.
5.90 0 0.10 0.10 0.10 0.01 n.a. 0.41 n.a. +0.00% 0.10 01/20/2021 19:22:40 0.10 0 0 08/24/2020 n.a.
5.85 0 0.11 0.11 0.11 n.a. n.a. n.a. n.a. -8.33% 0.11 01/20/2021 19:22:40 0.11 0 0 08/24/2020 n.a.
5.80 0 0.13 0.13 0.13 n.a. n.a. n.a. n.a. -7.14% 0.13 01/20/2021 19:22:40 0.13 0 0 08/26/2020 n.a.
5.75 0 0.15 0.15 0.15 n.a. n.a. n.a. n.a. -6.25% 0.15 01/20/2021 19:22:40 0.15 0 0 08/27/2020 n.a.
5.70 0 0.18 0.18 0.18 n.a. n.a. n.a. n.a. -5.26% 0.18 01/20/2021 19:22:40 0.18 0 0 08/28/2020 n.a.
5.65 0 0.19 0.19 0.19 n.a. n.a. n.a. n.a. -9.52% 0.19 01/20/2021 19:22:40 0.19 0 0 10/06/2020 n.a.
5.60 0 0.22 0.22 0.22 n.a. n.a. n.a. n.a. -8.33% 0.22 01/20/2021 19:22:40 0.22 0 0 10/07/2020 n.a.
5.55 0 0.25 0.25 0.25 n.a. n.a. n.a. n.a. -7.41% 0.25 01/20/2021 19:22:40 0.25 0 0 10/23/2020 n.a.
5.50 0 0.28 0.28 0.28 n.a. n.a. n.a. n.a. -6.67% 0.28 01/20/2021 19:22:40 0.28 0 0 11/10/2020 n.a.
5.45 0 0.32 0.32 0.32 n.a. n.a. n.a. n.a. -3.03% 0.32 01/20/2021 19:22:40 0.32 0 0 11/10/2020 n.a.
5.40 0 0.35 0.35 0.35 n.a. n.a. n.a. n.a. -5.41% 0.35 01/20/2021 19:22:40 0.35 0 0 01/07/2021 n.a.
5.35 0 0.39 0.39 0.39 n.a. n.a. n.a. n.a. -2.50% 0.39 01/20/2021 19:22:40 0.39 0 0 01/07/2021 n.a.
5.30 0 0.43 0.43 0.43 n.a. n.a. n.a. n.a. -2.27% 0.43 01/20/2021 19:22:40 0.43 0 0 01/08/2021 n.a.
5.25 0 0.47 0.47 0.47 n.a. n.a. n.a. n.a. -2.08% 0.47 01/20/2021 19:22:40 0.47 0 0 01/12/2021 n.a.
0.01 0 5.65 5.65 5.65 n.a. n.a. n.a. n.a. -0.18% 5.65 01/20/2021 19:22:40 5.65 0 0 01/18/2021 n.a.
Total 0 0

