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
IEOAAZ	Long Mini-Future	E.ON AG	-	2.00	Call	6.999	7.26	53.81%	CHF	1.79478	-	-
IEOXYZ	Long Mini-Future	E.ON AG	-	2.00	Call	8.8621	9.19	41.52%	CHF	2.28122	-	-
IEOPMZ	Long Mini-Future	E.ON AG	-	2.00	Call	9.7484	10.11	35.68%	CHF	2.62463	-	-
IEOVWZ	Long Mini-Future	E.ON AG	-	2.00	Call	12.2487	12.70	19.18%	CHF	4.49247	-	-
IEOQDZ	Short Mini-Future	E.ON AG	-	2.00	Put	17.5537	16.87	7.34%	CHF	8.22777	0.800	0.810

Symbol	IEOAAZ	IEOXYZ	IEOPMZ	IEOVWZ	IEOQDZ
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	E.ON AG	E.ON AG	E.ON AG	E.ON AG	E.ON AG
Issuer
Date of maturity	-	-	-	-	-
Ratio	2.00	2.00	2.00	2.00	2.00
Type	Call	Call	Call	Call	Put
Strike price	6.999	8.8621	9.7484	12.2487	17.5537
Knock-Out Barrier	7.26	9.19	10.11	12.70	16.87
Dist. Knock-Out %	53.81%	41.52%	35.68%	19.18%	7.34%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	1.79478	2.28122	2.62463	4.49247	8.22777
Bid	-	-	-	-	0.800
Ask	-	-	-	-	0.810

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