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VSTOXX Futures and Options on VSTOXX Futures
The VSTOXX® suite gives investors a targeted and leveraged tool to take a view on European volatility, based on the 30-day implied volatility derived from the EURO STOXX 50® Index Options. Portfolio diversification and managing volatility exposure are the main reasons to access volatility via VSTOXX® derivatives.
Trade the European volatility benchmark!
EURO STOXX 50 Variance Futures (EVAR)
These innovative contracts are an efficient on-exchange complement to the OTC instrument and replicate the OTC variance swaps' payoff profile. 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 exchange trading and central clearing efficiencies.
Variance Futures enable investors to capture the difference between the implied volatility of EUROSTOXX 50® Index Options and the realized volatility of the EURO STOXX 50® Index itself.
An asset class in itself that helps you to:
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.
Contacts
