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
VST1MSE
Calculation
Realtime
Dissemination Period
09:00-17:30 CET
ISIN
CH0354759968
Bloomberg
VST1MSE INDEX
Last Value
298.27
-10.41 (-3.37%)
As of CET
52 Week Change
-62.45%
Year to Date Change
-47.45%
Daily Low
296.38
Daily High
309.31
52 Week Low
298.27 — 30 Jun 2023
52 Week High
977.21 — 29 Sep 2022
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Low
High
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€19065.91
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19.91%
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