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	Bid	Ask
IEOAAZ	Long Mini-Future	E.ON AG	-	2.00	Call	6.9834	7.26	53.05%	CHF	-	-
IEOXYZ	Long Mini-Future	E.ON AG	-	2.00	Call	8.8423	9.19	40.56%	CHF	-	-
IEOPMZ	Long Mini-Future	E.ON AG	-	2.00	Call	9.726	10.11	34.62%	CHF	-	-
IEOVWZ	Long Mini-Future	E.ON AG	-	2.00	Call	12.2207	12.70	17.84%	CHF	-	-
IEOQDZ	Short Mini-Future	E.ON AG	-	2.00	Put	17.5672	16.87	9.11%	CHF	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	6.9834	8.8423	9.726	12.2207	17.5672
Knock-Out Barrier	7.26	9.19	10.11	12.70	16.87
Dist. Knock-Out %	53.05%	40.56%	34.62%	17.84%	9.11%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	0.800
Ask	-	-	-	-	0.810

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