Is there a span calculator available on the net That I can use to calculate margin requirements for EUREX options trades?
Check out the SPAN thread under the options section. Eurex use risk based margin which is similar but not quite the same as SPAN, http://www.eurexchange.com/clearing/rbm/calculator.html to download their calculator. A free Liffe/Euronext Span calculator is available at http://www.liffe.com/trade/span/span4/index.htm PC-Span for the cme is $500. www.marginclick.com covers all markets.