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
OTKCNT	Call Warrant with Knock-Out	ThyssenKrupp AG	-	2.00	Call	7.0333	7.03	10.59%	-	CHF	-	-
BCPSJU	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	6.681132	6.68	15.06%	-	CHF	-	-
B9GS9U	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	6.360117	6.36	19.14%	-	CHF	-	-
BRESLU	Knock-Out Put Warrant*	ThyssenKrupp AG	-	1.00	Put	8.712025	8.71	10.76%	-	CHF	-	-
B5MS4U	Knock-Out Put Warrant*	ThyssenKrupp AG	-	1.00	Put	9.783177	9.78	24.37%	-	CHF	-	-
BTRS2U	Knock-Out Put Warrant*	ThyssenKrupp AG	-	1.00	Put	9.123637	9.12	15.99%	-	CHF	-	-
BYSS7U	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	6.986844	6.99	11.18%	-	CHF	-	-
B5MSVU	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	5.859714	5.86	25.51%	-	CHF	-	-
BJZSMU	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	6.150196	6.15	21.81%	-	CHF	-	-
B8HSSU	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	6.881408	6.88	12.52%	-	CHF	-	-
SAFBFU	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	7.094279	7.09	9.81%	-	CHF	-	-
SZ0B0U	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	7.512265	7.51	4.50%	-	CHF	-	-
SW5B6U	Knock-Out Call Warrant*	ThyssenKrupp AG	-	1.00	Call	7.352217	7.35	6.53%	-	CHF	-	-

Symbol	OTKCNT	BCPSJU	B9GS9U	BRESLU	B5MS4U	BTRS2U	BYSS7U	B5MSVU	BJZSMU	B8HSSU	SAFBFU	SZ0B0U	SW5B6U
Name	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put 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 Call Warrant*	Knock-Out Call Warrant*
Underlying	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG	ThyssenKrupp AG
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	2.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
Type	Call	Call	Call	Put	Put	Put	Call	Call	Call	Call	Call	Call	Call
Strike price	7.0333	6.681132	6.360117	8.712025	9.783177	9.123637	6.986844	5.859714	6.150196	6.881408	7.094279	7.512265	7.352217
Knock-Out Barrier	7.03	6.68	6.36	8.71	9.78	9.12	6.99	5.86	6.15	6.88	7.09	7.51	7.35
Dist. Knock-Out %	10.59%	15.06%	19.14%	10.76%	24.37%	15.99%	11.18%	25.51%	21.81%	12.52%	9.81%	4.50%	6.53%
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-

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