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
VSTX120
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A1A4LW6
Bloomberg
VSTX120 Index
Last Value
19.94
-0.21 (-1.03%)
As of CET
Week to Week Change
6.33%
52 Week Change
10.28%
Year to Date Change
17.57%
Daily Low
19.8628
Daily High
20.5511
52 Week Low
14.3759 — 20 May 2024
52 Week High
25.3349 — 5 Aug 2024
Zoom
Low
High
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