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
IHE0GZ	Long Mini-Future	Heineken N.V.	-	10.00	Call	62.3736	64.04	9.47%	CHF	9.09908	-	-
IHEUCZ	Short Mini-Future	Heineken N.V.	-	10.00	Put	82.2138	79.85	12.88%	CHF	5.74679	-	-
IHE62Z	Long Mini-Future	Heineken N.V.	-	10.00	Call	52.9575	54.37	23.14%	CHF	4.14642	-	-
IHERTZ	Short Mini-Future	Heineken N.V.	-	10.00	Put	77.5411	75.31	6.46%	CHF	9.22724	-	-
IHE6HZ	Long Mini-Future	Heineken N.V.	-	10.00	Call	57.65	59.19	16.33%	CHF	5.69682	-	-

Symbol	IHE0GZ	IHEUCZ	IHE62Z	IHERTZ	IHE6HZ
Name	Long Mini-Future	Short Mini-Future	Long Mini-Future	Short Mini-Future	Long Mini-Future
Underlying	Heineken N.V.	Heineken N.V.	Heineken N.V.	Heineken N.V.	Heineken N.V.
Issuer
Date of maturity	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00
Type	Call	Put	Call	Put	Call
Strike price	62.3736	82.2138	52.9575	77.5411	57.65
Knock-Out Barrier	64.04	79.85	54.37	75.31	59.19
Dist. Knock-Out %	9.47%	12.88%	23.14%	6.46%	16.33%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	9.09908	5.74679	4.14642	9.22724	5.69682
Bid	-	-	-	-	-
Ask	-	-	-	-	-

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