Volatility

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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.

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.