SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Trading Currency	Gearing	Bid	Ask
ICO6YZ	Short Mini-Future	Continental AG	-	20.00	Put	84.4592	81.21	27.54%	CHF	3.01059	0.940	0.950
ICOCUZ	Long Mini-Future	Continental AG	-	20.00	Call	48.6371	50.34	20.94%	CHF	4.23227	0.710	0.720
ICO5QZ	Short Mini-Future	Continental AG	-	20.00	Put	72.1223	69.35	8.91%	CHF	7.12261	0.380	0.390

Symbol	ICO6YZ	ICOCUZ	ICO5QZ
Name	Short Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Continental AG	Continental AG	Continental AG
Issuer
Date of maturity	-	-	-
Ratio	20.00	20.00	20.00
Type	Put	Call	Put
Strike price	84.4592	48.6371	72.1223
Knock-Out Barrier	81.21	50.34	69.35
Dist. Knock-Out %	27.54%	20.94%	8.91%
Trading Currency	CHF	CHF	CHF
Gearing	3.01059	4.23227	7.12261
Bid	0.940	0.710	0.380
Ask	0.950	0.720	0.390

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