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
IIN6DZ	Short Mini-Future	Interroll Hldg. AG	-	100.00	Put	2,980.6021	2,892.38	72.58%	CHF	1.24981	11.380	11.630
IINPTZ	Long Mini-Future	Interroll Hldg. AG	-	100.00	Call	1,455.6844	1,498.64	10.58%	CHF	6.98333	4.290	4.390
IINOBZ	Short Mini-Future	Interroll Hldg. AG	-	100.00	Put	2,170.9453	2,106.69	25.70%	CHF	3.16226	3.360	3.460

Symbol	IIN6DZ	IINPTZ	IINOBZ
Name	Short Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Interroll Hldg. AG	Interroll Hldg. AG	Interroll Hldg. AG
Issuer
Date of maturity	-	-	-
Ratio	100.00	100.00	100.00
Type	Put	Call	Put
Strike price	2,980.6021	1,455.6844	2,170.9453
Knock-Out Barrier	2,892.38	1,498.64	2,106.69
Dist. Knock-Out %	72.58%	10.58%	25.70%
Trading Currency	CHF	CHF	CHF
Gearing	1.24981	6.98333	3.16226
Bid	11.380	4.290	3.360
Ask	11.630	4.390	3.460

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