SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
IST3DZ	Short Mini-Future	STMicroelectronics	-	4.00	Put	48.2492	46.38	9.57%	6.60669	CHF	-	-
ISTZGZ	Long Mini-Future	STMicroelectronics	-	4.00	Call	15.7764	16.35	61.37%	1.60526	CHF	-	-
ISTVXZ	Long Mini-Future	STMicroelectronics	-	4.00	Call	22.2943	23.10	45.42%	2.13447	CHF	-	-

Symbol	IST3DZ	ISTZGZ	ISTVXZ
Name	Short Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	STMicroelectronics	STMicroelectronics	STMicroelectronics
Issuer
Date of maturity	-	-	-
Ratio	4.00	4.00	4.00
Type	Put	Call	Call
Strike price	48.2492	15.7764	22.2943
Knock-Out Barrier	46.38	16.35	23.10
Dist. Knock-Out %	9.57%	61.37%	45.42%
Gearing	6.60669	1.60526	2.13447
Trading Currency	CHF	CHF	CHF
Bid	-	-	-
Ask	-	-	-

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