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Indices

VSTOXX® Short-Term Futures Investable

Summary

The VSTOXX® Short-Term Futures Investable Index replicates the performance of a long position in constant-maturity one-month forward, one-month implied volatilities on the underlying EURO STOXX 50® Index. The index continuously rolls over on a daily basis from the first month VSTOXX Futures contract to the second month contract while taking into account the bid-ask spread in the roll procedure.

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

Details

Symbol
VST1MSL
Calculation
Realtime
Dissemination Period
09:00-17:30 CET
ISIN
CH0354873926
Bloomberg
VST1MSL INDEX
Last Value
308.52 -10.13 (-3.18%)
As of 05:30 pm CET
52 Week Change
-59.91%
Year to Date Change
-46.28%
Daily Low
306.71
Daily High
318.68
52 Week Low
308.5230 Jun 2023
52 Week High
904.8529 Sep 2022
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