Europe Traders Look for Cover on Surprise Call for French Vote

  • Euro Stoxx 50 implied volatility surges relative to S&P 500
  • Currency options traders build up bearish euro positions
French Election: Le Pen Vows to Work With Macron If She Wins
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Forget about a summer swoon in European options.

After French President Emmanuel Macron shocked markets by calling for a snap vote following a surprisingly strong performance by right-wing political parties in European elections, the region’s equity options are implying a level of stress relative to the US usually seen around geopolitical conflict or broad financial upheavals.