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AEX INDEX WEEKLY OPTION (AX1 AX2 AX4 AX5)
 


Codes en classificatie
Mnemo AX1 Market NYSE Liffe Amsterdam Vol. -
exercise type European Valuta € O.I. -
Underlying AEX-INDEX ISIN NL0000000107 Market Euronext Amsterdam
Valuta € Laatst 313.31  19/11/09 18:06 Last change % -1.91
 AEX Index® Weekly Options
Handelseenheid 100
Contractgrootte EUR 100 x the level of the AEX-index®
Afloopmaanden From one Friday to the next. There are four weekly option classes. See “Related documentation” below to find out the specific lifetime per weekly option class.
Noteringseenheid Euros per index point
Minimum prijsinterval
(waarde prijsinterval)		 EUR 0.05 (= EUR 5 per contract)
Laatste handelsdag Until 16.00 Amsterdam time on the last trading day of the specific weekly option class. If this is not a business day, the last day of trading will be the previous business day. See “Related documentation” below to find out the specific last trading day per weekly option class.
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 day after the Exercise Day.
Handelstijden 9.01 - 17.30 Amsterdam time
Optiestijl European style. Holders of long positions are not entitled to exercise their options before the expiration date.
Related documentation
AEX Weekly options lifetime and last trading day
AEX-index series introduction policy (09/01/09)
Last update 18/11/09

Market: Amsterdam

Trading Platform:

  • LIFFE CONNECT®
  • Algorithm: Central order book applies a price-time trading algorithm with priority given to the first order at the best price
  • Wholesale Services: Prof Trade facility.

Exchange Delivery Settlement Price (EDSP): Price determined on the last trading day as the average of values of the AEX-index(R) calculated at one minute intervals between and including, 15.30 and 16.00 Amsterdam time.

Introduction of new exercise prices: Based on the closing price of the AEX-index®, additional series may be introduced to ensure that at the start of trading on the following day at least the minimum number of initial introduced series will be available for trading. In addition, series can be introduced on request from members. The rules governing series-on-request can be found in Amsterdam notice 2004-108 and 05-014.

Clearing: LCH.Clearnet SA.

Related documentation: AEX weekly options lifetime and last trading day.

For Index Derivatives Quote Vendor Codes, please go to www.euronext.com/indexderivatives/codes