Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.113708
Reference Instrument Valuation Price: EUR 16.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 25.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.123056
Reference Instrument Valuation Price: EUR 15.80
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 24.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.116543
Reference Instrument Valuation Price: EUR 16.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 23.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.102052
Reference Instrument Valuation Price: EUR 16.90
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 22.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.090518
Reference Instrument Valuation Price: EUR 17.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 19.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.100186
Reference Instrument Valuation Price: EUR 17.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 18.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.091622
Reference Instrument Valuation Price: EUR 17.65
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 17.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.086574
Reference Instrument Valuation Price: EUR 18.00
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 16.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
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 0.101696
Reference Instrument Valuation Price: EUR 17.15
Current Financing Spread: 2.50000000% (p.a.)
Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Apr 2024)
with the (Bloomberg Symbol: FVSK4 Index).
Effective Date: 15.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.098438
Reference Instrument Valuation Price: EUR 18.10
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 12.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.159593
Reference Instrument Valuation Price: EUR 16.05
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 11.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.191768
Reference Instrument Valuation Price: EUR 15.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 10.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.182893
Reference Instrument Valuation Price: EUR 15.45
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 09.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.203294
Reference Instrument Valuation Price: EUR 14.95
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 08.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.180713
Reference Instrument Valuation Price: EUR 15.60
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 05.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.256619
Reference Instrument Valuation Price: EUR 14.20
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 04.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.241626
Reference Instrument Valuation Price: EUR 14.50
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 03.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.214075
Reference Instrument Valuation Price: EUR 15.15
Current Financing Spread: 2.50000000% (p.a.)
Effective Date: 02.04.2024
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice
Index Name: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.271702
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.277635
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.280646
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.269273
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.261098
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.26387
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.248553
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.236607
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
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 0.229719
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.211711
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.223836
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.242718
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.225617
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.190711
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.210603
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.215152
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.210735
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.196644
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.225543
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.22318
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.216352
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.223488
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.228386
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.210821
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.200563
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.200566
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.1825
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.180719
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.19234
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.19235
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.18328
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.183283
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.174774
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
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 0.196624
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.203046
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.205217
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.207419
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.205255
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.186252
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.192206
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.170355
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.175608
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.198161
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.192258
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.205134
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.200965
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.217139
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.208398
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.190927
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.181844
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.176601
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.165399
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
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 0.185922
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.189967
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.200854
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.190721
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.211658
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.195006
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.190961
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.174806
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.171312
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.150757
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: 3X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V3
Index ISIN: CH0506705380
END OF DAY DETERMINATION OF INDEX PARAMETERS
The terms of the index have been calculated and determined as follows:
Index Closing Value: EUR 0.167636
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