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Euro STOXX 50 Volatility - Índice de "miúfa" europeu

MensagemEnviado: 9/5/2017 22:56
por ricardmag
https://www.stoxx.com/index-details?symbol=V2TX Escreveu: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. The VSTOXX Indices are part of a consistent family of volatility indices: VSTOXX based on the EURO STOXX 50; VDAX-NEW based on the DAX; and VSMI based on the SMI. In compliance with the ESMA requirements, the components weightings of the VSTOXX index are publicly available here.


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