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4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

  • Valor 113559958
  • ISIN CH1135599582
Aktueller Kurs Kurs indikativ
WährungEUR
Tagesveränderung6.23%
Bewertung

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Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.024477

Reference Instrument Valuation Price: EUR 20.75
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 31.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.023158

Reference Instrument Valuation Price: EUR 21.05
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 30.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.021926

Reference Instrument Valuation Price: EUR 21.35
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 29.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.018334

Reference Instrument Valuation Price: EUR 22.45
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 28.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.016235

Reference Instrument Valuation Price: EUR 23.20
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 27.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.012257

Reference Instrument Valuation Price: EUR 25.25
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 24.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.026608

Reference Instrument Valuation Price: EUR 22.25
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 23.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.026373

Reference Instrument Valuation Price: EUR 22.30
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 22.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.02251

Reference Instrument Valuation Price: EUR 23.30
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 21.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

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 0.016826

Reference Instrument Valuation Price: EUR 25.45
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 2023)
with the EURO STOXX 50® Volatility (VSTOXX®) Future Apr 2023 (Bloomberg Symbol: FVSJ3 Index).


Effective Date: 20.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.014944

Reference Instrument Valuation Price: EUR 28.55
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 17.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.024941

Reference Instrument Valuation Price: EUR 25.95
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 16.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.018114

Reference Instrument Valuation Price: EUR 28.65
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 15.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5
Index ISIN: CH1135599582


INTRADAY INDEX PARAMETER DETERMINATION

The price of the Reference Instrument has reached the Barrier Level.

According to the index rules, the index parameters have been determined and calculated as follows:

Index Closing Value (new): EUR 0.026823

Reference Instrument Valuation Price: EUR 26.499


Effective Date and Time: 15.03.2023 11:54

Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.167704

Reference Instrument Valuation Price: EUR 21.90
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 14.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.129409

Reference Instrument Valuation Price: EUR 23.65
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 13.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5
Index ISIN: CH1135599582


INTRADAY INDEX PARAMETER DETERMINATION

The price of the Reference Instrument has reached the Barrier Level.

According to the index rules, the index parameters have been determined and calculated as follows:

Index Closing Value (new): EUR 0.110837

Reference Instrument Valuation Price: EUR 24.684


Effective Date and Time: 13.03.2023 13:49

Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.693491

Reference Instrument Valuation Price: EUR 20.40
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 10.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.447816

Reference Instrument Valuation Price: EUR 18.05
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 09.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.401689

Reference Instrument Valuation Price: EUR 18.20
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 08.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.329696

Reference Instrument Valuation Price: EUR 18.45
Current Financing Spread: 2.50000000% (p.a.)


Effective Date: 07.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.407091

Reference Instrument Valuation Price: EUR 18.20
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 06.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.295797

Reference Instrument Valuation Price: EUR 18.60
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 03.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.093896

Reference Instrument Valuation Price: EUR 19.50
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 02.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.02187

Reference Instrument Valuation Price: EUR 19.85
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 01.03.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.11352

Reference Instrument Valuation Price: EUR 19.45
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 28.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.003212

Reference Instrument Valuation Price: EUR 20.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 27.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.862654

Reference Instrument Valuation Price: EUR 20.85
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 24.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.990142

Reference Instrument Valuation Price: EUR 20.20
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 23.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.902942

Reference Instrument Valuation Price: EUR 20.70
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 22.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.877723

Reference Instrument Valuation Price: EUR 20.85
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 21.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.057554

Reference Instrument Valuation Price: EUR 20.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 20.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.068407

Reference Instrument Valuation Price: EUR 19.95
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 17.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.335583

Reference Instrument Valuation Price: EUR 19.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 16.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.395007

Reference Instrument Valuation Price: EUR 18.80
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 15.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.252643

Reference Instrument Valuation Price: EUR 19.35
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 14.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

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 1.169578

Reference Instrument Valuation Price: EUR 19.70
Current Financing Spread: 2.00000000% (p.a.)

Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Feb 2023)
with the EURO STOXX 50® Volatility (VSTOXX®) Future Mar 2023 (Bloomberg Symbol: FVSH3 Index).


