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
OEUAAV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0935	1.09	2.39%	CHF	40.00	0.235	0.245
OEUALV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1047	1.10	1.39%	CHF	65.72	0.145	0.155
BD6SSU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.108551	1.11	1.04%	CHF	102.23	0.100	0.110
OEUAHV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.1876	1.19	6.01%	CHF	15.86	0.570	0.580
OEUBMV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3189	1.32	17.74%	CHF	5.58	1.640	1.650
OEUBTV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3092	1.31	16.87%	CHF	5.82	1.560	1.570
OEUBVV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2507	1.25	11.65%	CHF	8.44	1.080	1.090
OEUBLV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0518	1.05	6.11%	CHF	16.14	0.580	0.590
OEUBYV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3384	1.34	19.48%	CHF	5.06	1.800	1.810
OEUBNV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0199	1.02	8.96%	CHF	11.08	0.840	0.850
OEUBKV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0093	1.01	9.90%	CHF	10.00	0.930	0.940
OEUB2V	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2409	1.24	10.77%	CHF	9.11	1.000	1.010
OEUBPV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3287	1.33	18.61%	CHF	5.29	1.720	1.730
OEUBOV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2897	1.29	15.13%	CHF	6.53	1.400	1.410
OEUBQV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2702	1.27	13.39%	CHF	7.36	1.240	1.250
OEUBRV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2994	1.30	16.00%	CHF	6.17	1.480	1.490
OEUBSV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2604	1.26	12.51%	CHF	7.86	1.160	1.170
OEUBWV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2312	1.23	9.91%	CHF	9.89	0.920	0.930
OEUBXV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2116	1.21	8.16%	CHF	11.95	0.760	0.770
OEUBZV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2019	1.20	7.29%	CHF	13.33	0.680	0.690

Symbol	OEUAAV	OEUALV	BD6SSU	OEUAHV	OEUBMV	OEUBTV	OEUBVV	OEUBLV	OEUBYV	OEUBNV	OEUBKV	OEUB2V	OEUBPV	OEUBOV	OEUBQV	OEUBRV	OEUBSV	OEUBWV	OEUBXV	OEUBZV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*
Underlying	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10
Type	Call	Call	Call	Put	Put	Put	Put	Call	Put	Call	Call	Put	Put	Put	Put	Put	Put	Put	Put	Put
Strike price	1.0935	1.1047	1.108551	1.1876	1.3189	1.3092	1.2507	1.0518	1.3384	1.0199	1.0093	1.2409	1.3287	1.2897	1.2702	1.2994	1.2604	1.2312	1.2116	1.2019
Knock-Out Barrier	1.09	1.10	1.11	1.19	1.32	1.31	1.25	1.05	1.34	1.02	1.01	1.24	1.33	1.29	1.27	1.30	1.26	1.23	1.21	1.20
Dist. Knock-Out %	2.39%	1.39%	1.04%	6.01%	17.74%	16.87%	11.65%	6.11%	19.48%	8.96%	9.90%	10.77%	18.61%	15.13%	13.39%	16.00%	12.51%	9.91%	8.16%	7.29%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	40.00	65.72	102.23	15.86	5.58	5.82	8.44	16.14	5.06	11.08	10.00	9.11	5.29	6.53	7.36	6.17	7.86	9.89	11.95	13.33
Bid	0.235	0.145	0.100	0.570	1.640	1.560	1.080	0.580	1.800	0.840	0.930	1.000	1.720	1.400	1.240	1.480	1.160	0.920	0.760	0.680
Ask	0.245	0.155	0.110	0.580	1.650	1.570	1.090	0.590	1.810	0.850	0.940	1.010	1.730	1.410	1.250	1.490	1.170	0.930	0.770	0.690

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