VSTOXX® Derivatives
Use our VSTOXX® Futures and Options on the VSTOXX® index to take a view on European volatility.
It is designed to reflect the investor sentiment and overall economic uncertainty by measuring the 30-day implied volatility of the EURO STOXX 50®, offering the most accurate and cost-effective way to have access to European volatility.
Unlike trading volatility with hedged index options, there are no transaction costs in managing deltas for VSTOXX® derivatives. They are exchange-traded and centrally cleared, providing independent mark-to-market valuation and robust liquidity.
Key Benefits
- Hedge your portfolio exposure in equity, credit and option portfolios
- Explore spreads between European and non-European volatility indices
- Diversify your portfolio by adding a new asset class
- Generate additional alpha, due to the mean-reversion nature of volatility
- Implement a tail risk hedge
- Trade directional positions on the level of a single volatility index
- Integrated spread matrix available for all futures maturities
Contract Specifications
Volume Development
Margin efficiencies
VSTOXX® is part of Eurex Clearing Prisma
To fully benefit from cross margining efficiencies, take a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations, use our online margin calculators.
Trade VSTOXX Futures during the Asian hours.
Subscribe to our monthly VSTOXX® Outlook
Contacts
Eugen Mohr
Eurex | Sales Americas | Equity & Index
Equity & Index Sales America
233 South Wacker Drive, Suite 2450
Chicago, IL 60606
T +1-312-544-10 84
Matthew Riley
Eurex | Equity and Index Derivatives
Equity & Index Sales EMEA
11 Westferry Circus, 2nd Floor, Canary Wharf
London, E14 4HE
T +44 (0)207 8 62-72 13
Chih-Chao Feng
Equity & Index Sales Asia
2904-7, 29/F Man Yee Building, 68 Des Voeux Road Central
Hong Kong
T +852-25 30-78 02
Sascha Semroch
Eurex Frankfurt AG
Equity & Index Product Design
Mergenthalerallee 61
65760 Eschborn
T +49 69 2 11-1 50 78
Leticia Manos
Marketing
233 South Wacker Drive, Suite 2450
Chicago, IL 60606
T +1-312-544-10 61
