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.

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Megan Morgan

Eurex | Sales Americas | Global Head of Equity & Index

Chicago, IL 60606

T +1-312-544-10 83

Sascha Semroch

Eurex Frankfurt AG
Equity and Index Product Research and Development

65760 Eschborn

T +49 69 2 11-1 50 78

Jan Thorwirth

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

Hong Kong

T +852-25 30-78 07

Matthew Riley

Eurex | Equity and Index Derivatives

London, E14 4HE

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