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

-

-

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.

  • 愿赌服输!炒股赚了没见你们给大家分点? 2019-04-18
  • 中国股市有句名言,叫做关门打狗,前提是要开门放进狗来,结果打趴的都是宠物狗[YY] 2019-04-17
  • 深秋烟雾偎婺源文章中国国家地理网 2019-04-16
  • 第74集团军某合成旅“黄草岭功臣连”车长王锐 2019-04-15
  • 重庆私藏的绝美古镇 悠闲不打挤 2019-04-14
  • 能“当场解决”就别拖到10年后 2019-04-13
  • 日本民族将会为最终拥核而战!现在日本保有47吨钚足己制造6000枚核弹,并且日本具有资金和技术优势一星期之內就可拥核!冷眼细观世界笑骂指点江山 ... 2019-04-13
  • 人民网评:跨越生态文明建设的“三期”关口 2019-04-12
  • 《钟馗捉妖记》杨旭文为魔族惨烈“献身” 2019-04-12
  • 以色列:卷入贪腐案  以总理接受警方调查 2019-04-11
  • 让现代金融服务贴近非洲百姓 2019-04-11
  • 俄罗斯世界杯 完全观战手册 2019-04-10
  • 好文一览的博客—强国博客—人民网 2019-04-10
  • 青海湖万余夏候鸟进入筑巢繁殖期 部分栖息地发生变化 2019-04-09
  • 中方有力回击!美国多个行业喊痛:“加征关税就是对美国消费者征税” 2019-04-08
  • 767| 899| 192| 346| 45| 313| 960| 194| 792| 689|