Summary
The EURO STOXX 50 Realized Dispersion Index measures the difference between the market-cap weighted sum of the index constituents’ absolute returns and the absolute index return. The index is reset annually.
Absolute returns serve as a measure for daily realized volatility and the index represents a long position in a series of at-the-money straddles with one day to maturity on the components of the EURO STOXX 50 Index and a short position in at-the-money straddles on the EURO STOXX 50 Index. At-the-money straddles are traditionally used to trade volatility.
Absolute returns serve as a measure for daily realized volatility and the index represents a long position in a series of at-the-money straddles with one day to maturity on the components of the EURO STOXX 50 Index and a short position in at-the-money straddles on the EURO STOXX 50 Index. At-the-money straddles are traditionally used to trade volatility.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5EDISP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0502171678
Bloomberg ID
BBG00QNGNLX3
Last Value
158.14
+0.14 (+0.09%)
As of CET
52 Week Change
-7.66%
Year to Date Change
54.58%
Daily Low
158.03
Daily High
158.84
52 Week Low
100.6 — 19 Dec 2022
52 Week High
215.09 — 16 Dec 2022
Zoom
Low
High
Featured indices
STOXX® Global 1800
$522.39
-2.55
1Y Return
18.99%
1Y Volatility
0.15%
STOXX® Europe 600
€446.91
-0.79
1Y Return
14.77%
1Y Volatility
0.13%
STOXX® USA 500
$328.54
+0.11
1Y Return
14.91%
1Y Volatility
0.17%
EURO STOXX 50®
€4131.68
+2.50
1Y Return
23.88%
1Y Volatility
0.16%
DAX (Total Return) EUR
€15217.45
-38.42
1Y Return
24.90%
1Y Volatility
0.15%