SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
OSAA0T	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	82.5805	82.58	23.54%	4.12	CHF	1.878	1.890
OSAA2T	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	77.5756	77.58	28.17%	3.47	CHF	2.268	2.280
OSAAXT	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	90.0878	90.09	16.59%	5.72	CHF	1.294	1.304
OSAA1T	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	80.078	80.08	25.85%	3.76	CHF	2.076	2.086
OSAAZT	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	85.0829	85.08	21.22%	4.54	CHF	1.682	1.694
OSAAYT	Call Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Call	87.5854	87.59	18.90%	5.07	CHF	1.488	1.498
OSAA9T	Put Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Put	120.0084	120.01	11.12%	8.23	CHF	1.250	1.262
OSAA8T	Put Warrant with Knock-Out	ECHOSTAR CORP-A	-	10.00	Put	115.008	115.01	6.49%	13.17	CHF	0.858	0.870

Symbol	OSAA0T	OSAA2T	OSAAXT	OSAA1T	OSAAZT	OSAAYT	OSAA9T	OSAA8T
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	Put Warrant with Knock-Out
Underlying	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A	ECHOSTAR CORP-A
Issuer
Date of maturity	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00
Type	Call	Call	Call	Call	Call	Call	Put	Put
Strike price	82.5805	77.5756	90.0878	80.078	85.0829	87.5854	120.0084	115.008
Knock-Out Barrier	82.58	77.58	90.09	80.08	85.08	87.59	120.01	115.01
Dist. Knock-Out %	23.54%	28.17%	16.59%	25.85%	21.22%	18.90%	11.12%	6.49%
Gearing	4.12	3.47	5.72	3.76	4.54	5.07	8.23	13.17
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	1.878	2.268	1.294	2.076	1.682	1.488	1.250	0.858
Ask	1.890	2.280	1.304	2.086	1.694	1.498	1.262	0.870

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