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Indices

EURO STOXX 50® Volatility-of-volatility (V-VSTOXX 4 months)

Summary

The V-VSTOXX Indices are based on VSTOXX realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility-of-volatility by measuring the square root of the implied variance across all options of a given time to expiration.

In compliance with the ESMA requirements, the components weightings of the V-VSTOXX index are publicly available here.


Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
VV6I4
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A13PCT2
Bloomberg
VVSTX4M INDEX
Last Value
67.33 -0.43 (-0.64%)
As of 05:29 pm CET
Week to Week Change
-0.91%
52 Week Change
-4.02%
Year to Date Change
-3.50%
Daily Low
67.3066
Daily High
67.9319
52 Week Low
58.58098 Jul 2024
52 Week High
94.66756 Aug 2024
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