Equity

ABB [physical] (ABBP)

  • Contract size
    100
  • Minimum price change
    0.0001
  • Contract months
    36
  • Currency
    CHF
  • Product ISIN
    DE000A2YZH30
  • Underlying ISIN
    CH0012221716

Prices/Quotes

Price Chart

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Statistics

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Specifications

Contract Specifications

Settlement

Physical delivery of the respective amount of shares of the underlying two exchange days following the last trading day.

Contract months

Up to 36 months: The thirteen nearest successive calendar months as well as the two following annual months of the December cycle thereafter.

Last trading day

The third Friday, for Italian Single Stock Futures the day before the third Friday of each maturity month, if this is an exchange day; otherwise the exchange day immediately preceding that day. Close of trading in the maturing Single Stock Futures on the last trading day is at 17:45 CET.

For Brazilian, Canadian and U.S. Single Stock Futures trading ceases in the maturing futures contract on the last trading day at 15:30 CET (for March contracts already at 14:30 CET).

Daily settlement price

The daily settlement price is established by Eurex. The daily settlement price for Single Stock Futures is derived from the closing price of the underlying determined during the closing auction of the corresponding domestic cash market plus the respective cost of carry.

For Brazilian, Canadian and U.S. Single Stock Futures the daily settlement price is derived from the volume-weighted average of the last three prices of the underlying before 17:45 CET (reference point) in the appropriate contract plus the respective cost of carry.

Further details are available in the clearing conditions.

Final settlement price

The final settlement price is established by Eurex, based on the closing price determined within the electronic trading system of the domestic cash market for the respective underlying on the last trading day.

The final settlement price for Brazilian, Canadian and U.S. Single Stock Futures with the product group code "US01" is based on the opening price of the floor trading of NYSE Euronext New York, for U.S. Single Stock Futures with the product group code "US02" on the opening auction price determined within the electronic trading system of NASDAQ on the last trading day.

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 10 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 08:53 17:45 19:33 20:00
Last Trading Day
Pre-Trading Trading Post-Trading
Full Late1 Late2 Restricted
07:30 08:53 17:45 17:45

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

  • Jan 02
    Equity | Switzerland | Holiday

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

  • Jan 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Feb 16
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Mar 15
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • Mar 28
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • 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

  • Apr 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • 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
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • May 09
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

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

    No cash payment in CHF

  • May 09
    Equity | Switzerland | Holiday

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

  • May 10
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 17
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • May 17
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

  • May 20
    Equity | Switzerland | Holiday

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

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • May 20
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in NOK

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

    No cash payment in CHF

  • Jun 05
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Jun 06
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jun 21
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Jun 21
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Jul 19
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Aug 01
    Equity | Switzerland | Holiday

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

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

    No cash payment in CHF

  • Aug 16
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Sep 20
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Oct 18
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Nov 15
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

  • Dec 20
    Equity | Last Trading Day

    Last Trading Day for equity derivatives (standard maturity/expiration)

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

    Eurex is closed for trading in all derivatives

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

  • Dec 24
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • 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

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in DKK

  • Dec 31
    FX | Equity | Single Stock Dividend Futures | Holiday

    No cash payment in SEK

Transaction Fees

Fee Type Fee
Exchange transactions: Standard fees (A-, M- and P-accounts) CHF 0.15 per contract
Exchange transactions: Reduced fees A-, M- and P-accounts (contract volume above threshold) CHF 0.00 per contract
TES transactions / Eurex EnLight: Standard fees (A-, M- and P-accounts) CHF 0.23 per contract
TES transactions / Eurex EnLight: Reduced fees A-, M- and P-accounts (contract volume above threshold) CHF 0.00 per contract
TES bilateral transactions / Eurex EnLight: Standard fees (Non-disclosure, A-accounts) CHF 0.23 per contract
TES bilateral transactions / Eurex EnLight: Standard fees (Non-disclosure, M- and P-accounts) CHF 0.28 per contract
TES bilateral transactions / Eurex EnLight: Reduced fees (Non-disclosure, A-, M- and P-accounts) CHF 0.00 per contract
Threshold A-, M- and P-accounts 3,000.00 contracts
Position Closing Adjustments (A-, M- and P-accounts) CHF 0.30 per contract
Cash settlement (A-, M- and P-accounts) CHF 0.15 per contract
Maximum fee for contracts of the same underlying (A-, M- and P-accounts) CHF 690.00
Position transfer with cash transfer CHF 13.00 per transaction

Order Book

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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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