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   MEUR
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
  •  
    Chart Type

    Technical Indicator
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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

-5.55%

1Y VOLATILITY

12.0%

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EUR (Gross Return)
Gain N/A

STOXX® Europe 50

1Y RETURN

0.59%

1Y VOLATILITY

11.04%

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Index added to Compare Indices Tool

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