Effective Date: 13.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 0.965877

Reference Instrument Valuation Price: EUR 20.85
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 10.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.828945

Reference Instrument Valuation Price: EUR 18.65
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 09.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.703522

Reference Instrument Valuation Price: EUR 19.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 08.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.68592

Reference Instrument Valuation Price: EUR 19.05
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 07.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.822468

Reference Instrument Valuation Price: EUR 18.70
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 06.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.51188

Reference Instrument Valuation Price: EUR 17.50
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 03.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.808548

Reference Instrument Valuation Price: EUR 17.05
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 02.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.106503

Reference Instrument Valuation Price: EUR 18.60
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 01.02.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.202387

Reference Instrument Valuation Price: EUR 18.40
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 31.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.991737

Reference Instrument Valuation Price: EUR 18.90
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 30.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.490215

Reference Instrument Valuation Price: EUR 18.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 27.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.185642

Reference Instrument Valuation Price: EUR 18.65
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 26.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.926258

Reference Instrument Valuation Price: EUR 19.30
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 25.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.946596

Reference Instrument Valuation Price: EUR 19.25
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 24.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.834122

Reference Instrument Valuation Price: EUR 19.55
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 23.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.62522

Reference Instrument Valuation Price: EUR 20.20
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 20.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.377759

Reference Instrument Valuation Price: EUR 21.15
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 19.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.048481

Reference Instrument Valuation Price: EUR 19.55
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 18.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.027907

Reference Instrument Valuation Price: EUR 19.60
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 17.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

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 2.070499

Reference Instrument Valuation Price: EUR 19.50
Current Financing Spread: 2.00000000% (p.a.)

Furthermore, a Rollover was conducted by replacing
the Current Reference Instrument (EURO STOXX 50® Volatility (VSTOXX®) Future Jan 2023)
with the EURO STOXX 50® Volatility (VSTOXX®) Future Feb 2023 (Bloomberg Symbol: FVSG3 Index).


Effective Date: 16.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.272936

Reference Instrument Valuation Price: EUR 18.00
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 13.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 2.032056

Reference Instrument Valuation Price: EUR 18.55
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 12.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.673538

Reference Instrument Valuation Price: EUR 19.60
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 11.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.656772

Reference Instrument Valuation Price: EUR 19.65
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 10.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.691479

Reference Instrument Valuation Price: EUR 19.55
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 09.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.745777

Reference Instrument Valuation Price: EUR 19.40
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 06.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.437356

Reference Instrument Valuation Price: EUR 20.50
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 05.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.451637

Reference Instrument Valuation Price: EUR 20.45
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 04.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.271747

Reference Instrument Valuation Price: EUR 21.20
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 03.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V5

Index ISIN: CH1135599582

END OF DAY DETERMINATION OF INDEX PARAMETERS

The terms of the index have been calculated and determined as follows:

Index Closing Value: EUR 1.271821

Reference Instrument Valuation Price: EUR 21.20
Current Financing Spread: 2.00000000% (p.a.)


Effective Date: 02.01.2023
Index Calculation Agent: Bank Vontobel AG
Telephone: 0800 93 00 93 00
E-Mail: indices@vontobel.com
ArtDatumTitel
Adjustment of Index Parameters31.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters30.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters29.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters28.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters27.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters24.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters23.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters22.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters21.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters20.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
Adjustment of Index Parameters17.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters16.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters15.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Intraday Adjustment of Index Parameters15.03.2023INTRADAY INDEX PARAMETER DETERMINATION
Adjustment of Index Parameters14.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters13.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Intraday Adjustment of Index Parameters13.03.2023INTRADAY INDEX PARAMETER DETERMINATION
Adjustment of Index Parameters10.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters09.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters08.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters07.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters02.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters01.03.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters28.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters27.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters24.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters23.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters22.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters21.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters20.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters17.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters16.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters15.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters14.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters13.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
Adjustment of Index Parameters10.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters09.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters08.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters07.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters02.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters01.02.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters31.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters30.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters27.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters26.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters25.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters24.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters23.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters20.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters19.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters18.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters17.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters16.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS WITH FUTURE ROLLOVER
Adjustment of Index Parameters13.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters12.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters11.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters10.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters09.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters06.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters05.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters04.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters03.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS
Adjustment of Index Parameters02.01.2023END OF DAY DETERMINATION OF INDEX PARAMETERS