Difference between revisions of "VSTOXX®" English (en) français (fr)

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The [[VSTOXX]] or '''EURO STOXX 50® Volatility''', measures the volatility of the European stock market.
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The [[VSTOXX®]] or '''EURO STOXX 50® Volatility''', measures the volatility of the European stock market.
  
 
''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 volatility by measuring the square root of the implied variance across all options of a given time to expiration.''<ref>STOXX.com, [http://www.stoxx.com/indices/index_information.html?symbol=V2TX EURO STOXX 50® Volatility (VSTOXX®)]</ref>
 
''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 volatility by measuring the square root of the implied variance across all options of a given time to expiration.''<ref>STOXX.com, [http://www.stoxx.com/indices/index_information.html?symbol=V2TX EURO STOXX 50® Volatility (VSTOXX®)]</ref>
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==See also==
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* [[STOXX]]
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* [[VDAX]]
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* [[VIX]]
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* [[VSMI]]
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* [[VSTOXX]]
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===External links===
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* MarketWatch.com, BigCharts, [http://bigcharts.marketwatch.com/advchart/frames/frames.asp?symb=XX%3AV2TX&insttype=Index XX:V2TX], delayed quote data.
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* Risk.net, [http://www.risk.net/structured-products/feature/2134258/vix-vstoxx-decoupling-volatility From Vix to VStoxx: decoupling volatility], written by Magda Ali on 11 January 2012, retrieved on 31 July 2013.
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[[Category:Finance]]
 
[[Category:Finance]]
 
[[Category:ECFIN]]
 
[[Category:ECFIN]]

Latest revision as of 19:05, 18 December 2013

The VSTOXX® or EURO STOXX 50® Volatility, measures the volatility of the European stock market.

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 volatility by measuring the square root of the implied variance across all options of a given time to expiration.[1]

See also

External links

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References

  1. STOXX.com, EURO STOXX 50® Volatility (VSTOXX®)
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