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
LIZAJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	21.8696	22.53	59.75%	1.65709	CHF	3.130	3.140
LIFWJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	19.1157	19.69	64.82%	1.53112	CHF	3.390	3.400
LIFXJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	22.8963	23.58	57.86%	1.71125	CHF	3.040	3.050
LIZNJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	23.4197	24.12	56.90%	1.73967	CHF	2.990	3.000
LIZOJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	25.5785	26.35	52.93%	1.86349	CHF	2.790	2.800
LIFAJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	27.6289	28.46	49.16%	1.99863	CHF	2.590	2.600
S1LBKU	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	30.657049	31.58	43.58%	2.23492	CHF	2.302	2.311
S9FB7U	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	28.61104	29.47	47.35%	2.07794	CHF	2.493	2.502
S1WBJU	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	27.377107	28.20	49.62%	1.97675	CHF	2.608	2.618
SQBB9U	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	26.048256	26.83	52.06%	1.88768	CHF	2.733	2.742
SMEB2U	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	31.268742	32.21	42.46%	2.30476	CHF	2.244	2.254
S2NBGU	Long Mini-Future	Infineon Technologies AG	-	10.00	Call	29.939891	30.84	44.90%	2.17279	CHF	2.369	2.378
LIAAJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	30.7519	31.67	43.41%	2.24739	CHF	2.300	2.310
LIFEJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	33.9786	35.00	37.47%	2.57951	CHF	2.000	2.010
LIBIJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	37.7376	38.87	30.55%	3.11691	CHF	1.650	1.660
LIBJJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	41.8167	43.07	23.05%	4.02801	CHF	1.270	1.280
IIF3UZ	Long Mini-Future	Infineon Technologies AG	-	2.00	Call	45.6274	46.81	16.36%	5.55883	CHF	4.560	4.570
IIF0SZ	Long Mini-Future	Infineon Technologies AG	-	2.00	Call	51.3317	52.67	5.90%	12.5273	CHF	1.940	1.950
LICJJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	50.8438	52.37	6.43%	11.6365	CHF	0.430	0.440
LICIJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	45.7597	47.13	15.79%	5.63055	CHF	0.900	0.910

Symbol	LIZAJB	LIFWJB	LIFXJB	LIZNJB	LIZOJB	LIFAJB	S1LBKU	S9FB7U	S1WBJU	SQBB9U	SMEB2U	S2NBGU	LIAAJB	LIFEJB	LIBIJB	LIBJJB	IIF3UZ	IIF0SZ	LICJJB	LICIJB
Name	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future
Underlying	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	2.00	2.00	10.00	10.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	21.8696	19.1157	22.8963	23.4197	25.5785	27.6289	30.657049	28.61104	27.377107	26.048256	31.268742	29.939891	30.7519	33.9786	37.7376	41.8167	45.6274	51.3317	50.8438	45.7597
Knock-Out Barrier	22.53	19.69	23.58	24.12	26.35	28.46	31.58	29.47	28.20	26.83	32.21	30.84	31.67	35.00	38.87	43.07	46.81	52.67	52.37	47.13
Dist. Knock-Out %	59.75%	64.82%	57.86%	56.90%	52.93%	49.16%	43.58%	47.35%	49.62%	52.06%	42.46%	44.90%	43.41%	37.47%	30.55%	23.05%	16.36%	5.90%	6.43%	15.79%
Gearing	1.65709	1.53112	1.71125	1.73967	1.86349	1.99863	2.23492	2.07794	1.97675	1.88768	2.30476	2.17279	2.24739	2.57951	3.11691	4.02801	5.55883	12.5273	11.6365	5.63055
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	3.130	3.390	3.040	2.990	2.790	2.590	2.302	2.493	2.608	2.733	2.244	2.369	2.300	2.000	1.650	1.270	4.560	1.940	0.430	0.900
Ask	3.140	3.400	3.050	3.000	2.800	2.600	2.311	2.502	2.618	2.742	2.254	2.378	2.310	2.010	1.660	1.280	4.570	1.950	0.440	0.910

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