Variance futures eurex
EURO STOXX 50® Variance Futures (EVAR) These innovative contracts are an efficient on-exchange complement to the OTC instrument and replicate the payoff profile of OTC variance swaps. 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 the efficiencies of exchange trading and central clearing. Variance Futures are traded in a quantity of notional Vega, which represents a risk amount that is expressed in euro and at prices of volatility. Volatility is the annualised average price fluctuation of the EURO STOXX 50® Index that is expected until the maturity of the contract month. Contract terms Variance Futures are available for trading at Eurex Exchange until one day before the final settlement day of each of the following terms: up to and in each case including the final settlement day of the next, the second and the third succeeding calendar month and the next three succeeding quarter-end months Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most prominent equity index in Europe. Variance futures replicate the pay-off profile of a variance swap using a daily-margined futures contract. Eurex Frankfurt AG uses cookies to improve its website. If you continue to browse our website, you agree with our use of cookies. For more details and how to manage cookies (i.e. to object web analytics), please see our privacy and cookies policy . Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S. Direct market access from the U.S.
Contract terms Variance Futures are available for trading at Eurex Exchange until one day before the final settlement day of each of the following terms: up to and in each case including the final settlement day of the next, the second and the third succeeding calendar month and the next three succeeding quarter-end months
Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most prominent equity index in Europe. Variance futures replicate the pay-off profile of a variance swap using a daily-margined futures contract. Eurex Frankfurt AG uses cookies to improve its website. If you continue to browse our website, you agree with our use of cookies. For more details and how to manage cookies (i.e. to object web analytics), please see our privacy and cookies policy . Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S. Direct market access from the U.S. Variance Futures. EURO STOXX 50® Variance Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S. Direct market access from the U.S. On 16 September 2019, Eurex launches Inter-Product Spreads for fixed income futures as a standardized futures product. Stock Tracking Futures on Eurex - a new flavor in equity financing. On 29 July, Eurex successfully launched Stock Tracking Futures on all stocks in the EURO STOXX 50® index. The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET. VSTOXX® Futures are available for trading in the U.S.
The future average price fluctuation (variance) of the EURO STOXX 50® Index. Contract value. EUR 1 per Variance Futures point. Settlement. Cash settlement,
Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most prominent equity index in Europe. Variance futures replicate the pay-off profile of a variance swap using a daily-margined futures contract. Eurex Exchange is your one-stop-shop for European Single Stock Futures from +20 countries. Our offering comprises more than 850 futures on the most popular European underlyings. Market participants who bundle their European Single Stock Futures trading at Eurex Exchange benefit as well from cross margining efficiencies with Eurex Clearing and maximize their collateral utilization. The Eurex Exchange is the largest European futures and options Call Option A call option, commonly referred to as a "call," is a form of a derivatives contract that gives the call option buyer the right, but not the obligation, to buy a stock or other financial instrument at a specific price - the strike price of the option - within a specified time frame. market. It primarily deals in Europe-based derivatives. DAX® indexesDAX® Futures (FDAX)MDAX® Futures (F2MX)Mini-DAX® Futures (FDXM)TecDAX® Futures (FTDX)STOXX® indexesEURO STOXX 50® ex Financials Index Futures (FEXF)EURO STOXX 50® Index Futures (FESX)EURO STOXX 50® Index Quanto Futures (FESQ)EURO STOXX 50® Index Dividend Futures (FEXD)EURO STOXX 50® Index Total Return Futures (TESX)EURO STOXX® Index Futures (FXXE)EURO STOXX® Large The Variance Advanced Services tutorial is about the recently introduced Variance Futues of Eurex. It covers also covers five main topics: Realized Variance and Variance Swaps. Model-Free Replication of Variance. Variance Futures at Eurex. Trading and Settlement. Backtesting Data.
EURO STOXX 50® Total Return Futures and EURO STOXX 50® Index Variance Futures: Amendments related to the introduction of the euro short-term rate
Variance Futures. EURO STOXX 50® Variance Futures; Corporate Bond Index Futures; Exchange traded products derivatives. Equity index ETF derivatives; Fixed income ETF derivatives; Exchange traded commodities derivatives; Commodity derivatives. Bloomberg Commodity Indexes; Property derivatives. IPD® UK Quarterly Index Futures; Eurex derivatives in the U.S. Eurex is set to extend its product range by introducing a listed variance future on September 22, 2014, based on the EURO STOXX 50, the most prominent equity index in Europe. Variance futures replicate the pay-off profile of a variance swap using a daily-margined futures contract. Eurex Exchange is your one-stop-shop for European Single Stock Futures from +20 countries. Our offering comprises more than 850 futures on the most popular European underlyings. Market participants who bundle their European Single Stock Futures trading at Eurex Exchange benefit as well from cross margining efficiencies with Eurex Clearing and maximize their collateral utilization. The Eurex Exchange is the largest European futures and options Call Option A call option, commonly referred to as a "call," is a form of a derivatives contract that gives the call option buyer the right, but not the obligation, to buy a stock or other financial instrument at a specific price - the strike price of the option - within a specified time frame. market. It primarily deals in Europe-based derivatives. DAX® indexesDAX® Futures (FDAX)MDAX® Futures (F2MX)Mini-DAX® Futures (FDXM)TecDAX® Futures (FTDX)STOXX® indexesEURO STOXX 50® ex Financials Index Futures (FEXF)EURO STOXX 50® Index Futures (FESX)EURO STOXX 50® Index Quanto Futures (FESQ)EURO STOXX 50® Index Dividend Futures (FEXD)EURO STOXX 50® Index Total Return Futures (TESX)EURO STOXX® Index Futures (FXXE)EURO STOXX® Large
The future average price fluctuation (variance) of the EURO STOXX 50® Index. Contract value. EUR 1 per Variance Futures point. Settlement. Cash settlement,
On 16 September 2019, Eurex launches Inter-Product Spreads for fixed income futures as a standardized futures product. Stock Tracking Futures on Eurex - a new flavor in equity financing. On 29 July, Eurex successfully launched Stock Tracking Futures on all stocks in the EURO STOXX 50® index. The final settlement price is established by Eurex on the final settlement day, based on the average of the index values of the underlying on the last trading day between 11:30 and 12:00 CET. VSTOXX® Futures are available for trading in the U.S.
Contract terms Variance Futures are available for trading at Eurex Exchange until one day before the final settlement day of each of the following terms: up to and in each case including the final settlement day of the next, the second and the third succeeding calendar month and the next three succeeding quarter-end months Futures contract based on realized variance of EURO STOXX 50 ® Index; Part of the Eurex Exchange Volatility Suite; Learn more about EURO STOXX 50 ® Variance Futures From Eurex: Variance futures open up volatility trading in its purest form to a large variety of investors. More resources for trading volatility