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 | 1,408 | 18,720.01 | 17:50:00 20/09/2024 | -282.37 / -1.49% | 11.18 | 11.619 | 22,482 | 54,845 | |||||||||||||||||||||||||||||||
Most traded instruments with underlying DAX
| DAX Intraday Chart | |||||||||||||||||||||||||||||||||||||||
Gold price | XC0009655157 | 250 | 2,621.01 | 22:00:13 20/09/2024 | 32.8404 / 1.27% | 13.242 | 14.337 | 7,343 | 13,166 | |||||||||||||||||||||||||||||||
NASDAQ 100 | US6311011026 | 224 | 19,795.54 | 22:00:16 20/09/2024 | -44.534 / -0.22% | 21.57 | 17.829 | 12,835 | 22,847 | |||||||||||||||||||||||||||||||
Dow Jones Industrial | US2605661048 | 185 | 42,056.67 | 22:00:16 20/09/2024 | 17.674 / 0.04% | 10.484 | 10.783 | 3,153 | 12,538 | |||||||||||||||||||||||||||||||
Silver price | XC0009653103 | 121 | 31.15 | 22:00:14 20/09/2024 | 0.3273 / 1.06% | 29.811 | 29.83 | 3,123 | 5,500 |
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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