Volatility Strategies

SG Officials Eye Long SX5E Divs

Jan 11, 2021

Euro Stoxx 50 dividend futures are pricing attractively in January and Société Générale officials suggest gaining exposure on long-term dividends through short volatility, as implied volatility on dividends has risen more than equity indices. Banks involved in structured products are typically buyers of dividend implied volatility, so institutional investors can benefit from an aggressive implied

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