{"id":8858,"date":"2025-07-21T10:35:03","date_gmt":"2025-07-21T08:35:03","guid":{"rendered":"https:\/\/ariva.ag\/glossary\/implizite-volatilitaet\/"},"modified":"2025-07-21T10:35:03","modified_gmt":"2025-07-21T08:35:03","slug":"implizite-volatilitaet","status":"publish","type":"glossary","link":"https:\/\/ariva.ag\/sv\/glossary\/implizite-volatilitaet\/","title":{"rendered":"Implizite Volatilit\u00e4t"},"content":{"rendered":"<p>&#8221;Die implizite Volatilit\u00e4t misst die erwarteten Kursschwankungen eines Wertpapiers oder eines gesamten Marktes. Ist die erwartete Schwankungsbreite bereits im Kurs enthalten, spricht man von impliziter Volatilit\u00e4t. Berechnet wird diese \u00fcber aktuelle Marktpreise am Terminmarkt. In Deutschland ist der VDAX-NEW das wichtigste Barometer f\u00fcr die Abbildung der impliziten Volatilit\u00e4t. 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