Product information
Contract specifications
 
 
AEX INDEX OPTION
 


Codes and classification
Mnemo AEX Market NYSE Liffe Amsterdam Vol. 76,663 19/11/09
Exercise type European Currency O.I. 908,654
Underlying AEX-INDEX ISIN NL0000000107 Market Euronext Amsterdam
Currency Last 317.05  19/11/09 15:13 Last change % -0.74
 AEX Index® Options
Unit of trading 100
Contract size EUR 100 x the level of the AEX-index
Expiry months 1,2,3 monthly; 3,6,9,12 quarterly (March, June, September, December); 18 half yearly (June, December) and 12, 24, 36, 48, 60 yearly (December)
Quotation Euros per index point
Minimum price movement
(tick size and value)
EUR 0.05 (= EUR 5 per contract)
Last trading day Until 16.00 Amsterdam time on the third Friday of the expiry month, provided this is a business day. If not, the last day of trading is the last business day preceding the third Friday in the expiry month.
Settlement Cash Settlement on the last trading day based on the average of values of the AEX-index ® calculated at one-minute intervals between 15.30 and 16.00 Amsterdam time. Settlement day is 1 business days after the Exercise Day.
Trading hours 9.01 – 17.30 Amsterdam time
Clearing LCH.Clearnet S.A.
Option style European style. Holders of long positions are not entitled to exercise their options before the expiration date.
Exercise European
Last update 19/02/07

  • Trading Platform:  LIFFE CONNECT®
  • Wholesale Service: Prof Trade Facility