Specifications

Contract Specifications

Contract standards

ContractProduct IDUnderlyingCurrency

Xtrackers MSCI Emerging Markets UCITS Options

DBX1

Xtrackers MSCI Emerging Markets UCITS ETF

EUR

Xtrackers MSCI World Swap UCIT Options

DBXW

Xtrackers MSCI World Swap UCIT ETF

EUR

Xtrackers MSCI Europe UCITS Options

DBXA

Xtrackers MSCI Europe UCITS ETF

EUR

iShares Core DAX® (DE) Options

EXS1

iShares DAX® (DE) ETF

EUR

iShares Core EURO STOXX 50® Options

EUN2

iShares EURO STOXX 50® ETF

EUR

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

EXX1

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

EUR

iShares SMI® (CH) Options

XMT

iShares SMI® (CH) ETF

CHF

iShares STOXX® Europe 600 UCITS (DE) Options

EXSA

iShares STOXX® Europe 600 UCITS (DE) ETF

EUR

iShares Core MSCI Europe UCITS Options

IQQY

iShares MSCI Europe UCITS ETF

EUR

iShares MSCI Emerging Markets UCITS Options

IDEM

iShares MSCI Emerging Markets UCITS ETF

USD

iShares Core MSCI World UCITS Options

IWDA

iShares Core MSCI World UCITS ETF

USD

iShares MSCI Brazil (DE) Options

4BRZ

iShares MSCI Brazil (DE) ETF

USD

iShares Core S&P 500 UCITS Options

CSPX

iShares Core S&P 500 UCITS ETF

USD

iShares S&P 500 Financials UCITS Options

IUFS

iShares S&P 500 Financials UCITS ETF

USD

iShares S&P 500 Health Care UCITS Options

IUHC

iShares S&P 500 Health Care UCITS ETF

USD

iShares S&P 500 IT UCITS Options

IUIT

iShares S&P 500 IT UCITS ETF

USD

iShares S&P 500 Energy UCITS Options

IUES

iShares S&P 500 Energy UCITS ETF

USD

iShares S&P 500 Utilities UCITS Options

IUUS

iShares S&P 500 Utilities UCITS ETF

USD

iShares European Property Yield UCITS Options

IPRP

iShares European Property Yield UCITS ETF

EUR

iShares Core FTSE 100 UCITS Options

ISF

iShares Core FTSE 100 UCITS ETF

GBX

iShares FTSE 250 UCITS Options

MIDD

iShares FTSE 250 UCITS ETF

GBX

iShares EUR High Yield Corporate Bond UCITS Options

OHYG

iShares EUR High Yield Corporate Bond UCITS ETF

EUR

iShares USD High Yield Corporate Bond UCITS Options

OHYU

iShares USD High Yield Corporate Bond UCITS ETF

USD

iShares USD High Yield Corporate Bond UCITS Options [european]

EHYU

iShares USD High Yield Corporate Bond UCITS ETF

USD

iShares J.P. Morgan USD Emerging Market Bond UCITS Options

OEMB

iShares J.P. Morgan USD Emerging Market Bond UCITS ETF

USD

iShares J.P. Morgan USD Emerging Market Bond UCITS Options [european]

EEMB

iShares J.P. Morgan USD Emerging Market Bond UCITS ETF

USD

iShares EUR Corporate Bond UCITS Options

OEAC

iShares USD Corporate Bond UCITS ETF

EUR

iShares USD Corporate Bond UCITS Options

OQDE

iShares USD Corporate Bond UCITS ETF

USD

iShares USD Corporate Bond UCITS Options [european]

ELQD

iShares USD Corporate Bond UCITS ETF

USD

iShares USD Treasury Bond 20+yr UCITS Options

ODTL

iShares USD Treasury Bond 20+yr UCITS ETF

USD


Contract size

100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000) index fund shares of the underlying.


Settlement

Physical delivery of 100 (ISF, IUFS, IUHC, IUIT, IUES, IUUS: 1,000; ODTL: 2000) 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, 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.


Fixed Income ETF Options are generally available at Eurex Deutschland with terms of the next 13 consecutive months. The January and December expirations for the following two years are also available, if not already included in the next 13 consecutive month cycle. When the August contract expires, expiration of January for a fourth year shall become available. When the September contract expires, expiration of December for a fourth year shall become available.

For OHYG and OEAC options contracts are with terms up to the next, the second and the third succeeding expiration days as well as up to and including the next three succeeding quarterly expiration days (March, June, September, December) thereafter.

For EHYU, EEMB, ELQD and ODTL options contracts are with terms up to the next six succeeding expiration days as well as up to and including the next two succeeding quarterly expiration days (March, June, September, December) 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 (OHYU, OEMB, OQDE and all EUR denominated ETF options) on the last trading day is at 17:30 CET, for all other option series at 17:20 CET.


Daily settlement price

The daily settlement price is established by Eurex. The daily settlement prices for ETFs 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.

Options on Xtrackers ETFs can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

OHYG, OEAC, ODTL, EHYU, EEMB and ELQD can only be exercised on the final settlement day (European-style) until the end of the Post-Trading Full-Period (20:00 CET).

