Summary
The V-VSTOXX Indices are based on VSTOXX realtime options prices and are designed to reflect the market expectations of near-term up to long-term volatility-of-volatility by measuring the square root of the implied variance across all options of a given time to expiration.
In compliance with the ESMA requirements, the components weightings of the V-VSTOXX index are publicly available here.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
VV6I5
Calculation
Realtime
Dissemination Period
09:15-17:30 CET
ISIN
DE000A13PCU0
Bloomberg
VVSTX5M INDEX
Last Value
66.39
-0.05 (-0.08%)
As of
CETWeek to Week Change
-3.91%
52 Week Change
0.21%
Year to Date Change
0.22%
Daily Low
65.9224
Daily High
67.6874
52 Week Low
55.7744 — 28 May 2024
52 Week High
83.361 — 7 Aug 2024
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Low
High
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