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	126.3794	129.94	38.65%	CHF	2.47724	-	-
IDBADZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	141.5787	145.56	31.27%	CHF	3.01511	-	-
IDB5MZ	Long Mini-Future	Deutsche Börse AG	-	20.00	Call	162.8623	169.07	20.17%	CHF	4.3243	-	-
IDB5IZ	Short Mini-Future	Deutsche Börse AG	-	20.00	Put	328.5742	315.63	49.02%	CHF	1.77967	-	-
IDBH6Z	Short Mini-Future	Deutsche Börse AG	-	20.00	Put	270.3968	259.75	22.64%	CHF	3.47162	-	-

Symbol	IDBAEZ	IDBADZ	IDB5MZ	IDB5IZ	IDBH6Z
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short 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	Put
Strike price	126.3794	141.5787	162.8623	328.5742	270.3968
Knock-Out Barrier	129.94	145.56	169.07	315.63	259.75
Dist. Knock-Out %	38.65%	31.27%	20.17%	49.02%	22.64%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	2.47724	3.01511	4.3243	1.77967	3.47162
Bid	-	-	-	-	-
Ask	-	-	-	-	-

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