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The VSTOXX Indices are based on EURO STOXX 50 realtime options prices and are designed to reflect the market expectations of near-term up to long-term ...
The VSTOXX Futures Indices measure the return from a rolling long position in Eurex VSTOXX Futures contracts. The VSTOXX Futures position is rolled ...
The V-VSTOXX Indices are based on VSTOXX realtime options prices and are designed to reflect the market expectations of near-term up to long-term ...
Apr 22, 2020 ... After experiencing an extended period of backwardation, when does it make sense to look to shorting VSTOXX Index futures?
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The VSTOXX indices aim to measure the volatility of the EURO STOXX 50. Index over a future time horizon, as implied by the option contracts available.
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(VSTOXX) main indices formula; addition of components' weights calculation for EURO. STOXX 50 Volatility (VSTOXX) main indices; addition of STOXX Global 3D ...
The VSTOXX indices track real-time options prices for the EURO STOXX 50, thus reflecting market expectations of future volatility – also known as implied ...
The VSTOXX® Short-Term Futures Investable Index replicates the performance of a long position in constant-maturity one-month forward, one-month implied ...
The VSTOXX® Short-Term Futures Inverse Investable Index replicates the performance of a short position in constant-maturity one-month forward, ...
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and Eurex futures on the VSTOXX. »Transparent and liquid access to implied volatility. The EURO STOXX 50® indices provide a key measure of market.
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