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
OLRACV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	290.75	290.75	21.90%	4.56	CHF	0.690	0.700
OLRAGV	Knock-Out Put Warrant*	Lam Research Corp.	-	100.00	Put	424.40	424.40	13.99%	6.55	CHF	0.440	0.450
OLRADV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	273.45	273.45	26.55%	3.77	CHF	0.830	0.840
OLRAKV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	244.36	244.36	34.36%	2.93	CHF	1.060	1.070
OLRAQV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	312.48	312.48	16.07%	6.28	CHF	0.500	0.510
OLRARV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	329.09	329.09	11.61%	8.61	CHF	0.380	0.390
OLRASV	Knock-Out Call Warrant*	Lam Research Corp.	-	100.00	Call	354.15	354.15	4.88%	14.01	CHF	0.230	0.240
OLRATV	Knock-Out Put Warrant*	Lam Research Corp.	-	100.00	Put	472.70	472.70	26.97%	3.54	CHF	0.830	0.840

Symbol	OLRACV	OLRAGV	OLRADV	OLRAKV	OLRAQV	OLRARV	OLRASV	OLRATV
Name	Knock-Out Call Warrant*	Knock-Out Put 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*
Underlying	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.	Lam Research Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Put	Call	Call	Call	Call	Call	Put
Strike price	290.75	424.40	273.45	244.36	312.48	329.09	354.15	472.70
Knock-Out Barrier	290.75	424.40	273.45	244.36	312.48	329.09	354.15	472.70
Dist. Knock-Out %	21.90%	13.99%	26.55%	34.36%	16.07%	11.61%	4.88%	26.97%
Gearing	4.56	6.55	3.77	2.93	6.28	8.61	14.01	3.54
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	0.690	0.440	0.830	1.060	0.500	0.380	0.230	0.830
Ask	0.700	0.450	0.840	1.070	0.510	0.390	0.240	0.840

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