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 - USD (Price Return)
$720.23
+0.15
1Y Return
12.60%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€549.84
-1.80
1Y Return
6.55%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$471.12
+1.71
1Y Return
12.47%
1Y Volatility
0.20%
EURO STOXX 50® - EUR (Price Return)
€5360.82
-32.33
1Y Return
8.62%
1Y Volatility
0.18%
DAX - EUR (Total Return)
€23771.45
-177.45
1Y Return
30.14%
1Y Volatility
0.18%