The reference price for options on Xtrackers ETFs used for automatic exercise is the NAV (Net Asset Value) of the respective ETF at close of trading on the last trading day rounded to two decimal places. Since this price is not published before the respective next exchange day, the final settlement day for options on db x-trackers ETFs will be the exchange day immediately following the last trading day; this is typically the Monday following the third Friday of the expiration month.


Exercise prices

Exercise prices in EUR/CHFExercise price intervals in EUR or CHF for contract months with a remaining lifetime of
≤ 3 months4-12 months13-24 months

Up to 2

0.05

0.10

0.20

2 - 4

0.10

0.20

0.40

4 - 8

0.20

0.40

0.80

8 - 20

0.50

1.00

2.00

20 - 52

1.00

2.00

4.00

52 - 100

2.00

4.00

8.00

100 - 200

5.00

10.00

20.00

200 - 400

10.00

20.00

40.00

> 400

20.00

40.00

80.00


Exercise prices - iShares

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 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 Emerging Markets UCITS Options

0.5

1

2

iShares Core MSCI World UCITS Options

0.25

1

2

iShares MSCI Brazil (DE) Options

0.25

0.5

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 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 EUR High Yield Corporate Bond UCITS Options

0.5

0.5

n.a.

iShares USD High Yield Corporate Bond UCITS Options

0.5

0.5

1

iShares J.P. Morgan USD Emerging Market Bond UCITS Options

0.5

0.5

1

iShares EUR Corporate Bond UCITS Options

0.5

0.5

n.a.

iShares USD Corporate Bond UCITS Options

0.5

0.5

1

iShares USD Treasury Bond 20+yr UCITS Options

0.05

0.05

n.a.


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

Trading Calendar

  • Jan 01
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • Apr 02
    Interest Rate | Equity | Equity Index | Dividend | Volatility | FX | ETF & ETC | Commodity Holiday

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

  • Apr 05
    Interest Rate | Equity | Equity Index | Dividend | FX | Volatility | ETF & ETC | Commodity Holiday

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

  • May 13
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • May 24
    Fixed income derivatives | Equity | Equity Index | Dividend | ETF & ETC | FX Switzerland Holiday

    No cash payment in CHF

  • May 24
    ETF & ETC | Exchange traded commodities derivatives Germany Holiday

    Eurex is closed for trading and exercise in ETF and ETC derivatives which are based on Xetra® listings

  • Dec 24
    Volatility | FX | Interest Rate | Equity Index | ETF & ETC | Equity | Dividend | Commodity Holiday

    Eurex is closed for trading in all derivatives

  • Dec 31
    Commodity | Dividend | Equity | ETF & ETC | Equity Index | Interest Rate | FX | Volatility Holiday

    Eurex is closed for trading in all derivatives

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-accounts) USD 0.17 per contract
Exchange transactions: Standard fees (M- and P-accounts) USD 0.15 per contract
Exchange transactions: Reduced fees A-accounts (contract volume above threshold) USD 0.09 per contract
Exchange transactions: Reduced fees P-accounts (contract volume above threshold) USD 0.08 per contract
TES transactions: Standard fees (A-accounts) USD 0.19 per contract
Eurex EnLight: Standard fees (A-accounts) USD 0.18 per contract
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts) USD 0.15 per contract
TES transactions: Reduced fees A-accounts (contract volume above threshold) USD 0.10 per contract
Eurex EnLight: Reduced fees A-accounts (contract volume above threshold) USD 0.09 per contract
TES transactions / Eurex EnLight: Reduced fees P-accounts (contract volume above threshold) USD 0.08 per contract
Threshold A-accounts 1,000.00 contracts
Threshold P-accounts 500.00 contracts
Exercise of options A-accounts USD 0.17 per contract
Exercise of options M- and P-accounts USD 0.15 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.

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.

iShares-USD-Treasury-Bond-20-yr-UCITS-Options