E-mini S&P 500옵션이란?

본 상품은 S&P 500 주가지수 선물 1계약을 기초자산으로 하는 옵션 상품입니다.

상품스펙

E-mini S&P 500옵션 상품스펙

거래소

CME (Chicago Mercantile Exchange)

기초자산

E-Mini S&P500 선물(ES) 1계약

계약월물

선물거래 표준월물(3,6,9,12월물) + 연속월물 3개 (연속월물 기초자산은 선물 최근월물)

계약단위

E-mini S&P 500 index X $50

통화

USD

상품기호

OES

틱가치 및 호가단위

$ 2.50 (0.05 × 50 Point), 호가단위 0.25의 경우 $ 12.50

만기결제방식

실물인수도 (권리행사 시 선물포지션 생성/연속월물) 및 현금결제(표준월물)

일일가격제한폭

없음

행사유형

미국형 (매수포지션 보유자의 경우 만기일 이전 행사 가능)

최종거래일

계약월 3번째 금요일

거래시간

월-금 : 오전 08:00 ~ 익일 오전 06:15/ 익일 오전 06:30 ~ 익일 오전 07:15

 (최종거래일 : 표준월물 오후 23:30 종료/ 연속월물 익일 오전 06:15 종료)

썸머타임적용시

썸머타임 기간에는 거래시간이 한시간씩 앞당겨짐

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증거금

E-mini S&P 500옵션 증거금

위탁증거금

HTS 참조

유지증거금

HTS 참조

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손익계산

E-mini S&P 500옵션 손익계산

매수

45.00 <1계약>

매도

48.00 <1계약>

(48.00×1계약×50승수) - (45.00×1계약×50승수) =

$2,400 - $2,250 = $150

= $150.00 이익


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기초자산 일별등락률

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