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
ACSXBP	Knock-Out Warrant Long	Hang Seng China Enterprise Index	-	100.00	Call	7,793.597	7,793.60	-	CHF	-	0.870	0.880
ACSYBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	10,193.322	10,193.32	-	CHF	-	2.070	2.080
ACTMBP	Knock-Out Warrant Long	Hang Seng China Enterprise Index	-	100.00	Call	7,261.815	7,261.82	-	CHF	-	1.800	1.810
ACTOBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	11,180.205	11,180.21	-	CHF	-	2.710	2.720
ACTNBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	10,687.792	10,687.79	-	CHF	-	2.220	2.230
AEHXBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	9,734.684	9,734.68	-	CHF	-	-	-

Symbol	ACSXBP	ACSYBP	ACTMBP	ACTOBP	ACTNBP	AEHXBP
Name	Knock-Out Warrant Long	Knock-Out Warrant Short	Knock-Out Warrant Long	Knock-Out Warrant Short	Knock-Out Warrant Short	Knock-Out Warrant Short
Underlying	Hang Seng China Enterprise Index	Hang Seng China Enterprise Index	Hang Seng China Enterprise Index	Hang Seng China Enterprise Index	Hang Seng China Enterprise Index	Hang Seng China Enterprise Index
Issuer
Date of maturity	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Put	Call	Put	Put	Put
Strike price	7,793.597	10,193.322	7,261.815	11,180.205	10,687.792	9,734.684
Knock-Out Barrier	7,793.60	10,193.32	7,261.82	11,180.21	10,687.79	9,734.68
Dist. Knock-Out %	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	-	-	-	-	-	-
Bid	0.870	2.070	1.800	2.710	2.220	-
Ask	0.880	2.080	1.810	2.720	2.230	-

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