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Indices

VSTOXX® Short-Term Futures Investable

Summary

The VSTOXX® Short-Term Futures Investable Index replicates the performance of a long position in constant-maturity one-month forward, one-month implied volatilities on the underlying EURO STOXX 50® Index. The index continuously rolls over on a daily basis from the first month VSTOXX Futures contract to the second month contract while taking into account the bid-ask spread in the roll procedure.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
VST1MSL
Calculation
Realtime
Dissemination Period
09:00-17:30 CET
ISIN
CH0354873926
Bloomberg ID
BBG00FWRLW34
Last Value
395.87 +0.64 (+0.16%)
As of 05:30 pm CET
Week to Week Change
-7.55%
52 Week Change
-57.30%
Year to Date Change
-31.07%
Daily Low
379.21
Daily High
396.79
52 Week Low
393.9522 May 2023
52 Week High
1046.3816 Jun 2022
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