Thursday May 29 2025
News Source: Global Exchanges
Focus: Derivative Market Segment
Type: General
Country: Brazil
On 27th May 2025, Brasil Bolsa Balco S.A. (B3) published a circular announced that the Weekly-Expiring Small Cap Index Call Options and Put Options will be available for trading from June 30th, 2025.
| Contract information | WEEKLY-EXPIRING SMALL CAP INDEX CALL OPTION CONTRACT | WEEKLY-EXPIRING SMALL CAP INDEX PUT OPTION CONTRACT |
| Underlying | Call Option on the Small Cap Index (Option) at the settlement price calculated and published by B3 S.A. – Brasil, Bolsa, Balcão (B3) (Underlying Asset) which gives the Holder the right to buy the Underlying from the Writer. | Put Option on the Small Cap Index (Option) at the settlement price calculated and published by B3 S.A. – Brasil, Bolsa, Balcão (B3) (Underlying Asset) which gives the Holder the right to sell the Underlying to the Writer |
| Parties to the contract | “Holder”: Option buyer who has the prerogative to buy the Underlying Asset of the Option “Writer”: Option seller who assumes the obligation to sell the Underlying Asset of the Option upon exercise by the Holder. | “Holder”: Option buyer who has the prerogative to sell the Underlying Asset of the Option “Writer”: Option seller who assumes the obligation to buy the Underlying Asset of the Option upon exercise by the Holder |
| Premium | The buy price of the Option paid by the Holder to the Writer, expressed in points, with each point equivalent to BRL 0.10. | The buy price of the Option paid by the Holder to the Writer, expressed in points, with each point equivalent to BRL 0.10. |
| Tick size | 0.10 of an index point. | 0.10 of an index point. |
| Contract size | B3 Small Cap Index multiplied by the value in Brazilian Reals of each point, as defined in the item ‘Premium’. | B3 Small Cap Index multiplied by the value in Brazilian Reals of each point, as defined in the item ‘Premium’. |
| Strike price | The strike price is established and published by B3 and expressed in index points. | The strike price is established and published by B3 and expressed in index points. |
| Expiration weeks | Every week of the month. | Every week of the month. |
| Last trading day | Expiration date. | Expiration date. |
| Expiration date | Every Monday of the month. If that day is not a Trading Session Day, the expiration will occur on the subsequent date when there is a trading session. | Every Monday of the month. If that day is not a Trading Session Day, the expiration will occur on the subsequent date when there is a trading session. |
| Style | European | European |
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