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Indices

EURO STOXX 50® Volatility-of-volatility (V-VSTOXX 5 months)

Summary

The V-VSTOXX Indices are based on VSTOXX realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility-of-volatility by measuring the square root of the implied variance across all options of a given time to expiration.

In compliance with the ESMA requirements, the components weightings of the V-VSTOXX index are publicly available here.


Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
VV6I5
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A13PCU0
Bloomberg
VVSTX5M INDEX
Last Value
66.18 -1.77 (-2.61%)
As of 02:56 pm CET
Week to Week Change
-2.99%
52 Week Change
2.28%
Year to Date Change
-0.10%
Daily Low
66.1007
Daily High
67.1388
52 Week Low
55.774428 May 2024
52 Week High
83.3617 Aug 2024
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