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 implied options volatility for euro, which measures traders' hedging demand, rose to a high of 8.172%, reaching the highest level since the banking crisis involving Swiss franc Credit that occurred nearly two years ago.
According to Zhiyun Finance APP, the three-month implied options volatility for euro, which measures traders' hedging demand, rose to a high of 8.172%, reaching the highest level since the banking crisis involving Swiss franc Credit that occurred nearly two years ago. As of the time of writing, the implied volatility is reported at 8.11%. As of the time of writing, the euro rose 0.24% against the US dollar to 1.0523. On Monday, the euro posted its largest single-day drop of about 0.74% in nearly a month, primarily due to the French opposition party stating they would put forward a motion of no confidence to dismiss the unpopular budget of Prime Minister Barnier.
Chris Weston, a strategist at Pepperstone, stated that there is significant uncertainty regarding the potential rate cut at the European Central Bank's meeting later this month, which has also increased the volatility of the euro.
He said, "Given the uncertainty of the next steps of the European Central Bank (and the Federal Reserve), along with the political risk premium in France, buying euro volatility is obviously very reasonable."
