Summary
The index aims to provide a dynamic leveraged exposure to the underlying index, based on the underlying volatility. The index exposure is rebalanced on a daily basis, varying from a maximum of 200%, to a minimum of 100%. The maximum exposure is reached when the volatility of the underlying index is less than or equal to the target volatility which, in this case, is 10% (calculated as the maximum of the 20 and 60 day volatilities).
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISXEDE10
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH1213358786
Bloomberg
ISXEDE10 INDEX
Last Value
205.37
+2.18 (+1.07%)
As of
CETWeek to Week Change
1.08%
52 Week Change
30.68%
Year to Date Change
15.94%
Daily Low
202.09
Daily High
205.5
52 Week Low
145.49 — 27 Oct 2023
52 Week High
221.27 — 28 Mar 2024
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Low
High
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