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 | 602 | 18,348.17 | 13:54:56 11/09/2024 | 82.25 / 0.45% | 15.636 | 11.65 | 24,208 | 55,095 | |||||||||||||||||||||||||||||||
Most traded instruments with underlying DAX
| DAX Intraday Chart | |||||||||||||||||||||||||||||||||||||||
Commerzbank AG | DE000CBK1001 | 115 | 14.84 | 13:54:52 11/09/2024 | 2.24 / 17.78% | 32.026 | 28.987 | 2,367 | 2,865 | |||||||||||||||||||||||||||||||
Gold price | XC0009655157 | 67 | 2,519.40 | 14:09:54 11/09/2024 | 1.9295 / 0.08% | 13.642 | 14.228 | 7,445 | 12,593 | |||||||||||||||||||||||||||||||
NASDAQ 100 | US6311011026 | 59 | 18,806.10 | 14:09:54 11/09/2024 | -28.125 / -0.15% | 26.958 | 17.758 | 13,162 | 22,620 | |||||||||||||||||||||||||||||||
Brent Crude price | XC0009677409 | 56 | 70.61 | 14:09:55 11/09/2024 | 1.0204 / 1.47% | 33.039 | 26.119 | 4 | 3,791 |
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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