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
OINBGV	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	18.38	18.38	54.64%	CHF	-	1.420	1.430
OINBXV	Knock-Out Call Warrant*	Intel Corp.	-	5.00	Call	17.10	17.10	57.80%	CHF	-	3.350	3.360
OINA7V	Knock-Out Call Warrant*	Intel Corp.	-	5.00	Call	17.66	17.66	56.42%	CHF	-	3.260	3.270
OINBKV	Knock-Out Call Warrant*	Intel Corp.	-	5.00	Call	16.54	16.54	59.18%	CHF	-	3.420	3.430
OINA4T	Call Warrant with Knock-Out	Intel Corp.	-	10.00	Call	18.0086	18.01	55.56%	CHF	-	1.858	1.868
OINDPT	Call Warrant with Knock-Out	Intel Corp.	-	10.00	Call	20.4849	20.48	49.44%	CHF	-	1.660	1.670
SSSBVU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	21.860108	21.86	46.05%	CHF	-	1.569	1.589
SZKBFU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	22.278483	22.28	45.02%	CHF	-	1.535	1.555
OINBMV	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	19.84	19.84	51.04%	CHF	-	1.300	1.310
SH5BFU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	22.992313	22.99	43.26%	CHF	-	1.478	1.498
OINDUT	Call Warrant with Knock-Out	Intel Corp.	-	10.00	Call	22.504	22.50	44.46%	CHF	-	-	-
OINACV	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	22.88	22.88	43.53%	CHF	-	1.470	1.480
OINA0V	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	21.86	21.86	46.05%	CHF	-	1.560	1.570
SUABFU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	23.449426	23.45	42.13%	CHF	-	-	-
S9HBWU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	23.970525	23.97	40.84%	CHF	-	-	-
SBIBLU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	24.442921	24.44	39.68%	CHF	-	-	-
SZVBWU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	24.740221	24.74	38.94%	CHF	-	1.336	1.357
OIND5T	Call Warrant with Knock-Out	Intel Corp.	-	10.00	Call	26.4204	26.42	34.80%	CHF	-	-	-
OIND6T	Call Warrant with Knock-Out	Intel Corp.	-	10.00	Call	28.4525	28.45	29.78%	CHF	-	-	-
STIBOU	Knock-Out Call Warrant*	Intel Corp.	-	10.00	Call	27.00194	27.00	33.36%	CHF	-	-	-

Symbol	OINBGV	OINBXV	OINA7V	OINBKV	OINA4T	OINDPT	SSSBVU	SZKBFU	OINBMV	SH5BFU	OINDUT	OINACV	OINA0V	SUABFU	S9HBWU	SBIBLU	SZVBWU	OIND5T	OIND6T	STIBOU
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Call Warrant*
Underlying	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	5.00	5.00	5.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	18.38	17.10	17.66	16.54	18.0086	20.4849	21.860108	22.278483	19.84	22.992313	22.504	22.88	21.86	23.449426	23.970525	24.442921	24.740221	26.4204	28.4525	27.00194
Knock-Out Barrier	18.38	17.10	17.66	16.54	18.01	20.48	21.86	22.28	19.84	22.99	22.50	22.88	21.86	23.45	23.97	24.44	24.74	26.42	28.45	27.00
Dist. Knock-Out %	54.64%	57.80%	56.42%	59.18%	55.56%	49.44%	46.05%	45.02%	51.04%	43.26%	44.46%	43.53%	46.05%	42.13%	40.84%	39.68%	38.94%	34.80%	29.78%	33.36%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Bid	1.420	3.350	3.260	3.420	1.858	1.660	1.569	1.535	1.300	1.478	-	1.470	1.560	-	-	-	1.336	-	-	-
Ask	1.430	3.360	3.270	3.430	1.868	1.670	1.589	1.555	1.310	1.498	-	1.480	1.570	-	-	-	1.357	-	-	-

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