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
OAMO2T	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	325.6498	325.65	35.20%	CHF	2.85	-	-
OAMO3T	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	350.7279	350.73	30.21%	CHF	3.32	-	-
OAMO4T	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	380.8222	380.82	24.22%	CHF	4.13	-	-
OAMPCT	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	401.1678	401.17	20.18%	CHF	4.93	0.826	0.830
OAMPKT	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	420.758	420.76	16.28%	CHF	6.06	0.674	0.678
OAMPST	Put Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Put	549.853	549.85	9.41%	CHF	8.49	0.452	0.456
OAMP0T	Call Warrant with Knock-Out	Applied Materials Inc.	-	100.00	Call	440.0997	440.10	12.43%	CHF	7.82	-	-

Symbol	OAMO2T	OAMO3T	OAMO4T	OAMPCT	OAMPKT	OAMPST	OAMP0T
Name	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Call Warrant with Knock-Out
Underlying	Applied Materials Inc.	Applied Materials Inc.	Applied Materials Inc.	Applied Materials Inc.	Applied Materials Inc.	Applied Materials Inc.	Applied Materials Inc.
Issuer
Date of maturity	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Put	Call
Strike price	325.6498	350.7279	380.8222	401.1678	420.758	549.853	440.0997
Knock-Out Barrier	325.65	350.73	380.82	401.17	420.76	549.85	440.10
Dist. Knock-Out %	35.20%	30.21%	24.22%	20.18%	16.28%	9.41%	12.43%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	2.85	3.32	4.13	4.93	6.06	8.49	7.82
Bid	-	-	-	0.826	0.674	0.452	-
Ask	-	-	-	0.830	0.678	0.456	-

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