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.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
V6I3
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A0G87D8
Bloomberg
VSTX3M INDEX
Last Value
20.64
-0.63 (-2.98%)
As of
CETWeek to Week Change
8.50%
52 Week Change
2.84%
Year to Date Change
30.98%
Daily Low
20.081
Daily High
21.488
52 Week Low
13.289 — 17 May 2024
52 Week High
27.1786 — 5 Aug 2024
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Low
High
Featured indices
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1Y Return
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1Y Volatility
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1Y Return
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STOXX® USA 500 - USD (Price Return)
$444.55
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STOXX® North America 600 - USD (Gross Return)
$537.72
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1Y Return
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STOXX® Asia/Pacific 600 - USD (Gross Return)
$209.26
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1Y Return
23.49%
1Y Volatility
0.19%