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	3.16	3.24	74.41%	CHF	1.32171	-	-
MORAD	Long Mini-Future	Orange S.A.	-	4.00	Call	2.52	2.59	79.54%	CHF	1.2391	-	-
MORAE	Long Mini-Future	Orange S.A.	-	4.00	Call	3.88	4.00	68.40%	CHF	1.42974	2.200	2.220
MORAF	Long Mini-Future	Orange S.A.	-	4.00	Call	4.70	4.83	61.85%	CHF	1.57347	-	-
MORAG	Long Mini-Future	Orange S.A.	-	5.00	Call	6.14	6.33	50.00%	CHF	1.91861	-	-

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	3.16	2.52	3.88	4.70	6.14
Knock-Out Barrier	3.24	2.59	4.00	4.83	6.33
Dist. Knock-Out %	74.41%	79.54%	68.40%	61.85%	50.00%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	1.32171	1.2391	1.42974	1.57347	1.91861
Bid	-	-	2.200	-	-
Ask	-	-	2.220	-	-

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