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Volatility derivatives

Volatility derivatives

What volatility trading can do for you

We offer you derivatives on the VSTOXX® to take a view on the implied volatility, whereas Variance Futures (EVAR) represent a very clean way to express views on the realized movement.

Get the information and tools required for smart and advanced volatility trading.

 

Futures and options on the VSTOXX®

These derivatives give investors a targeted and leveraged means to take a view on European volatility, based on the implied volatility derived from the EURO STOXX 50® Index Options. Portfolio diversification and optimizing volatility exposure are amongst the strongest reasons to access volatility via VSTOXX® derivatives.

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.

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.

Your 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

VSTOXX® is part of Eurex Clearing Prisma

To fully benefit from cross margining efficiencies, have a look at our Eurex Clearing Prisma brochure. For highly accurate what-if scenarios and incremental risk calculations use our online margin calculators. 

Variance Futures: volatility trading in its purest form

Megan Morgan

Eurex | Sales Americas | Head of Equity & Index
Sales

233 South Wacker Drive, Suite 2450
Chicago, IL 60606

T +1-312-544-10 83

Sascha Semroch

Eurex Frankfurt AG
Equity and Index Product Research and Development

Mergenthalerallee 61
65760 Eschborn

T +49 69 2 11-1 50 78

 

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