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Indices

EURO STOXX 50® Volatility (VSTOXX®)

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 and VDAX based on the DAX. 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
V2TX
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A0C3QF1
Bloomberg
V2X Index
Last Value
13.75 -0.09 (-0.62%)
As of 05:30 pm CET
Week to Week Change
-6.30%
52 Week Change
10.42%
Year to Date Change
-5.11%
Daily Low
13.4351
Daily High
14.1298
52 Week Low
12.124215 Dec 2023
52 Week High
31.16765 Aug 2024
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Low
High
Listed Derivatives
Nov 15

Q&A with Eurex and STOXX: A perspective on volatility indices

Volatility is playing an increasingly important role in markets and portfolios. We sat down with two experts to ask them how investors use listed derivatives such as VSTOXX and VIX futures and options to trade market swings.

Whitepapers
Oct 18

VSTOXX 101: Understanding Europe’s volatility benchmark

This whitepaper takes a comprehensive and in-depth look at the objective, methodology, coverage and calculation of the VSTOXX indices in the most complete study on the topic from STOXX to date. It also reviews the strategies and available derivatives tracking the main VSTOXX, which have underpinned volatility’s status as a separate asset class.

Listed Derivatives
Sep 03

VSTOXX daily settlement price window expanded to enhance volatility trading

The so-called time-weighted average price (TWAP) period employed in the calculation of the index’s daily settlement level will expand thismonth. The change should help increase liquidity in derivatives tied to VSTOXX.

Listed Derivatives
Jun 28

Video: Upcoming elections and market volatility. What is the VSTOXX index telling us?

Asset TV caught up with Hamish Seegopaul, Global Head of Index Product Innovation at STOXX; and Zubin Ramdarshan, Head of Equity & Index Product Design at Eurex, to understand just how VSTOXX and its derivatives work. They were joined by Yangyang Hou, Executive Director for Global Quantitative and Derivatives Strategy at JP Morgan, who explained how investors and traders are using VSTOXX futures and options in a market with plenty of sources of potential risk.

Benchmarks
Mar 01

Ukraine invasion: effect on global stocks and sectors

European and emerging-markets shares took the biggest hit following the start of military action against Ukraine, with the STOXX Europe 600 Index paring its outperformance to the STOXX USA 900 Index for the year. Energy and mining stocks have fared the best this year as concerns about supply disruptions have lifted the price of commodities.

Benchmarks
Feb 16

VSTOXX futures see increased activity amid market pullback and ahead of French elections

The futures’ price and trading volume have jumped this year. If the French presidential elections this April were to trigger market volatility as did the vote five years ago, activity in VSTOXX futures could pick up further in coming weeks.

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