​Fund Manager: Above 20 Eurozone Vol Levels To Prove Positive For Short Calls

Continued concern surrounding structural issues in the Eurozone will outweigh the effects of the European Central Bank’s quantitative easing program, leaving volatility levels in Europe above 20, according to one fund manager. The next 12 months will therefore provide greater opportunities to implement short call strategies in comparison to the low volatility environment witnessed during 2014.