The European volatility benchmark

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.

Extended trading hours. Extended opportunities.
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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

eugen.mohr@eurex.com

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

matthew.riley@eurex.com

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

chih-chao.feng@eurex.com

Sascha Semroch
Eurex Frankfurt AG
Equity & Index Product Design

Mergenthalerallee 61
65760 Eschborn

T +49 69 2 11-1 50 78

Sascha.Semroch@eurex.com

Leticia Manos
Marketing

233 South Wacker Drive, Suite 2450
Chicago, IL 60606

T +1-312-544-10 61

leticia.manos@eurex.com