Summary
The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility by measuring the square root of the implied variance across all options of a given time to expiration. The VSTOXX Indices are part of a consistent family of volatility indices: VSTOXX based on the EURO STOXX 50; VDAX-NEW based on the DAX; and VSMI based on the SMI. In compliance with the ESMA requirements, the components weightings of the VSTOXX index are publicly available here.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
VSTX60
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A1A4LU0
Bloomberg ID
BBG00117NYD6
Last Value
17.44
-0.57 (-3.17%)
As of
CETWeek to Week Change
2.90%
52 Week Change
13.32%
Year to Date Change
13.14%
Daily Low
17.1563
Daily High
17.9365
52 Week Low
13.1193 — 20 May 2024
52 Week High
23.3542 — 20 Oct 2023
Zoom
Low
High
Featured indices
STOXX® Global 1800
$639.07
+1.00
1Y Return
17.86%
1Y Volatility
0.10%
STOXX® Europe 600
€514.76
+3.34
1Y Return
11.67%
1Y Volatility
0.10%
STOXX® USA 500
$420.88
-1.62
1Y Return
22.83%
1Y Volatility
0.11%
STOXX® North America 600
$506.14
-1.78
1Y Return
23.86%
1Y Volatility
0.11%
STOXX® Asia/Pacific 600
$195.04
+0.78
1Y Return
8.27%
1Y Volatility
0.14%