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
MORAA	Long Mini-Future	Orange S.A.	-	4.00	Call	3.12	3.20	72.97%	CHF	1.35249	-	-
MORAD	Long Mini-Future	Orange S.A.	-	4.00	Call	2.49	2.56	78.38%	CHF	1.26192	-	-
MORAE	Long Mini-Future	Orange S.A.	-	4.00	Call	3.84	3.95	66.64%	CHF	1.47224	-	-
MORAF	Long Mini-Future	Orange S.A.	-	4.00	Call	4.65	4.78	59.63%	CHF	1.63393	-	-
MORAG	Long Mini-Future	Orange S.A.	-	5.00	Call	6.07	6.25	47.21%	CHF	2.03726	1.100	1.120

Symbol	MORAA	MORAD	MORAE	MORAF	MORAG
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Orange S.A.	Orange S.A.	Orange S.A.	Orange S.A.	Orange S.A.
Issuer
Date of maturity	-	-	-	-	-
Ratio	4.00	4.00	4.00	4.00	5.00
Type	Call	Call	Call	Call	Call
Strike price	3.12	2.49	3.84	4.65	6.07
Knock-Out Barrier	3.20	2.56	3.95	4.78	6.25
Dist. Knock-Out %	72.97%	78.38%	66.64%	59.63%	47.21%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	1.35249	1.26192	1.47224	1.63393	2.03726
Bid	-	-	-	-	1.100
Ask	-	-	-	-	1.120

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