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  • Service Navigation

    Volatility derivatives

    Volatility derivatives

    What volatility trading can do for you

    We offer you derivatives on the VSTOXX? to take a view on the implied volatility, whereas Variance Futures (EVAR) represent a very clean way to express views on the realized movement.

    Get the information and tools required for smart and advanced volatility trading.

    ?
    ?

    Futures and options on the VSTOXX?

    These derivatives give investors a targeted and leveraged means to take a view on European volatility, based on the implied volatility derived from the EURO STOXX 50? Index Options. Portfolio diversification and optimizing volatility exposure are amongst the strongest reasons to access volatility via VSTOXX? derivatives.

    EURO STOXX 50? Variance Futures (EVAR)

    These innovative contracts are an efficient on-exchange complement to the OTC instrument and replicate the payoff profile of OTC variance swaps. They are designed to fit the needs of a growing number of sophisticated investors who seek exposure to volatility and are simultaneously looking to benefit from the efficiencies of exchange trading and central clearing.

    An asset class in itself that helps you to:

    • Diversify your portfolio by adding a?new asset class
    • Hedge your portfolio exposure, especially as a disaster hedge
    • Set up trading strategies on anticipated volatility levels
    • Explore spreads between European and non-European volatility indexes

    As exchange-traded and centrally cleared products, our volatility derivatives offer added benefits compared to their OTC relatives in terms of independent mark-to-market valuation and substantially reduced counterparty risk due to Eurex Clearing acting as the central counterparty.

    Your key benefits

    • Exposure to the difference of implied versus realized volatility
    • Create fungibility by futurization
    • Allow users to expand their equity portfolio hedging strategies
    • Give firms greater price transparency through a centralized order book
    • Mitigate risk as Eurex Clearing is the central counterparty
    • Expanded functionality and minimal latency on our leading T7 trading architecture
    ?

    VSTOXX? is part of Eurex Clearing Prisma

    To fully benefit from cross margining efficiencies, have a look at our?Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations use our?online margin calculators.?

    ?

    Megan Morgan

    Eurex | Sales Americas | Global Head of Equity & Index
    Sales

    233 South Wacker Drive, Suite 2450
    Chicago, IL 60606

    T +1-312-544-10 83

    Sascha Semroch

    Eurex Frankfurt AG
    Equity and Index Product Research and Development

    Mergenthalerallee 61
    65760 Eschborn

    T +49 69 2 11-1 50 78

    ?

    Market Status

    XEUR

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    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

    We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

    An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

  • 我国纳米核心技术取得重大突破 2019-02-17
  • 9年过去了 男子网坛还是费纳的天下 2019-02-17
  • 2018国际消费电子产品展 2019-02-14
  • 阿联酋计划向火星发射无人飞船 刷新阿拉伯太空史 2019-02-10
  • 国家统计局:5月一线城市房价同比持续下降 二线城市有所上涨 2019-02-02
  • 医疗专家入藏 免费治疗患儿 2019-01-29
  • 2018春运开启再读冰心莫言冯骥才笔下的“春运记忆” 2019-01-29
  • 《超人总动员2》刷新动画片北美首周末票房纪录 2019-01-29
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