The volatility index VDAX-NEW tracks the degree of fluctuation expected by the derivatives market – i.e. the implied volatility – for the DAX index. The index expresses in percentage terms what degree of volatility is to be expected for the following 30 days.
For example, a VDAX-NEW level of 20 at a DAX level of 15,000 means that fluctuations between 14,140 and 15,860 index points are expected on the futures market.
The volatility is negatively correlated with the price development of a market. As a rule, if DAX prices fall, the VDAX-NEW price rises.
The calculation of this index is based on DAX option contracts, which are quoted both “at the money“ and “out of the money“. Thus, VDAX-NEW has a broader volatility surface than VDAX, which only takes into account options that are “at the money”.
Time | ISIN | Price | Units |
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Name | ISIN | Trades | Last price | Time last price | Change to prev. day | Vola 30 | Vola 250 | Warrant count | Knock out count | |||||||||||||||||||||||||||||||
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DAX | DE0008469008 | 636 | 19,848.77 | 17:50:00 23/12/2024 | -35.98 / -0.18% | 12.657 | 12.066 | 19,617 | 61,005 | |||||||||||||||||||||||||||||||
Most traded instruments with underlying DAX
| DAX Intraday Chart | |||||||||||||||||||||||||||||||||||||||
NASDAQ 100 | US6311011026 | 201 | 21,490.72 | 22:00:15 23/12/2024 | 193.34 / 0.91% | 17.065 | 17.818 | 11,599 | 21,299 | |||||||||||||||||||||||||||||||
Tesla Inc. | US88160R1014 | 181 | 414.45 | 17:36:40 23/12/2024 | -9.80 / -2.31% | 62.422 | 61.407 | 10,864 | 12,824 | |||||||||||||||||||||||||||||||
NVIDIA Corp. | US67066G1040 | 170 | 131.90 | 17:44:08 23/12/2024 | 3.28 / 2.55% | 35.47 | 51.775 | 10,049 | 8,405 | |||||||||||||||||||||||||||||||
Dow Jones Industrial | US2605661048 | 141 | 42,894.29 | 22:00:14 23/12/2024 | 22.017 / 0.05% | 11.738 | 11.335 | 3,272 | 12,525 |
ISIN | Product Type | Underlying | Volume |
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ISIN | Product Type | Underlying | Trades |
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Knocked-out on | Issuer | WKN | Name | Redemption | Underlying | Knock-out barrier | Last Listing Day | Currency |
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