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

Brandon Berry

Eurex | Sales Americas | Equity & Index
Sales

1155 Avenue of the Americas, 19th floor
New York, NY 10036

T +1-212-309-93 14

Eva Haupt

Jan Thorwirth

Eurex | Representative Office Hong Kong | Equity & Index
Sales Asia

2904-7, 29/F Man Yee Building, 68 Des Voeux Road Central
Hong Kong

T +852-25 30-78 07

Matthew Riley

Eurex | Equity and Index Derivatives
Sales

11 Westferry Circus, 3nd Floor, Canary Wharf
London, E14 4HE

T +44 (0)207 8 62-72 13

?

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.

  • 曾感动过无数人母亲节,陪妈妈一起看场电影吧 2019-06-18
  • 不是从天上掉下来的,难道是从“文革”中走来的吗? 2019-06-17
  • [囧]过去单位学习是不用工作时间的,有紧急任务都是自愿加班的,领导照顾使自己都感到很惭愧 2019-06-17
  • 我国首部军民融合专业期刊创刊发行 2019-06-16
  • 新媒体会馆第十三期:自然灾害时期的网络谣言应对与正向传播研讨会 2019-06-16
  • 夏天一个动作可能令心脑血管瞬间崩溃 2019-06-15
  • 中国经济稳步迈向高质量 2019-06-15
  • 王志忠案警示录:从工人到世界500强一把手再到阶下囚 2019-06-14
  • 河北大城民间匠人手工打造故宫角楼模型 2019-06-13
  • 《战斗吧足球》:卢宇光亲身体验俄军传奇武器 2019-06-12
  • 自治区明确新生儿疾病筛查两项目价格 2019-06-12
  • 聚焦行业痛点 广东机器人产业链创新增速 2019-06-11
  • 2016人民企业社会责任评选颁奖典礼 2019-06-11
  • “只想当官,不想做事”是当前官场存在的大问题。[上火][上火] 2019-06-10
  • 回复@老老保老张工:那咋分配呢? 2019-06-09
  • 829| 153| 572| 774| 41| 856| 442| 513| 72| 34|