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
ABKBQU	Knock-Out Call Warrant*	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	-	5.00	Call	22.150963	22.15	64.24%	-	CHF	8.000	-
OABBAV	Knock-Out Call Warrant*	ABB	-	10.00	Call	28.92	28.92	50.80%	-	CHF	3.020	3.030
PABB1U	Knock-Out Call Warrant*	ABB	-	5.00	Call	29.890037	29.89	49.15%	-	CHF	-	-
RABBEU	Knock-Out Call Warrant*	ABB	-	5.00	Call	30.374567	30.37	48.32%	-	CHF	-	-
OABA5V	Knock-Out Call Warrant*	ABB	-	10.00	Call	30.98	30.98	47.29%	-	CHF	2.820	2.830
RABBMU	Knock-Out Call Warrant*	ABB	-	5.00	Call	30.590904	30.59	47.96%	-	CHF	5.680	5.700
SABB2U	Knock-Out Call Warrant*	ABB	-	5.00	Call	30.110292	30.11	48.77%	-	CHF	-	-
1ABB3U	Knock-Out Call Warrant*	ABB	-	5.00	Call	31.344337	31.34	46.68%	-	CHF	5.540	5.550
1ABB4U	Knock-Out Call Warrant*	ABB	-	5.00	Call	31.015542	31.02	47.23%	-	CHF	5.600	5.620
OABA7V	Knock-Out Call Warrant*	ABB	-	10.00	Call	32.38	32.38	44.91%	-	CHF	2.680	2.690
2ABBAU	Knock-Out Call Warrant*	ABB	-	5.00	Call	31.987533	31.99	45.58%	-	CHF	5.400	5.420
2ABBBU	Knock-Out Call Warrant*	ABB	-	5.00	Call	31.65888	31.66	46.14%	-	CHF	5.470	5.490
1ABB9U	Knock-Out Call Warrant*	ABB	-	5.00	Call	32.316186	32.32	45.02%	-	CHF	5.340	5.360
2ABBGU	Knock-Out Call Warrant*	ABB	-	5.00	Call	33.157823	33.16	43.59%	-	CHF	5.170	5.190
2ABBIU	Knock-Out Call Warrant*	ABB	-	5.00	Call	32.501182	32.50	44.71%	-	CHF	5.310	5.330
2ABBHU	Knock-Out Call Warrant*	ABB	-	5.00	Call	32.829502	32.83	44.15%	-	CHF	5.240	5.260
2ABBNU	Knock-Out Call Warrant*	ABB	-	5.00	Call	33.903611	33.90	42.32%	-	CHF	5.020	5.050
2ABBOU	Knock-Out Call Warrant*	ABB	-	5.00	Call	33.466103	33.47	43.07%	-	CHF	5.110	5.130
OABAKV	Knock-Out Call Warrant*	ABB	-	10.00	Call	34.52	34.52	41.27%	-	CHF	2.460	2.470
2ABBTU	Knock-Out Call Warrant*	ABB	-	5.00	Call	34.653708	34.65	41.05%	-	CHF	4.870	4.890

Symbol	ABKBQU	OABBAV	PABB1U	RABBEU	OABA5V	RABBMU	SABB2U	1ABB3U	1ABB4U	OABA7V	2ABBAU	2ABBBU	1ABB9U	2ABBGU	2ABBIU	2ABBHU	2ABBNU	2ABBOU	OABAKV	2ABBTU
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 Call Warrant*	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 Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	5.00	10.00	5.00	5.00	10.00	5.00	5.00	5.00	5.00	10.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00	10.00	5.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	22.150963	28.92	29.890037	30.374567	30.98	30.590904	30.110292	31.344337	31.015542	32.38	31.987533	31.65888	32.316186	33.157823	32.501182	32.829502	33.903611	33.466103	34.52	34.653708
Knock-Out Barrier	22.15	28.92	29.89	30.37	30.98	30.59	30.11	31.34	31.02	32.38	31.99	31.66	32.32	33.16	32.50	32.83	33.90	33.47	34.52	34.65
Dist. Knock-Out %	64.24%	50.80%	49.15%	48.32%	47.29%	47.96%	48.77%	46.68%	47.23%	44.91%	45.58%	46.14%	45.02%	43.59%	44.71%	44.15%	42.32%	43.07%	41.27%	41.05%
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	8.000	3.020	-	-	2.820	5.680	-	5.540	5.600	2.680	5.400	5.470	5.340	5.170	5.310	5.240	5.020	5.110	2.460	4.870
Ask	-	3.030	-	-	2.830	5.700	-	5.550	5.620	2.690	5.420	5.490	5.360	5.190	5.330	5.260	5.050	5.130	2.470	4.890

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