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VSTOXX®, 유럽의 변동성 벤치마크
벤치마크 제품들
DAX Mini-DAX 선물 STOXX MSCI지수 VSTOXX 채권 선물 채권 옵션 유렉스-KOSPI 제품 마이크로 상품군 통한 USD/KRW 1일만기 선물

VSTOXX® 파생상품

VSTOXX®지수를 기초자산으로 하는 VSTOXX®선물과 옵션을 이용하여 유럽 시장의 변동성을 거래해 보세요.

VSTOXX®파생상품은EURO STOXX 50® 의 30일 내재변동성에 기반해 투자심리 및 전반적인 경제적 불확실성을 반영하도록 설계되어, 유럽 시장의 변동성을 측정할 수 있는 가장 정확하고 비용 효율적인 방법을 제공합니다.

VSTOXX®파생상품은 헤지된 지수 옵션을 이용한 변동성 매매와는 달리 델타 관리를 위한 거래비용이 없습니다. 또한 장내에서 거래되며 중앙에서 청산되어, 독립적인 시가평가(mark-to-market) 밸류에이션과 높은 유동성을 제공합니다.

VSTOXX에 관한 모든 선물 및 옵션 상품들을 한눈에 확인해 보세요.


장점

  • 주식, 여신 및 옵션 포트폴리오 익스포저 헷지하기
  • 유럽과 비유럽 시장의 변동성 지수 간 스프레드 활용하기
  • 새로운 자산 클래스 추가를 통한 포트폴리오 다각화
  • 변동성의 평균 회귀(mean-reversion) 특성을 이용한 추가 수익 추구
  • 테일 리스크 헷징 전략 시행하기
  • 단일 변동성 지수 수준에서 방향성 포지션 매매하기
  • 모든 선물 만기에 이용 가능한 통합 스프레드 매트릭스(Integrated spread matrix)

제품군



청산

VSTOXX® 는 유렉스 Clearing Prisma를 이용할 수 있습니다. 

유렉스 Clearing Prisma 브로슈어를 참고하여, 교차 증거금(cross margining) 제도의 혜택을 누리세요. 온라인 증거금 계산기(margin calculators)를 이용하면, 매우 정밀한 가정 시나리오 및 증분적 리스크(incremental risk) 계산이 가능합니다.

다양한 파생상품들을
모든 시간대에서
손 쉽게 거래하세요

더 알아보기

VSTOXX 뉴스레터 구독

연락처

고객 지원 담당 (트레이딩)

Mezhgan Qabool

Eurex Frankfurt AG Singapore Branch
9 Raffles Place #56-01
Republic Plaza Singapore 048619
P: +65 6597 3062
eurex.singapore@eurex.com

세일즈 담당

Jane Yeo (여지윤)

Eurex Hong Kong Office
2904-7, 29/F Man Yee Building
68 Des Voeux Road Central
Hong Kong
P: +852 2530 7807
jane.yeo@eurex.com


2021년 4월 19일 출시

30만 계약 이상의
유렉스 마이크로 선물
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