An ear plug (200) comprises a shell (206) with at least two electrodes (201-205) adapted for measuring brain wave signals, said electrodes (201-205) being connected with means for processing the measured signals, wherein the contours of the outer surface of the ear plug (200) and the electrodes (201-205) are individually matched to at least part of the ear canal and the concha of the user. The invention further provides a method for producing an ear plug.