ATX five®
Indexlaunch: 02.01.2004
Main Features of the ATX5:
The ATX five is a capitalization-weighted price index and comprises the five stocks in the ATX
that
have the greatest weighting. The number of stocks contained in the ATX five is restricted to
five
stocks. Calculated and disseminated in real-time, the index is denominated in EUR and serves
as
underlying for structured products and standardized futures and options tradable at Wiener
Börse
AG. The starting level of ATX five was set to 1,000 points on 2nd January 2004.
| Short Code | ISIN | Bloomberg | Reuters | Calculation Time |
|---|---|---|---|---|
| ATX Five
|
ATXF <Index> | .ATX5 | CET 9:00 - 17:45 |
Main Features of the ATX5:
- Dividend payments are not considered
- The free float is represented by the weighting factors 0.10 - 0.20 – 0.30 - 0.40 - 0.50 – 0.60 - 0.70 - 0.80 - 0.90 - 1.00.
- The weighting of a stock in the ATX five is not limited. Representation factors determined for the ATX shall also apply to the ATX five.
- Representation factors can take values between 0.01 and 1.00.
- UCITS III
- ATX five is calculated on every trading day at Wiener Börse.
- New index values are triggered in real time by new prices of the index members.
- ATX five consist of five most capitalised stocks of ATX.
- When a stock is delisted from the ATX, it is also removed from the ATX five at the same time.
- The review of the composition is done at the same time as the quarterly review (March, June, September and December) of the calculation parameters for the ATX.
- Free float and representation factors are reviewed on a quarterly basis by the ATX Index Committee.