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4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V6

  • Valor 113560827
  • ISIN CH1135608276
Aktueller Kurs Kurs indikativ
WährungEUR
Tagesveränderung6.17%
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Notice

Index Name: 4X Short Index linked to EURO STOXX 50® Volatility (VSTOXX®) Future V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 36.412817

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 34.450433

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 32.618529

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 27.274235

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 24.152182

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 18.233304

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 39.583435

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 39.233852

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 33.486971

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 V6

Index ISIN: CH1135608276

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 25.030265

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 22.230955

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 37.102858

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 26.946563

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 V6
Index ISIN: CH1135608276


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 39.902597

Reference Instrument Valuation Price: EUR 26.499


Effective Date and Time: 15.03.2023 11:53

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 249.482142

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 192.512818

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 V6
Index ISIN: CH1135608276


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 164.885024

Reference Instrument Valuation Price: EUR 24.684


Effective Date and Time: 13.03.2023 13:52

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1031.659242

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2153.817895

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2085.196893

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1978.098335

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2093.233257

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1927.669415

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1627.314532

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1520.166807

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1656.50858

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1492.409903

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1283.312013

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1472.967379

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1343.245026

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1305.728147

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1573.250792

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1589.396511

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1986.855674

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2075.256704

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1863.471917

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 V6

Index ISIN: CH1135608276

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 1739.901383

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1436.868746

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2720.797558

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2534.21371

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2508.028929

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2711.16192

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3736.753269

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 4178.08503

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3133.701264

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3276.341657

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2962.971993

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3704.523813

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3251.430572

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2865.563015

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2895.8182

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2728.498939

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2417.728642

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2049.59868

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3047.386147

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3016.778504

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 V6

Index ISIN: CH1135608276

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 3080.140461

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3381.291425

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 3022.9507

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2489.60841

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2464.666518

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2516.297796

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2597.074165

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2138.255924

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 2159.501474

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1891.891083

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 V6

Index ISIN: CH1135608276

END OF DAY DETERMINATION OF INDEX PARAMETERS

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

Index Closing Value: EUR 1892.001975

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