historical volatility of european indexs

Discussion in 'Options' started by logis, Oct 24, 2017.

  1. logis

    logis

    i could not find any
    if someone can direct me to where to find the following EUREX assets HV i will appriciate it very much (all traded in EUREX exchange)

    Dax Index
    Euro Bund
    Euro Bobl
    Euro Stoxx 50
    KOSPI 200
    EURO Bank
    VSTOXX F
     
  2. does your charting software not have tools to show it, or a way to script the calculation yourself?
     
  3. truetype

    truetype

    If you have access to a BBG terminal, run HVG.
     
  4. JackRab

    JackRab

    Or alternatively you can just run your own calculation for HV based on daily closing prices of the past...
     
  5. maxinger

    maxinger

    Are you looking for equivalent of US VIX ?

    I am not sure if this FVS - Vstoxx mini index futures is what you are looking for.
     
  6. JackRab

    JackRab

    He wants historicals... should be easy to compute.
     
  7. I have an account at Interactive Brokers and all these instruments are readily available in TWS. Does this answer your question?
     
  8. JackRab

    JackRab

    30 day HV's via IB

    DAX 6.84 (spot not future)
    Bund 3.72
    Bobl 1.61
    ESTX50 5.63 (spot not future)
    KOSPI 11.27 (spot not future)
    what is Euro Bank
    VSTOXX front month future 48.35... spot index 72.92

    Just readily in Interactive Brokers... and probably most other brokers. If you don't have a broker but merely trying to find out for some other reason (research or whatever)... it's really easy to get these numbers when you download closing prices...

    You probably want to know how the HV evolved over time? Get more closing prices...
     
  9. logis

    logis

    thank you all for the info!