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
LXOBJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	81.3605	83.80	26.22%	CHF	3.41379	-	-
LXOEJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	72.6407	74.82	34.13%	CHF	2.70877	-	-
LXOGJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	96.9018	99.81	12.13%	CHF	6.38991	-	-
LXOIJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	131.656	127.71	12.43%	CHF	5.93349	-	-
LXOFJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	135.4256	131.36	15.65%	CHF	4.8864	-	-
LXOAJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	147.7839	143.35	26.20%	CHF	3.19496	-	-
LXOJJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	88.3647	91.02	19.87%	CHF	4.29666	-	-
LXOKJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	150.9288	146.40	28.89%	CHF	2.93184	-	-
LXOCJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	157.4774	152.75	34.48%	CHF	2.51724	-	-
LXOOJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	156.3639	151.67	33.53%	CHF	2.56914	-	-
LXOQJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	119.2224	115.65	1.81%	CHF	16.6138	-	-

Symbol	LXOBJB	LXOEJB	LXOGJB	LXOIJB	LXOFJB	LXOAJB	LXOJJB	LXOKJB	LXOCJB	LXOOJB	LXOQJB
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
Underlying	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-
Ratio	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00
Type	Call	Call	Call	Put	Put	Put	Call	Put	Put	Put	Put
Strike price	81.3605	72.6407	96.9018	131.656	135.4256	147.7839	88.3647	150.9288	157.4774	156.3639	119.2224
Knock-Out Barrier	83.80	74.82	99.81	127.71	131.36	143.35	91.02	146.40	152.75	151.67	115.65
Dist. Knock-Out %	26.22%	34.13%	12.13%	12.43%	15.65%	26.20%	19.87%	28.89%	34.48%	33.53%	1.81%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	3.41379	2.70877	6.38991	5.93349	4.8864	3.19496	4.29666	2.93184	2.51724	2.56914	16.6138
Bid	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-

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