通过我们提供的以欧洲波动率股指VSTOXX®为标的期货和期权来了解欧洲波动性。
它旨在通过测量EURO STOXX 50® 30天的隐含波动率来反映投资者的情绪和整体经济的不确定性,从而提供最准确且最具成本效益的途径来获取欧洲波动性水平。
与对冲股指期权的交易波动性不同,在管理 VSTOXX®衍生品的风险(Delta)方面不存在交易成本。它们通过交易所交易和集中清算,提供独立的按市值计价的估值方法和强大的流动性。

VSTOXX®是欧洲期货交易所清算公司保证金系统(Prisma)的一部分
要充分利用交叉保证金效率,请查阅我们的 Eurex Clearing Prisma手册。要获得高度准确的假设方案和增量风险计算,请使用我们的云端保证金估价器。
销售代表 Neo Chiu 欧交所香港办事处 |
Market Status ⓘ
XEUR
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.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
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.
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