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 | 1,092 | 19,439.60 | 08:00:47 30/10/2024 | -39.871 / -0.20% | 11.767 | 11.364 | 21,074 | 59,166 | |||||||||||||||||||||||||||||||
Most traded instruments with underlying DAX
| DAX Intraday Chart | |||||||||||||||||||||||||||||||||||||||
Gold price | XC0009655157 | 231 | 2,787.22 | 08:00:43 30/10/2024 | 11.5598 / 0.42% | 11.818 | 14.024 | 7,434 | 13,887 | |||||||||||||||||||||||||||||||
NASDAQ 100 | US6311011026 | 140 | 20,610.08 | 08:00:49 30/10/2024 | 51.544 / 0.25% | 13.962 | 17.164 | 12,208 | 21,169 | |||||||||||||||||||||||||||||||
PayPal Holdings Inc. | US70450Y1038 | 136 | 74.05 | 08:00:39 30/10/2024 | 0.14 / 0.19% | 34.02 | 33.187 | 3,417 | 2,638 | |||||||||||||||||||||||||||||||
Brent Crude price | XC0009677409 | 126 | 71.04 | 21:59:11 29/10/2024 | -0.5884 / -0.82% | 38.619 | 26.799 | 0 | 3,677 |
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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