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	Bid	Ask
MROGA	Mini Future	Roche PS	-	25.00	Call	80.769	83.17	73.85%	CHF	-	-
MROGH	Mini Future	Roche PS	-	50.00	Call	145.03	148.60	53.27%	CHF	-	-
MROGG	Mini Future	Roche PS	-	50.00	Call	161.39	165.41	47.98%	CHF	-	-
MROGM	Mini Future	Roche PS	-	50.00	Call	177.37	181.78	42.84%	CHF	-	-
MROGI	Mini Future	Roche PS	-	50.00	Call	209.64	214.85	32.44%	CHF	-	-
ROGQI	Mini Long Certificate	Roche PS	-	10.00	Call	199.20462	209.10	34.25%	CHF	-	-
MROG6U	Long Mini-Future	Roche PS	-	40.00	Call	211.353431	214.52	32.54%	CHF	-	-
IROQJZ	Long Mini-Future	Roche PS	-	50.00	Call	199.5645	205.45	35.39%	CHF	-	-
RROGCU	Long Mini-Future	Roche PS	-	40.00	Call	204.38925	207.46	34.76%	CHF	-	-
SROGWU	Long Mini-Future	Roche PS	-	40.00	Call	198.739553	201.72	36.57%	CHF	-	-
IROJ5Z	Long Mini-Future	Roche PS	-	50.00	Call	176.6244	181.83	42.82%	CHF	-	-
TROGAU	Long Mini-Future	Roche PS	-	40.00	Call	189.233964	192.07	39.60%	CHF	-	-
VROGHU	Long Mini-Future	Roche PS	-	40.00	Call	207.634698	210.75	33.73%	CHF	-	-
VROGMU	Long Mini-Future	Roche PS	-	40.00	Call	194.356391	197.27	37.96%	CHF	-	-
VROGLU	Long Mini-Future	Roche PS	-	40.00	Call	212.924695	216.12	32.04%	CHF	-	-
XROGKU	Long Mini-Future	Roche PS	-	40.00	Call	181.791207	184.52	41.98%	CHF	-	-
XROGJU	Long Mini-Future	Roche PS	-	40.00	Call	209.799973	212.95	33.04%	CHF	-	-
MROAPV	Long Mini-Future	Roche PS	-	50.00	Call	190.60	195.32	38.58%	CHF	-	-
XROG1U	Long Mini-Future	Roche PS	-	40.00	Call	203.207896	206.26	35.14%	CHF	-	-
XROG9U	Long Mini-Future	Roche PS	-	40.00	Call	196.654488	199.60	37.23%	CHF	-	-

Symbol	MROGA	MROGH	MROGG	MROGM	MROGI	ROGQI	MROG6U	IROQJZ	RROGCU	SROGWU	IROJ5Z	TROGAU	VROGHU	VROGMU	VROGLU	XROGKU	XROGJU	MROAPV	XROG1U	XROG9U
Name	Mini Future	Mini Future	Mini Future	Mini Future	Mini Future	Mini Long Certificate	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS	Roche PS
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	25.00	50.00	50.00	50.00	50.00	10.00	40.00	50.00	40.00	40.00	50.00	40.00	40.00	40.00	40.00	40.00	40.00	50.00	40.00	40.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	80.769	145.03	161.39	177.37	209.64	199.20462	211.353431	199.5645	204.38925	198.739553	176.6244	189.233964	207.634698	194.356391	212.924695	181.791207	209.799973	190.60	203.207896	196.654488
Knock-Out Barrier	83.17	148.60	165.41	181.78	214.85	209.10	214.52	205.45	207.46	201.72	181.83	192.07	210.75	197.27	216.12	184.52	212.95	195.32	206.26	199.60
Dist. Knock-Out %	73.85%	53.27%	47.98%	42.84%	32.44%	34.25%	32.54%	35.39%	34.76%	36.57%	42.82%	39.60%	33.73%	37.96%	32.04%	41.98%	33.04%	38.58%	35.14%	37.23%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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