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Summary
The EURO STOXX 50 Realized Dispersion Index measures the difference between the market-cap weighted sum of the index constituents’ absolute returns and the absolute index return. The index is reset annually.
Absolute returns serve as a measure for daily realized volatility and the index represents a long position in a series of at-the-money straddles with one day to maturity on the components of the EURO STOXX 50 Index and a short position in at-the-money straddles on the EURO STOXX 50 Index. At-the-money straddles are traditionally used to trade volatility.
Absolute returns serve as a measure for daily realized volatility and the index represents a long position in a series of at-the-money straddles with one day to maturity on the components of the EURO STOXX 50 Index and a short position in at-the-money straddles on the EURO STOXX 50 Index. At-the-money straddles are traditionally used to trade volatility.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5EDISP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0502171678
Bloomberg
SX5EDISP INDEX
Last Value
1,995.8
-74.7 (+0.09%)
As of
CET52 Week Change
9.223%
Year to Date Change
5.127%
Daily Low
1974
Daily High
2087.06
52 Week Low
1703.84 — 5 Aug 2024
52 Week High
2240.29 — 18 Mar 2025
Zoom
1986.45
Low
2085.32
High
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