Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1198.96826
Reference Instrument Valuation Price: EUR 14.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 28.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1207.583083
Reference Instrument Valuation Price: EUR 14.05
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 27.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1211.931305
Reference Instrument Valuation Price: EUR 14.00
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 26.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1195.118273
Reference Instrument Valuation Price: EUR 14.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 25.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1182.812826
Reference Instrument Valuation Price: EUR 14.35
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 22.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1186.982634
Reference Instrument Valuation Price: EUR 14.30
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 21.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1163.102397
Reference Instrument Valuation Price: EUR 14.60
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 20.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1143.864202
Reference Instrument Valuation Price: EUR 14.85
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 19.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1132.557223
Reference Instrument Valuation Price: EUR 15.00
Current Financing Spread: 2.50000000% (p.a.)
Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Mar 2024)
with the (Bloomberg Symbol: FVSJ4 Index).
Effective Date: 18.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1101.3671
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 15.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1121.631634
Reference Instrument Valuation Price: EUR 13.85
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 14.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1151.504486
Reference Instrument Valuation Price: EUR 13.50
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 13.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1123.140469
Reference Instrument Valuation Price: EUR 13.85
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 12.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1058.567356
Reference Instrument Valuation Price: EUR 14.75
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 11.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1093.016915
Reference Instrument Valuation Price: EUR 14.30
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 08.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1100.78713
Reference Instrument Valuation Price: EUR 14.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 07.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1093.160537
Reference Instrument Valuation Price: EUR 14.30
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 06.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1067.67075
Reference Instrument Valuation Price: EUR 14.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 05.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1115.318473
Reference Instrument Valuation Price: EUR 14.05
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 04.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1111.433994
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 01.03.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1099.874515
Reference Instrument Valuation Price: EUR 14.25
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 29.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1111.719695
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 28.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1119.736349
Reference Instrument Valuation Price: EUR 14.00
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 27.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1089.490666
Reference Instrument Valuation Price: EUR 14.40
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 26.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1071.262496
Reference Instrument Valuation Price: EUR 14.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 23.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1071.280053
Reference Instrument Valuation Price: EUR 14.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 22.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1037.070278
Reference Instrument Valuation Price: EUR 15.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 21.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1033.686933
Reference Instrument Valuation Price: EUR 15.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 20.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1054.94475
Reference Instrument Valuation Price: EUR 14.90
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 19.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1054.996533
Reference Instrument Valuation Price: EUR 14.90
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 16.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1037.886671
Reference Instrument Valuation Price: EUR 15.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 15.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1037.90371
Reference Instrument Valuation Price: EUR 15.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 14.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1021.340278
Reference Instrument Valuation Price: EUR 15.40
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 13.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1060.640648
Reference Instrument Valuation Price: EUR 14.85
Current Financing Spread: 2.50000000% (p.a.)
Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Feb 2024)
with the (Bloomberg Symbol: FVSH4 Index).
Effective Date: 12.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1071.977506
Reference Instrument Valuation Price: EUR 14.25
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 09.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1075.783165
Reference Instrument Valuation Price: EUR 14.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 08.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1079.615816
Reference Instrument Valuation Price: EUR 14.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 07.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1075.84535
Reference Instrument Valuation Price: EUR 14.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 06.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1040.472303
Reference Instrument Valuation Price: EUR 14.70
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 05.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1051.363229
Reference Instrument Valuation Price: EUR 14.55
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 02.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1008.263663
Reference Instrument Valuation Price: EUR 15.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 01.02.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1018.430913
Reference Instrument Valuation Price: EUR 15.05
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 31.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1058.602229
Reference Instrument Valuation Price: EUR 14.50
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 30.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1047.890325
Reference Instrument Valuation Price: EUR 14.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 29.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1070.31941
Reference Instrument Valuation Price: EUR 14.35
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 26.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1062.980711
Reference Instrument Valuation Price: EUR 14.45
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 25.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1090.05697
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 24.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1075.039312
Reference Instrument Valuation Price: EUR 14.30
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 23.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1043.229251
Reference Instrument Valuation Price: EUR 14.75
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 22.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1026.177011
Reference Instrument Valuation Price: EUR 15.00
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 19.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1016.133109
Reference Instrument Valuation Price: EUR 15.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 18.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 993.7109
Reference Instrument Valuation Price: EUR 15.50
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 17.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1031.682928
Reference Instrument Valuation Price: EUR 14.95
Current Financing Spread: 2.50000000% (p.a.)
Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Jan 2024)
with the (Bloomberg Symbol: FVSG4 Index).
Effective Date: 16.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1039.069417
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 15.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1058.223392
Reference Instrument Valuation Price: EUR 13.85
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 12.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1039.854879
Reference Instrument Valuation Price: EUR 14.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 11.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1075.322887
Reference Instrument Valuation Price: EUR 13.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 10.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1045.572994
Reference Instrument Valuation Price: EUR 14.05
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 09.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1038.25268
Reference Instrument Valuation Price: EUR 14.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 08.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1007.257274
Reference Instrument Valuation Price: EUR 14.60
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 05.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 1000.467933
Reference Instrument Valuation Price: EUR 14.70
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 04.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 956.984431
Reference Instrument Valuation Price: EUR 15.40
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 03.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 1X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future
Index ISIN: CH0506690012
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 990.230646
Reference Instrument Valuation Price: EUR 14.90
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 02.01.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com