Hot answers tagged eurex
3
I haven't encountered them, but if you mean "Hebel-Zertifikate" as defined on Wikipedia they just seem to be leveraged certificates with an obligatory stop-loss knock-out.
Those turbo warrants you mention are more or less the same as Mini Futures. Depending on issuer or some small differences, they can also come up as Turbo / Short Certificates (naming used ...
1
Actually it turned out to be simpler than I had expected.
Eurex provides Margin Parameters in an xls file that includes the initial margin. This can be multiplied-out by the net position to get the requirement.
My only open issue is that this mechanism doesn't take into account cross-margining.
1
Unfortunately the only possibility to get data from the biggest option exchange of the world is to buy these from EUREX directly (or some other professional data provider) - and they are quite expensive.
More infos can be found here (and some sample files):
http://www.eurexchange.com/market/historical_data_en.html
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