Jump to content

VDAX

From Wikipedia, the free encyclopedia

This is the current revision of this page, as edited by PrimeBOT (talk | contribs) at 22:16, 18 January 2022 (→‎top: Task 24: remove a maintenance template following a TFD). The present address (URL) is a permanent link to this version.

(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)

This article has multiple issues. Please help improve it or discuss these issues on the talk page. (Learn how and when to remove these template messages)

This article relies largely or entirely on a single source. Relevant discussion may be found on the talk page. Please help improve this article by introducing citations to additional sources.
Find sources: "VDAX" – news · newspapers · books · scholar · JSTOR (November 2016)

This article may be too technical for most readers to understand. Please help improve it to make it understandable to non-experts, without removing the technical details. (November 2016) (Learn how and when to remove this message)

(Learn how and when to remove this message)

The VDAX-NEW Index expresses the variation margin – the implied volatility – of the DAX anticipated on the derivatives market. The VDAX indicates in percentage points the volatility to be expected in the next 30 days for the DAX. The basis for the calculation of this index is provided by the DAX option contracts. It is analogous to the VIX implied volatility index on the S&P 500.

See also

External links

VDAX-NEW

Retrieved from "https://en.wikipedia.org/w/index.php?title=VDAX&oldid=1066548544"

German stock market indices

Hidden categories: