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
IEOAAZ	Long Mini-Future	E.ON AG	-	2.00	Call	7.1976	7.49	50.57%	1.87241	CHF	-	-
IEOXYZ	Long Mini-Future	E.ON AG	-	2.00	Call	8.9912	9.35	38.26%	2.41192	CHF	-	-
IEOPMZ	Long Mini-Future	E.ON AG	-	2.00	Call	9.847	10.24	32.38%	2.79026	CHF	-	-
IEOVWZ	Long Mini-Future	E.ON AG	-	2.00	Call	12.2514	12.74	15.87%		CHF	-	-
IEOQDZ	Short Mini-Future	E.ON AG	-	2.00	Put	18.3394	17.61	16.25%		CHF	-	-

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	7.1976	8.9912	9.847	12.2514	18.3394
Knock-Out Barrier	7.49	9.35	10.24	12.74	17.61
Dist. Knock-Out %	50.57%	38.26%	32.38%	15.87%	16.25%
Gearing	1.87241	2.41192	2.79026
Trading Currency	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-
Ask	-	-	-	-	-

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