Single Stock Futures
| Contract size | One contract is for 100 stocks. |
| Fulfillment | Cash settlement. |
| Fulfillment day | First exchange trading day after the last trading day (t+1). |
| Last day of trading | The third Friday of the respective month if this day is an exchange trading day; otherwise the preceding exchange trading day shall be the last trading day. |
| Maturities | Maturities are available on the quarterly months March and September. The introduction of new series takes place each February and August. |
| Price intervals | The prices of the single stock futures contracts always move in intervals of EUR 0.01. |
| Daily settlement price | The daily settlement price is based on the last price of the single stock futures taking into
account the difference to the last exchange price of the underlying instrument at the close of
trading.
If no trades are concluded in a futures contract on an exchange trading day, the daily settlement price is determined based on the arithmetic mean of the last best bid-ask orders taking into account the difference to the last value of the underlying instrument at the close of trading. |
| Final settlement price | The final settlement price is calculated on the basis of the auction price determined in the trading system of the underlying instrument in the closing auction. If no auction price is determined during the closing auction, the last exchange price determined is used. |
| Market Making | Market makers ensure permanent liquidity and commit themselves to comply with the requirements stipulated by Wiener Börse. |
| Trading hours | 9:03 – 17:40 hrs CET |