Summary
The EURO iSTOXX® 50 Quanto EURKRW Adjusted Index aims to facilitate the pricing of quanto products – a type of derivative in which the underlying is denominated in one currency but the instrument is settled in another currency – in KRW on the EURO STOXX 50®.
The index aims to provide an easily replicable variant of the commonly known quanto formula by adjusting the returns of the underlying index, i.e. the EURO STOXX 50®, in such a way that they replicate the returns of the quanto formula, using only the returns of the underlying index and the EURKRW exchange rate as inputs.
The index aims to provide an easily replicable variant of the commonly known quanto formula by adjusting the returns of the underlying index, i.e. the EURO STOXX 50®, in such a way that they replicate the returns of the quanto formula, using only the returns of the underlying index and the EURKRW exchange rate as inputs.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
IX5QEKKP
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0313264696
Bloomberg
IX5QEKKP INDEX
Last Value
992.73
+5.23 (+0.53%)
As of CET
Week to Week Change
-0.63%
52 Week Change
11.69%
Year to Date Change
1.24%
Daily Low
992.73
Daily High
992.73
52 Week Low
878.45 — 17 Jan 2024
52 Week High
1017.7 — 15 May 2024
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Low
High
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