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
OHGAHV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	3.233	3.23	38.79%	CHF	2.47	-	-
OHGADV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	3.482	3.48	34.08%	CHF	2.78	6.090	6.100
OHGACV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	3.11	3.11	41.12%	CHF	2.33	7.280	7.290
OHGAEV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	3.728	3.73	29.40%	CHF	3.18	-	-
OHGAAV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	3.972	3.97	24.78%	CHF	3.71	4.530	4.540
OHGAFV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	4.238	4.24	19.75%	CHF	4.53	3.690	3.700
OHGALV	Knock-Out Put Warrant*	Copper Future Current Rolling	-	0.25	Put	6.064	6.06	14.73%	CHF	8.07	3.040	3.050
OHGAKV	Knock-Out Put Warrant*	Copper Future Current Rolling	-	0.25	Put	6.561	6.56	24.14%	CHF	4.64	3.850	3.860
OHGAMV	Knock-Out Put Warrant*	Copper Future Current Rolling	-	0.25	Put	6.365	6.37	20.43%	CHF	5.57	3.220	3.230
OHGAIV	Knock-Out Put Warrant*	Copper Future Current Rolling	-	0.25	Put	5.553	5.55	5.06%	CHF	27.86	0.720	0.730
OHGAJV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	4.719	4.72	10.65%	CHF	7.61	1.450	1.460
OHGAOV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	4.517	4.52	14.47%	CHF	5.91	2.080	2.090
OHGANV	Knock-Out Put Warrant*	Copper Future Current Rolling	-	0.25	Put	5.818	5.82	10.08%	CHF	12.70	1.480	1.490
OHGAGV	Knock-Out Call Warrant*	Copper Future Current Rolling	-	0.25	Call	5.008	5.01	5.18%	CHF	12.70	1.240	1.250

Symbol	OHGAHV	OHGADV	OHGACV	OHGAEV	OHGAAV	OHGAFV	OHGALV	OHGAKV	OHGAMV	OHGAIV	OHGAJV	OHGAOV	OHGANV	OHGAGV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*
Underlying	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling	Copper Future Current Rolling
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25	0.25
Type	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put	Call	Call	Put	Call
Strike price	3.233	3.482	3.11	3.728	3.972	4.238	6.064	6.561	6.365	5.553	4.719	4.517	5.818	5.008
Knock-Out Barrier	3.23	3.48	3.11	3.73	3.97	4.24	6.06	6.56	6.37	5.55	4.72	4.52	5.82	5.01
Dist. Knock-Out %	38.79%	34.08%	41.12%	29.40%	24.78%	19.75%	14.73%	24.14%	20.43%	5.06%	10.65%	14.47%	10.08%	5.18%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	2.47	2.78	2.33	3.18	3.71	4.53	8.07	4.64	5.57	27.86	7.61	5.91	12.70	12.70
Bid	-	6.090	7.280	-	4.530	3.690	3.040	3.850	3.220	0.720	1.450	2.080	1.480	1.240
Ask	-	6.100	7.290	-	4.540	3.700	3.050	3.860	3.230	0.730	1.460	2.090	1.490	1.250

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