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.
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