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STRATEGY INDICES

EURO STOXX 50 Covered Call ATM

Index Description

The EURO STOXX 50 Covered Call ATM Index is an innovative investment tool that measures the performance of a hypothetical portfolio reflecting a covered call investment strategy based on the EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone. The EURO STOXX 50 Covered Call ATM Index reflects a strategy in which an investor buys the EURO STOXX 50 Index as underlying instrument and simultaneously sells a EURO STOXX 50 ATM call option traded at Eurex.

Key facts

  • The strategy is based on holding a long position of the underlying index and a short position on the respective call option.
  • The call option is rolled monthly and replaced with an ATM option that has a one-month maturity.
  • The index is disseminated real time between 09:00 – 1915 CET Europe.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 Covered Call ATM N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO STOXX 50 Covered Call ATM -3.4 -2.5 3.2 9.1 29.2 N/A N/A 3.3 3.0 5.4
EURO STOXX 50 -1.7 5.4 4.9 35.7 76.2 N/A N/A 4.9 10.9 12.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Covered Call ATM N/A N/A 14.6 12.6 14.0 N/A N/A 0.0 0.0 0.3
EURO STOXX 50 N/A N/A 17.7 16.8 18.6 N/A N/A 0.0 0.5 0.5
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Covered Call ATM 1.0 0.9 0.9 0.8 0.9 7.0 11.0 9.0 9.1 9.8
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Covered Call ATM 0.9 0.8 0.7 0.6 0.6 -3.5 -2.3 -0.2 -0.9 -0.8

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(EUR, Price), all data as of April 30, 2025

STRATEGY INDICES

EURO STOXX 50 Covered Call ATM

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
EURO STOXX 50 Covered Call ATM N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The EURO STOXX 50 Covered Call ATM Index is an innovative investment tool that measures the performance of a hypothetical portfolio reflecting a covered call investment strategy based on the EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone. The EURO STOXX 50 Covered Call ATM Index reflects a strategy in which an investor buys the EURO STOXX 50 Index as underlying instrument and simultaneously sells a EURO STOXX 50 ATM call option traded at Eurex.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1362043098 SX5ECCAP nan .SX5ECCAP
Total Return EUR CH1362043106 SX5ECCA nan .SX5ECCA

Quick Facts

Weighting na
Cap Factor na
No. of components na
Review frequency monthly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 19:15:00
Base value/base date 100 as of Jan. 18, 2019
History Available since 18 Jan 2019
Inception date Nov 01, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.