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Expiry month designations

Expiry month designations


Index options

 

Where:
O - type of instrument (options)
XYZ - code standing for name of underlying instrument (W20 for WIG20 index)
k - option type and expiry month code

 

r - last digit of expiry year
ccc - exercise price designation (exercise price value = exercise price designation times 10)

Example:
OW20F5200
Underlying instrument - WIG20 index
Option type - call
Maturity - June 2005 (Third Friday)
Exercise price - 2,000 index point (200 x 10)
 

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