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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 ...


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


You can get netted level 2 Eurex data from InteractiveData (derived from CEF Core). For un-netted data the only place I know of is the Eurex datashop. I've been looking for un-netted data for Bund/Bobl/Schatz without success for a while.


Interactive Brokers provide access to those. Here is a link to the product list in question.


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.

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