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
IDBAEZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	126.4843	130.08	48.07%	CHF	2.00306	-	-
IDBADZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	142.13	146.17	41.65%	CHF	2.28864	-	-
IDB5MZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	164.0393	170.34	32.00%	CHF	2.8608	-	-
IDB5IZ	Short Mini-Future	Deutsche Börse AG	-	20.00	Put	321.1502	308.44	23.13%	CHF	3.45004	-	-
IDBNTZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	193.6588	201.09	19.72%	CHF	4.3287	-	-

Symbol	IDBAEZ	IDBADZ	IDB5MZ	IDB5IZ	IDBNTZ
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Long Mini-Future
Underlying	Deutsche Börse AG	Deutsche Börse AG	Deutsche Börse AG	Deutsche Börse AG	Deutsche Börse AG
Issuer
Date of maturity	-	-	-	-	-
Ratio	20.00	20.00	20.00	20.00	20.00
Type	Call	Call	Call	Put	Call
Strike price	126.4843	142.13	164.0393	321.1502	193.6588
Knock-Out Barrier	130.08	146.17	170.34	308.44	201.09
Dist. Knock-Out %	48.07%	41.65%	32.00%	23.13%	19.72%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	2.00306	2.28864	2.8608	3.45004	4.3287
Bid	-	-	-	-	-
Ask	-	-	-	-	-

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