Summary
The EURO STOXX 50 Protective Put 80% 18m 6/3 index aims to replicate a combined investment in the EURO STOXX 50 index and a long position in a put option on the same index. The investment objective of the replicated strategy is to profit from the appreciation of the EURO STOXX 50, while simultaneously limit the losses in falling markets through the put option. The put option is rolled quarterly in March, June, September and December. On each roll date, the existing option is sold and replaced by a new one with 80% strike. Additionally, the options purchased in June and December will mature in 18 months, while those purchased in March and September in 15 months (i.e., they keep the same maturity of the existing option).
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5PP8P
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0283626957
Last Value
99.02
-0.47 (-0.47%)
As of
CETWeek to Week Change
1.82%
52 Week Change
10.18%
Year to Date Change
7.32%
Daily Low
98.86
Daily High
99.54
52 Week Low
87.56 — 6 Aug 2024
52 Week High
99.49 — 6 Feb 2025
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$701.21
+0.31
1Y Return
17.37%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€547.18
+1.26
1Y Return
12.25%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$472.11
-0.78
1Y Return
21.55%
1Y Volatility
0.13%
STOXX® North America 600 - USD (Gross Return)
$573.02
+4.03
1Y Return
23.09%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 - USD (Gross Return)
$205.77
-0.42
1Y Return
9.13%
1Y Volatility
0.19%