VDAX
E549685
VDAX is a German volatility index that measures the expected fluctuation range of the DAX stock market over a specified period, similar in concept to the VIX for the U.S. market.
Statements (42)
| Predicate | Object |
|---|---|
| instanceOf |
financial index
ⓘ
market indicator ⓘ volatility index ⓘ |
| assetClass | equities ⓘ |
| basedOn | DAX options ⓘ |
| category |
stock market index
ⓘ
volatility measure ⓘ |
| country | Germany NERFINISHED ⓘ |
| dataType | real-time index ⓘ |
| describes | expected fluctuation range of the DAX ⓘ |
| dimension | percentage ⓘ |
| exchangeTradedProductsLinked |
structured products
ⓘ
volatility derivatives ⓘ |
| hasAbbreviation | VDAX NERFINISHED ⓘ |
| indicatorType | forward-looking volatility indicator ⓘ |
| isCalculatedFrom |
implied volatilities
ⓘ
option prices ⓘ |
| isPartOf | European volatility indices universe ⓘ |
| isUsedBy |
institutional investors
ⓘ
portfolio managers ⓘ risk managers ⓘ traders ⓘ |
| languageOfName | German ⓘ |
| market | German equity market ⓘ |
| measures | expected volatility of the DAX index ⓘ |
| reflects |
implied volatility of DAX options
ⓘ
investor fear and uncertainty in German equities ⓘ |
| region | Europe ⓘ |
| relatedTo |
DAX
NERFINISHED
ⓘ
German stock market ⓘ equity derivatives ⓘ |
| riskMeasureType | market risk ⓘ |
| similarTo |
EURO STOXX 50 Volatility Index (VSTOXX)
NERFINISHED
ⓘ
VIX NERFINISHED ⓘ |
| subjectArea |
derivatives
ⓘ
finance ⓘ quantitative finance ⓘ |
| timeHorizon | short- to medium-term expected volatility ⓘ |
| underlyingIndex | DAX NERFINISHED ⓘ |
| usedFor |
hedging equity portfolios linked to DAX
ⓘ
measuring market risk sentiment in Germany ⓘ volatility trading strategies ⓘ |
Referenced by (1)
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