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
OBCABT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	91.3104	91.31	29.44%	CHF	-	-	-
OBCAAT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	80.834	80.83	37.53%	CHF	-	-	-
OBCAHT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	88.627	88.63	31.51%	CHF	-	-	-
OBCAJT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	96.5979	96.60	25.35%	CHF	-	-	-
OBCAKT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	101.0667	101.07	21.90%	CHF	-	-	-
OBCAMT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	110.5922	110.59	14.53%	CHF	-	-	-
OBCANT	Put Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Put	139.1302	139.13	7.52%	CHF	-	-	-
OBCATT	Call Warrant with Knock-Out	Banque Cantonale Vaudoise	-	20.00	Call	120.1159	120.12	7.17%	CHF	-	-	-

Symbol	OBCABT	OBCAAT	OBCAHT	OBCAJT	OBCAKT	OBCAMT	OBCANT	OBCATT
Name	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Call Warrant with Knock-Out
Underlying	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise	Banque Cantonale Vaudoise
Issuer
Date of maturity	-	-	-	-	-	-	-	-
Ratio	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00
Type	Call	Call	Call	Call	Call	Call	Put	Call
Strike price	91.3104	80.834	88.627	96.5979	101.0667	110.5922	139.1302	120.1159
Knock-Out Barrier	91.31	80.83	88.63	96.60	101.07	110.59	139.13	120.12
Dist. Knock-Out %	29.44%	37.53%	31.51%	25.35%	21.90%	14.53%	7.52%	7.17%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	-	-	-	-	-	-	-	-
Bid	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-

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