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 | 1,181 | 18,699.40 | 17:50:00 13/09/2024 | 181.01 / 0.98% | 14.284 | 11.664 | 24,134 | 56,291 | |||||||||||||||||||||||||||||||
Most traded instruments with underlying DAX
| DAX Intraday Chart | |||||||||||||||||||||||||||||||||||||||
Gold price | XC0009655157 | 268 | 2,582.70 | 22:00:25 13/09/2024 | 24.522 / 0.96% | 13.625 | 14.328 | 7,393 | 12,696 | |||||||||||||||||||||||||||||||
NASDAQ 100 | US6311011026 | 183 | 19,512.04 | 22:00:11 13/09/2024 | 89.639 / 0.46% | 25.34 | 17.825 | 12,998 | 22,578 | |||||||||||||||||||||||||||||||
Dow Jones Industrial | US2605661048 | 171 | 41,402.22 | 22:00:11 13/09/2024 | 293.96 / 0.72% | 14.561 | 10.826 | 3,142 | 12,075 | |||||||||||||||||||||||||||||||
NVIDIA Corp. | US67066G1040 | 151 | 107.68 | 17:35:32 13/09/2024 | 0.16 / 0.15% | 64.813 | 50.901 | 13,750 | 8,911 |
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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