If you determine that the DAX-30 Index futures is underpriced relative to the spot DAX-30 Index, you could make an arbitrage profit by

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By buying DAX-30 Index futures and selling all the stocks in the DAX-30, an investor can profit from the underpriced futures market relative to the spot market. This is because the investor will be able to profit from the price difference between the futures price and the spot price without having to take on the risk of the underlying stocks. The other options involve buying or selling stocks and options, which may not result in the same level of arbitrage profit as buying futures and selling stocks, and may also involve additional risks.

If You Determine That the DAX-30 Index Futures Is Underpriced