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Allianz

Allianz (TALV)

Product ISIN
DE000A2X1YM8
Underlying ISIN
DE0008404005
Currency
EUR
Country Code
DE

Latest

Prices/Quotes

Displayed data is 15 minutes delayed.Last trade:Feb 21, 2020 6:50:21 PM

Orderbook

Opening priceHighLowBid priceBid volAsk priceAsk volDiff. to prev. day lastLast priceDateTimeDaily settlem. priceTraded contractsOpen interest (adj.)Open interest dateLast trading day
n.a. n.a. n.a. n.a. n.a. n.a. n.a. +1.15% 237.77 02/21/2020 18:50:21 237.77 0 0 06/17/2019 02/21/2020

Statistics

Data is forFeb 21, 2020   Last update:Feb 22, 2020 12:00:00 AM

Product type:
F
Stock exchange:
XETR
Underlying closing price:
230.7
Delivery monthOpening priceDaily highDaily lowLast priceSettlem. priceTraded contractsOpen interestOpen interest (adj.)
Dec 200.000.000.000.00236.7328000
Feb 200.000.000.000.00237.784000
Mar 200.000.000.000.00237.7724000
Apr 200.000.000.000.00237.7733000
Jun 200.000.000.000.00236.7469000
Sep 200.000.000.000.00236.7411000
Dec 210.000.000.000.00236.5056000
Jun 210.000.000.000.00236.484000
Total     000

Trading

Contract Specifications

Version : 02 Oct 2019

Underlying terminology

  • Underlying price is the official closing price of the underlying specific share
  • Underlying Dividend Index is the relevant Equity Dividend Index (EDI) specific to the underlying share
  • Underlying Funding Rate Index is EONIA® (until 31 December 2019) / €STR® (from 1 January 2020)


Settlement

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


Contract size

100 shares

Quotation and minimum change of the TRF spread

TRF spread as annualised rate expressed in basis points with one decimal place. The minimum change of the TRF spread is +/- 0.5 basis points (1 basis point = 0.0001).

Trade types

Trade at Close (TAC) with an underlying price based on the official closing price of the share on the relevant primary cash market. 

Trade at Market (TAM) with an underlying price predetermined and entered by the Exchange Participants. TAM is only available in Basket Trades of Equity Total Return Futures in TES. 

Accrued Distributions and Accrued Funding

The accumulated dividend distributions and the funding rate payments are added into the calculation of TRF futures price. The daily changes in price, dividend distributions and funding payments are incorporated into the Variation Margin. 

Contract months

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.
 

Last trading day and final settlement day
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 Total Return Futures on the last trading day is at 17:30  CET.
 

Daily settlement price

The daily settlement price is established on the current exchange trading day based on the following components: underlying official closing price of the share on the relevant primary cash market, Daily Settlement TRF Spread, Accrued Dividends and Accrued Funding accumulated from the product launch of the respective Equity Total Return Futures contract until the current date. 


Final settlement price

The final settlement price is established by Eurex on expiry date based on the following components: underlying official closing price of the share on the relevant primary cash market on the expiry date, Accrued Dividends and Accrued Funding from the product launch of the respective Equity Total Return Future until the expiry date. 

Further details are available in the clearing conditions and the contract specifications.

Contract data

Contract size
100
Contract months
24

Trading Calendar

  • 01 Jan 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 17 Jan 2020
    Equity Derivatives | Last Trading Day

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

  • 21 Feb 2020
    Equity Derivatives | Last Trading Day

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

  • 20 Mar 2020
    Equity Derivatives | Last Trading Day

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

  • 10 Apr 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | Volatility Derivatives | FX Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 13 Apr 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 17 Apr 2020
    Equity Derivatives | Last Trading Day

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

  • 01 May 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 15 May 2020
    Equity Derivatives | Last Trading Day

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

  • 01 Jun 2020
    Equity Derivatives | Germany | Holiday

    Eurex is closed for trading and exercise in German equity derivatives

  • 19 Jun 2020
    Equity Derivatives | Last Trading Day

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

  • 17 Jul 2020
    Equity Derivatives | Last Trading Day

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

  • 21 Aug 2020
    Equity Derivatives | Last Trading Day

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

  • 18 Sep 2020
    Equity Derivatives | Last Trading Day

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

  • 16 Oct 2020
    Equity Derivatives | Last Trading Day

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

  • 20 Nov 2020
    Equity Derivatives | Last Trading Day

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

  • 18 Dec 2020
    Equity Derivatives | Last Trading Day

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

  • 24 Dec 2020
    Volatility Derivatives | Property Derivatives | FX Derivatives | Interest Rate Derivatives | Equity Index Derivatives | Exchange Traded Products Derivatives | Equity Derivatives | Dividend Derivatives | Commodity Derivatives | Holiday

    Eurex is closed for trading in all derivatives

  • 25 Dec 2020
    Interest Rate Derivatives | Equity Derivatives | Equity Index Derivatives | Dividend Derivatives | FX Derivatives | Volatility Derivatives | Exchange Traded Products Derivatives | Commodity Derivatives | Property Derivatives | Holiday

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

  • 31 Dec 2020
    Commodity Derivatives | Dividend Derivatives | Equity Derivatives | Exchange Traded Products Derivatives | Equity Index Derivatives | Interest Rate Derivatives | Property Derivatives | FX Derivatives | Volatility Derivatives | Holiday

    Eurex is closed for trading in all derivatives

Trading Hours

Regular Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
09:2509:3017:2522:10
Last Trading Day
Pre-TradingTradingPost-Trading
FullLate1Late2Restricted
09:2509:3017:30

Transaction Fees

Fee TypeFee
Exchange transactions: Standard fees (A-accounts)EUR 0.0006 % of the contract value
Exchange transactions: Standard fees (M- and P-accounts)EUR 0.0003 % of the contract value
TES transactions / Eurex EnLight: Standard fees (A-accounts)EUR 0.0006 % of the contract value
TES transactions / Eurex EnLight: Standard fees (M- and P-accounts)EUR 0.0003 % of the contract value
Cash settlementEUR 0.0006 % of the contract value
Daily maintenance fees (A-accounts)EUR 0.000024 % of the contract value
Daily maintenance fees (P- and M-accounts)EUR 0.000012 % of the contract value

Block Trades

Admitted to the Eurex Block Trade Service with a Minimum Block Trade Size of 50 contracts.

Parameters

Market Makers

  • Nino Options

    Alfred Kemp

    T +31 (0)20-5782120

    Market Maker ID: NIOAM

  • Mediobanca S.p.A.

    Roberto Romeo

    T + 39 (02) 88 29 597

    Market Maker ID: MEDMI

    STOXX® Europe 50 Index Options
    DAX® Options

    Equity Options Belgium
    Equity Options Great Britain
    Equity Options Netherlands
    Equity Options France
    Equity Options Finland
    Equity Options Italy
    Equity Options Germany
    Equity Options Russia
    Equity Options Spain
    Equity Options Switzerland

    Equity Options European-Style Equity Options

  • ODDO Options SNC

    Julien Leroy

    T +33 1 44 51 84 03

    Market Maker ID: OOPPA

Mistrade Ranges

A deviation from the reference price shall be deemed significant if the price of the mistrade transaction deviates from the reference price by more than the higher value between the mistrade range floor or 20 percent of the PCP for the corresponding futures contract, unless another regulation has been made for an individual product.

The floor value for the mistrade range will be determined on a product level as the higher value between 10 percent of the corresponding outright futures mistrade range calculated using the price change percentile methodology and an absolute value of four ticks.

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.

Orderbook

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