| Underlying |
Standard deviation for |
99% Value |
Historic Volatility |
| 600 days |
250 days |
| ATX |
2.4570 |
2.9427 |
7.3500 |
8.8031 |
| ATX five |
2.8337 |
3.3126 |
8.5500 |
9.9948 |
| CCE |
2.1295 |
2.3924 |
7.3500 |
8.2572 |
| CTE |
2.2698 |
2.6579 |
7.6500 |
8.9581 |
| CXE |
2.3363 |
2.6067 |
7.9500 |
8.8701 |
| HTE |
2.8772 |
3.0661 |
8.2500 |
8.7914 |
| New Europe Blue Chip Index |
2.2038 |
2.5361 |
6.7500 |
7.7677 |
| RDU |
3.0943 |
3.5485 |
10.0500 |
11.5250 |
| RDX |
2.7875 |
3.1331 |
10.0500 |
11.2960 |
| RTX |
2.9957 |
3.3923 |
10.0500 |
11.3803 |
| AGRANA BETEILIGUNGS-AG |
2.1048 |
2.0867 |
7.6500 |
7.6500 |
| ANDRITZ AG |
4.1034 |
5.5655 |
9.1500 |
12.4102 |
| AUA |
7.2175 |
6.5303 |
27.1500 |
27.1500 |
| BWIN INT. ENTERT. AG |
4.1713 |
3.8082 |
13.0500 |
13.0500 |
| BWT |
2.7008 |
3.2778 |
10.0500 |
12.1973 |
| CONWERT IMMOBILIEN INVEST SE |
2.6592 |
3.0823 |
9.1500 |
10.6059 |
| EVN |
1.9690 |
2.1123 |
5.8500 |
6.2759 |
| Erste Bank Stamm |
4.4533 |
5.6238 |
13.9500 |
17.6165 |
| Flughafen Wien |
2.4157 |
2.8991 |
7.6500 |
9.1808 |
| IATX |
2.2706 |
2.5739 |
6.4500 |
7.3114 |
| IMMOFINANZ AG |
3.2104 |
2.9666 |
10.0500 |
10.0500 |
| INTERCELL AG |
5.6831 |
6.3516 |
23.8500 |
26.6555 |
| LENZING AG |
3.0814 |
3.5431 |
10.6500 |
12.2458 |
| Mayr-Melnhof |
1.8545 |
2.0967 |
4.9500 |
5.5965 |
| OESTERR. POST AG |
1.7421 |
1.9530 |
4.9500 |
5.5493 |
| OMV |
2.6529 |
2.9417 |
7.9500 |
8.8154 |
| PALFINGER AG |
3.6025 |
4.3319 |
10.9500 |
13.1670 |
| PTE |
2.5560 |
2.8122 |
8.8500 |
9.7371 |
| RAIFFEISEN INT. BANK-HLDG AG |
4.7962 |
5.7728 |
14.8500 |
17.8739 |
| RHI AG |
3.1870 |
3.3757 |
8.8500 |
9.3743 |
| SCHOELLER-BLECKMANN AG |
3.2738 |
3.6462 |
9.1500 |
10.1908 |
| STRABAG SE |
2.7000 |
2.6525 |
8.2500 |
8.2500 |
| Semperit |
2.2089 |
2.3136 |
6.7500 |
7.0699 |
| Telekom Austria |
2.1151 |
2.2835 |
6.7500 |
7.2874 |
| UNIQA |
2.6187 |
2.5975 |
9.1500 |
9.1500 |
| Verbund Kat. A |
2.5894 |
2.8276 |
7.6500 |
8.3538 |
| Voestalpine AG |
3.8573 |
4.7869 |
11.5500 |
14.3335 |
| WIENER STÄDTISCHE ALLG VERS.AG |
3.0677 |
3.6445 |
9.4500 |
11.2268 |
| Wienerberger |
3.6140 |
4.1793 |
10.0500 |
11.6218 |
| Wolford |
2.9663 |
3.2932 |
9.7500 |
10.8246 |
| ZUMTOBEL AG |
3.8516 |
4.7165 |
10.6500 |
13.0414 |