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
IIBAAZ	Long Mini-Future	Iberdrola S.A.	-	2.00	Call	7.5114	7.73	63.46%	CHF	1.55618	-	-
IIBOVZ	Long Mini-Future	Iberdrola S.A.	-	2.00	Call	8.9395	9.19	56.51%	CHF	1.73925	-	-
IIBT2Z	Long Mini-Future	Iberdrola S.A.	-	2.00	Call	11.0684	11.49	45.63%	CHF	2.10739	-	-
IIBJ2Z	Long Mini-Future	Iberdrola S.A.	-	2.00	Call	15.0119	15.59	26.26%	CHF	3.47232	-	-
IIBFWZ	Short Mini-Future	Iberdrola S.A.	-	10.00	Put	25.9175	24.89	17.75%	CHF	4.24227	-	-

Symbol	IIBAAZ	IIBOVZ	IIBT2Z	IIBJ2Z	IIBFWZ
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Iberdrola S.A.	Iberdrola S.A.	Iberdrola S.A.	Iberdrola S.A.	Iberdrola S.A.
Issuer
Date of maturity	-	-	-	-	-
Ratio	2.00	2.00	2.00	2.00	10.00
Type	Call	Call	Call	Call	Put
Strike price	7.5114	8.9395	11.0684	15.0119	25.9175
Knock-Out Barrier	7.73	9.19	11.49	15.59	24.89
Dist. Knock-Out %	63.46%	56.51%	45.63%	26.26%	17.75%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	1.55618	1.73925	2.10739	3.47232	4.24227
Bid	-	-	-	-	-
Ask	-	-	-	-	-

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