New index makes volatility investing more tradable
Investing in volatility as an asset class is taking off on a global basis, and Stoxx is the latest to tap the trend with a European index, created in partnership with Bank of America Merrill Lynch (BAML).
The Eurostoxx 50 Investable Volatility Index works by looking at the prices on options linked to the Eurostoxx 50 traded on Eurex.
"The index is based on the prices of listed Eurostoxx 50 options, which are the most liquid instruments in the European equity volatility market," explains David
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