Summary
The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility by measuring the square root of the implied variance across all options of a given time to expiration. The VSTOXX Indices are part of a consistent family of volatility indices: VSTOXX based on the EURO STOXX 50 and VDAX-NEW based on the DAX. In compliance with the ESMA requirements, the components weightings of the VSTOXX index are publicly available here.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
V2TX
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A0C3QF1
Bloomberg ID
BBG000V9J5H5
Last Value
18.3
-0.76 (-4.00%)
As of CET
Week to Week Change
5.25%
52 Week Change
28.38%
Year to Date Change
26.26%
Daily Low
17.9874
Daily High
18.9694
52 Week Low
12.1242 — 15 Dec 2023
52 Week High
23.3334 — 20 Oct 2023
Zoom
Low
High
Related research
Benchmarks
Mar 01
Ukraine invasion: effect on global stocks and sectors
European and emerging-markets shares took the biggest hit following the start of military action against Ukraine, with the STOXX Europe 600 Index paring its outperformance to the STOXX USA 900 Index for the year. Energy and mining stocks have fared the best this year as concerns about supply disruptions have lifted the price of commodities.
Benchmarks
Feb 16
VSTOXX futures see increased activity amid market pullback and ahead of French elections
The futures’ price and trading volume have jumped this year. If the French presidential elections this April were to trigger market volatility as did the vote five years ago, activity in VSTOXX futures could pick up further in coming weeks.
Featured indices
STOXX® Global 1800
$638.07
-1.65
1Y Return
19.21%
1Y Volatility
0.10%
STOXX® Europe 600
€511.42
-1.17
1Y Return
12.00%
1Y Volatility
0.10%
STOXX® USA 500
$420.88
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1Y Return
24.51%
1Y Volatility
0.11%
STOXX® North America 600
$506.14
-1.78
1Y Return
25.56%
1Y Volatility
0.11%
STOXX® Asia/Pacific 600
$195.04
+0.78
1Y Return
9.66%
1Y Volatility
0.14%