Methodology Change | E-Mobilität Wasserstoff Index | Effective Date 26th March 2020

Today, on the 25^th March 2020, Solactive AG announces the following change to the methodology of the following index (‘Affected Index’):

Rationale for methodology change

Solactive has determined that where the Affected Index is used as underlying for financial instruments, considerable basis risks may arise, especially in cases where hedging transactions for financial instruments have to be carried out after the close of trading on some of the exchanges represented in the Index. This risk can be observed in particular for financial instruments with a daily constant leverage (or factor).

The Index is currently calculated from 09:00 a.m. to 10:50 p.m., CET. In order to ensure that the index can be used as an underlying for financial instruments with a daily constant leverage (or factor) Solactive has decided to adjust the calculation time for the Index to 09:00 a.m. to 06:30 p.m., CET.

Changes to the Index Guideline

Section 1.4 Prices and calculation frequency

From:

The price of the Index is calculated on each Calculation Day based on the prices on the respective Exchanges on which the Index Components are listed. The most recent prices of all Index Components are used. Prices of Index Components not listed in the Index Currency are translated using spot foreign exchange rates quoted by Reuters. Should there be no current price available on Reuters, the most recent price or the Trading Price on Reuters for the preceding Trading Day is used in the calculation. The daily Index Closing Level is calculated using WMCO closing spot rates as at 04:00 p.m. London time.

The Index is calculated every Calculation Day from 09:00 a.m. to 10:50 p.m., CET. In the event that data cannot be provided to Reuters or to the pricing services of Boerse Stuttgart GmbH, the Index cannot be distributed.

To:

The price of the Index is calculated on each Calculation Day based on the prices on the respective Exchanges on which the Index Components are listed. The most recent prices of all Index Components are used. Prices of Index Components not listed in the Index Currency are translated using spot foreign exchange rates quoted by Intercontinental Exchange (“ICE”). Should there be no current price available on ICE, the most recent price or the Trading Price on ICE for the preceding Trading Day is used in the calculation. The daily Index Closing Level is calculated using WMCO closing spot rates as at 04:00 p.m. London time.

The daily Index Closing Level is calculated using the official close prices of European securities, while the price available at 06.30 p.m. CET (snapshot price) is being used for securities listed in North America.

The Index is calculated every Calculation Day from 09:00 a.m. to 06:30 p.m., CET. In the event that data cannot be provided to Reuters or to the pricing services of Boerse Stuttgart GmbH, the Index cannot be distributed.

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective Index Guideline of the Affected Indices. The amended version of the Index Guideline will be available on the effective date.