Eurex
Webcast (replay): Focus Day Trading European volatility markets – Daily Options and VSTOXX
Trading European Volatility Markets: Daily Options & VSTOXX 2023
- Start
- 09 Nov 2023 03:00 AM
- Duration
- 2 hours
The Focus Day provided insights into current market trends impacting short-dated options and the listed volatility markets.
The first part focused on the brief history of short-dated index options along with a quick review of the first few weeks of EURO STOXX 50® Daily Options and insights into potential expansion of short-dated options to new markets. The second part turned to VSTOXX as we looked at the recent behavior of VSTOXX in low and high volatility markets along with VSTOXX futures and options trading.
Key points:
Part 1: Daily Options
- Fireside Chat: Evolution of short-dated options
- Fireside Chat: Why to trade short-dated options
- Panel Discussion: European volatility markets in a world of 0DTE options
Part 2: VSTOXX
- Introduction: European volatility markets in a world of VSTOXX
- Keynote: European equity volatility trading key takeaways
- Panel Discussion: Opportunities in volatility investing
Speakers:
- Russell Rhoads, PhD, CFA, Associate Clinical Professor, Kelley School of Business, Indiana University
- Yangyang Hou, Senior Equity Derivatives Strategist, J.P. Morgan
- Federico Borghese, Equity Index Derivatives Trader, J.P. Morgan
- Eugen Mohr, SVP Equity & Index Sales EMEA, Eurex
- Dorte Carlsen, SVP Equity & Index Sales EMEA, Eurex
- Lotte De Vos, Head of European Market Structure, Optiver
- Carl-Johan Munch-Jensen, Head of Trading, Swissquote Bank
Please register to watch the webcast recording:
