他说，“鉴于欧洲央行(和美联储)下一步行动的不确定性，以及法国的政治风险溢价，买入欧元波动率显然十分合理。”The three-month euro implied option volatility, which measures traders' hedging needs, once rose to a high of 8.172%, the highest level since Credit Suisse experienced the banking crisis nearly two years ago.
The Zhitong Finance App learned that the three-month euro implied option volatility, which measures traders' hedging needs, once rose to a high level of 8.172%, the highest level since Credit Suisse experienced the banking crisis nearly two years ago. As of press time, the implied volatility was reported at 8.11%. As of press release, the euro rose 0.24% to 1.0523. On Monday, the euro fell by 0.74% to record its biggest one-day decline in about a month, mainly due to the French opposition saying it would put forward a no-confidence motion to remove Prime Minister Barnier's unpopular budget.
Pepperstone strategist Chris Weston (Chris Weston) said that when the ECB meets later this month, there is also great uncertainty about the extent of the potential interest rate cut, which has also increased the volatility of the euro.
He said, “Given the uncertainty of the ECB (and the Federal Reserve)'s next move, as well as France's political risk premium, buying the euro's volatility is clearly reasonable.”
