Summary
The VSTOXX® Short-Term Futures Investable Index replicates the performance of a long position in constant-maturity one-month forward, one-month implied volatilities on the underlying EURO STOXX 50® Index. The index continuously rolls over on a daily basis from the first month VSTOXX Futures contract to the second month contract while taking into account the bid-ask spread in the roll procedure.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
VST1MSL
Calculation
Realtime
Dissemination Period
09:00-17:30 CET
ISIN
CH0354873926
Bloomberg
VST1MSL INDEX
Last Value
308.52
-10.13 (-3.18%)
As of CET
52 Week Change
-59.91%
Year to Date Change
-46.28%
Daily Low
306.71
Daily High
318.68
52 Week Low
308.52 — 30 Jun 2023
52 Week High
904.85 — 29 Sep 2022
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$897
+4.82
1Y Return
13.40%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€633.62
+2.27
1Y Return
11.11%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$594.96
+4.66
1Y Return
13.57%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€6242.14
+3.64
1Y Return
10.90%
1Y Volatility
0.16%
DAX - EUR (Gross Return)
€25254.21
+23.01
1Y Return
3.59%
1Y Volatility
0.16%