Volatility derivatives A handle on risk

What volatility trading can do for you

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.

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.


VSTOXX® Futures (FVS)

Traded Contracts in Millions

Open Interest in Millions

Options on VSTOXX® Futures (OVS2)

Open Interest in Millions

 

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


Asset class

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.


Contacts

Eugen Mohr
Equity & Index Sales EMEA

T +1-312-544-10 84

eugen.mohr@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Neo Chiu
Equity & Index Sales Asia

T +852 2530- 78 04

neo.chiu@eurex.com

Sascha Semroch
Equity & Index Product Design

T +49-69-2 11-1 50 78

sascha.semroch@eurex.com