The EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, provides a Blue-chip representation of supersector leaders in the Eurozone. The index covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.
 

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EURO STOXX 50® Realized Dispersion

The EURO STOXX 50 Realized Dispersion Index measures the difference between the market-cap weighted sum of the index constituents’ absolute returns and the absolute index return. The index is reset annually.
Absolute returns serve as a measure for daily realized volatility and the index represents a long position in a series of at-the-money straddles with one day to maturity on the components of the EURO STOXX 50 Index and a short position in at-the-money straddles on the EURO STOXX 50 Index. At-the-money straddles are traditionally used to trade volatility.
Date:
Time:
Symbol SX5EDISP
Calculation Realtime
Dissemination period 09:00 CET-18:00 CET
ISIN CH0502171678
Bloomberg ID BBG00QNGNLX3
Free Float Mcap   ---
Last value
Daily change (absolute)
Week to week change
52 week change
Year to date change
Daily low
Daily high
52 week low
52 week high
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    Chart Type

    Technical Indicator
    You can add a maximum of three variants of the same indicator at a time.
     
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  • Index added to Compare Indices Tool
** Chart displays Closing High and Closing Low

People Also Viewed

EUR (Price)
Gain N/A

EURO STOXX 50®

1Y RETURN

9.37%

1Y VOLATILITY

31.94%

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Index added to Compare Indices Tool
EUR (Gross Return)
Gain N/A

STOXX® Europe 50

1Y RETURN

5.37%

1Y VOLATILITY

27.04%

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Index added to Compare Indices Tool

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