Summary
The EURO STOXX 50 Protective Put 80% 18m 6/3 index aims to replicate a combined investment in the EURO STOXX 50 index and a long position in a put option on the same index. The investment objective of the replicated strategy is to profit from the appreciation of the EURO STOXX 50, while simultaneously limit the losses in falling markets through the put option. The put option is rolled quarterly in March, June, September and December. On each roll date, the existing option is sold and replaced by a new one with 80% strike. Additionally, the options purchased in June and December will mature in 18 months, while those purchased in March and September in 15 months (i.e., they keep the same maturity of the existing option).
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5PP8T
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0283626924
Bloomberg ID
BBG0099SBMS8
Last Value
148.92
+0.49 (+0.33%)
As of
CETWeek to Week Change
0.61%
52 Week Change
18.79%
Year to Date Change
10.79%
Daily Low
148.4
Daily High
149.27
52 Week Low
121.75 — 27 Oct 2023
52 Week High
148.9199 — 27 Mar 2024
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Low
High
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