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
LDPGJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	48.0559	46.61	26.29%	3.18173	CHF	-	-
LDHAJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	53.0688	51.48	39.47%	2.22313	CHF	-	-
LDHBJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	51.0721	47.71	29.27%	2.53145	CHF	-	-
LDHDJB	Dynamic Mini Future	DHL GROUP	-	10.00	Call	25.1852	25.94	29.72%	3.0965	CHF	-	-
LDHEJB	Dynamic Mini Future	DHL GROUP	-	10.00	Call	27.6949	28.53	22.72%	3.941	CHF	-	-
LDHIJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	45.9222	44.54	20.68%	3.89672	CHF	-	-
LDHCJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	43.9557	42.64	15.52%	4.9544	CHF	-	-
LDHFJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	41.959	40.70	10.27%	6.66939	CHF	-	-
LDHNJB	Dynamic Mini Future	DHL GROUP	-	10.00	Put	39.9657	38.77	5.03%	10.2002	CHF	-	-
LDHJJB	Dynamic Mini Future	DHL GROUP	-	10.00	Call	29.1108	29.98	18.76%	4.62411	CHF	-	-
LDHOJB	Dynamic Mini Future	DHL GROUP	-	10.00	Call	30.6115	31.53	14.58%	5.68538	CHF	-	-
LDHPJB	Dynamic Mini Future	DHL GROUP	-	10.00	Call	32.0805	33.04	10.48%	7.3789	CHF	-	-

Symbol	LDPGJB	LDHAJB	LDHBJB	LDHDJB	LDHEJB	LDHIJB	LDHCJB	LDHFJB	LDHNJB	LDHJJB	LDHOJB	LDHPJB
Name	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future
Underlying	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP	DHL GROUP
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
Type	Put	Put	Put	Call	Call	Put	Put	Put	Put	Call	Call	Call
Strike price	48.0559	53.0688	51.0721	25.1852	27.6949	45.9222	43.9557	41.959	39.9657	29.1108	30.6115	32.0805
Knock-Out Barrier	46.61	51.48	47.71	25.94	28.53	44.54	42.64	40.70	38.77	29.98	31.53	33.04
Dist. Knock-Out %	26.29%	39.47%	29.27%	29.72%	22.72%	20.68%	15.52%	10.27%	5.03%	18.76%	14.58%	10.48%
Gearing	3.18173	2.22313	2.53145	3.0965	3.941	3.89672	4.9544	6.66939	10.2002	4.62411	5.68538	7.3789
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-

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