VDAX-New Volatilitätsindex
Volatilitätsmatrix (in Prozent)
|
3 Monate |
6 Monate |
12 Monate |
| DAX ® |
17,78% |
20,68% |
19,82% |
| TecDAX ® |
19,96% |
23,59% |
22,46% |
| DOW JONES |
18,04% |
18,95% |
16,61% |
| NASDAQ 100 |
21,29% |
22,54% |
19,67% |
| S&P 500 |
20,29% |
21,33% |
18,75% |
| NIKKEI |
23,31% |
22,81% |
21,56% |
| EUR/USD |
11,00% |
12,20% |
10,07% |
| EUR/JPY |
13,94% |
16,43% |
14,15% |
Put- / Call-Ratio
|
1 Tag |
1 Woche |
1 Monat |
|
Puts |
Calls |
Ratio |
Puts |
Calls |
Ratio |
Puts |
Calls |
Ratio |
| DAX ® |
8.654 |
9.367 |
0,92 |
8.380 |
9.122 |
0,92 |
7.516 |
8.218 |
0,91 |
| TecDAX ® |
573 |
603 |
0,95 |
573 |
603 |
0,95 |
539 |
570 |
0,95 |
| DOW JONES |
882 |
925 |
0,95 |
882 |
925 |
0,95 |
835 |
880 |
0,95 |
| NASDAQ 100 |
1.022 |
1.056 |
0,97 |
1.022 |
1.056 |
0,97 |
938 |
975 |
0,96 |
| S&P 500 |
951 |
969 |
0,98 |
951 |
969 |
0,98 |
844 |
872 |
0,97 |
| NIKKEI |
885 |
1.030 |
0,86 |
885 |
1.030 |
0,86 |
812 |
916 |
0,89 |
| EUR/USD |
2.092 |
2.248 |
0,93 |
2.048 |
2.216 |
0,92 |
1.744 |
1.820 |
0,96 |
| EUR/JPY |
620 |
769 |
0,81 |
613 |
769 |
0,80 |
501 |
597 |
0,84 |
Meist gehandelte Optionsscheine
|
Name |
Kurs |
Zeit |
Datum |
Diff. |
Diff.% |
Volumen |
 |
DAX ® Turbo L 5707.3501 open end (DZ) |
5,29 |
14:31 |
09.09. |
+1,02 |
+23,89% |
115.258,00 |
|
DAX ® Put 5800 2011/12 (DZ) |
4,78 |
13:13 |
09.09. |
-0,28 |
-5,53% |
89.930,00 |
|
DAX ® Turbo L 5853.54 open end (DZ) |
3,74 |
17:25 |
09.09. |
+1,34 |
+55,83% |
77.447,00 |
|
DAX ® Turbo S 8500 2010/12 (DZ) |
22,68 |
15:24 |
09.09. |
-1,42 |
-5,89% |
63.601,00 |
|
DAX ® Turbo S 6634.2402 open end (DZ) |
4,33 |
14:35 |
09.09. |
-0,51 |
-10,54% |
55.156,00 |
|
DAX ® Call 6200 2011/06 (DZ) |
4,90 |
17:10 |
08.09. |
+0,27 |
+5,83% |
29.000,00 |
