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
CET52 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
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
1Y Volatility
0.13%
EURO STOXX 50®
€4957.98
-8.29
1Y Return
15.38%
1Y Volatility
0.13%
DAX
€18906.92
-5.65
1Y Return
18.56%
1Y Volatility
0.12%