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	7,760.567	7,760.57	-	CHF	6.09	1.040	1.050
ACSYBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	10,263.148	10,263.15	-	CHF	3.03	2.030	2.040
ACTMBP	Knock-Out Warrant Long	Hang Seng China Enterprise Index	-	100.00	Call	7,233.728	7,233.73	-	CHF	4.01	1.570	1.580
ACTOBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	11,252.943	11,252.94	-	CHF	2.04	3.030	3.040
ACTNBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	10,759.077	10,759.08	-	CHF	2.44	2.530	2.540
AEHXBP	Knock-Out Warrant Short	Hang Seng China Enterprise Index	-	100.00	Put	9,803.156	9,803.16	-	CHF	3.93	1.570	1.580

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	7,760.567	10,263.148	7,233.728	11,252.943	10,759.077	9,803.156
Knock-Out Barrier	7,760.57	10,263.15	7,233.73	11,252.94	10,759.08	9,803.16
Dist. Knock-Out %	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	6.09	3.03	4.01	2.04	2.44	3.93
Bid	1.040	2.030	1.570	3.030	2.530	1.570
Ask	1.050	2.040	1.580	3.040	2.540	1.580

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