Volatility Strategies

High Yields And Geopolitical Tension Drives Europe Short-Term Vol

Oct 30, 2023

European short-term volatility has been reacting strongly to the combined stress of geopolitical tensions and surging long term yields. As a result, Herve Guyon, head of European equity derivatives flow strategy and solutions at Societe Generale in London, said investors are entering forward volatility contracts on the EuroStoxx 50 versus S&P500.

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