Volatility derivatives A handle on risk
Volatility

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

Trade the European volatility benchmark!

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

Variance Futures enable investors to capture the difference between the implied volatility of EUROSTOXX 50® Index Options and the realized volatility of the EURO STOXX 50® Index itself.


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.


Contacts

Matthew Koren
Equity & Index Sales America

T +1-917-495 2997

matthew.koren@eurex.com

Matthew Riley
Equity & Index Sales EMEA

T +44-20-78 62-72 13

matthew.riley@eurex.com

Sophie Granchi
Equity & Index Sales EMEA

T +33-0680347501

sophie.granchi@eurex.com

Jane Yeo
Equity & Index Sales Asia

T +852-2530-78 07

jane.yeo@eurex.com

Sascha Semroch
Equity & Index Product Design

T +49-69-2 11-1 50 78

sascha.semroch@eurex.com

Ralf Huesmann
Equity & Index Product Design

T +49-69-211-1 54 43

ralf.huesmann@eurex.com