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
IMILUZ	Long Mini-Future	Magnum Ice Cream Aktie	-	2.00	Call	10.4488	10.76	33.01%	CHF	2.86911	2.590	2.600
IMIEGZ	Long Mini-Future	Magnum Ice Cream Aktie	-	5.00	Call	12.2052	12.57	21.75%	CHF	4.21881	0.710	0.720
IMINTZ	Long Mini-Future	Magnum Ice Cream Aktie	-	10.00	Call	14.2349	14.66	8.73%	CHF	8.80986	0.160	0.170
IMIUWZ	Short Mini-Future	Magnum Ice Cream Aktie	-	10.00	Put	18.2992	17.75	10.52%	CHF	6.80762	0.220	0.230

Symbol	IMILUZ	IMIEGZ	IMINTZ	IMIUWZ
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Magnum Ice Cream Aktie	Magnum Ice Cream Aktie	Magnum Ice Cream Aktie	Magnum Ice Cream Aktie
Issuer
Date of maturity	-	-	-	-
Ratio	2.00	5.00	10.00	10.00
Type	Call	Call	Call	Put
Strike price	10.4488	12.2052	14.2349	18.2992
Knock-Out Barrier	10.76	12.57	14.66	17.75
Dist. Knock-Out %	33.01%	21.75%	8.73%	10.52%
Trading Currency	CHF	CHF	CHF	CHF
Gearing	2.86911	4.21881	8.80986	6.80762
Bid	2.590	0.710	0.160	0.220
Ask	2.600	0.720	0.170	0.230

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