New index makes volatility investing more tradable

New index makes volatility investing more tradable

market volatility
Volatility as an asset class

Investing in volatility as an asset class is taking off on a global basis, and Stoxx is the latest to tap the trend with a European index, created in partnership with Bank of America Merrill Lynch (BAML).

The Eurostoxx 50 Investable Volatility Index works by looking at the prices on options linked to the Eurostoxx 50 traded on Eurex.

"The index is based on the prices of listed Eurostoxx 50 options, which are the most liquid instruments in the European equity volatility market," explains David

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here