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
OUNAZV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	269.99	269.99	26.22%	CHF	3.75	0.830	0.840
OUNA1V	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	278.72	278.72	23.84%	CHF	4.10	0.760	0.770
OUNAAV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	298.63	298.63	18.40%	CHF	5.32	0.590	0.600
OUNAKV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	308.00	308.00	15.84%	CHF	6.19	0.510	0.520
OUNAHV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	289.26	289.26	20.96%	CHF	4.67	0.670	0.680
OUNADV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	319.69	319.69	12.64%	CHF	7.58	0.420	0.430
OUNASV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	331.83	331.83	9.32%	CHF	10.11	0.320	0.330
OUNAUV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	354.11	354.11	3.24%	CHF	23.34	0.145	-
OUNAVV	Knock-Out Call Warrant*	UnitedHealth Group Inc.	-	100.00	Call	343.36	343.36	6.17%	CHF	14.80	0.220	-
OUNA2V	Knock-Out Put Warrant*	UnitedHealth Group Inc.	-	100.00	Put	460.98	460.98	25.97%	CHF	3.84	0.770	0.780
OUNA0V	Knock-Out Put Warrant*	UnitedHealth Group Inc.	-	100.00	Put	487.85	487.85	33.31%	CHF	3.00	1.000	1.010
OUNA8V	Knock-Out Put Warrant*	UnitedHealth Group Inc.	-	100.00	Put	434.57	434.57	18.75%	CHF	5.32	0.550	0.560
OUNBFV	Knock-Out Put Warrant*	UnitedHealth Group Inc.	-	100.00	Put	401.76	401.76	9.79%	CHF	10.11	0.280	0.290
OUNBJV	Knock-Out Put Warrant*	UnitedHealth Group Inc.	-	100.00	Put	378.65	378.65	3.47%	CHF	23.34	0.110	-

Symbol	OUNAZV	OUNA1V	OUNAAV	OUNAKV	OUNAHV	OUNADV	OUNASV	OUNAUV	OUNAVV	OUNA2V	OUNA0V	OUNA8V	OUNBFV	OUNBJV
Name	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*	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*
Underlying	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.	UnitedHealth Group Inc.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put	Put
Strike price	269.99	278.72	298.63	308.00	289.26	319.69	331.83	354.11	343.36	460.98	487.85	434.57	401.76	378.65
Knock-Out Barrier	269.99	278.72	298.63	308.00	289.26	319.69	331.83	354.11	343.36	460.98	487.85	434.57	401.76	378.65
Dist. Knock-Out %	26.22%	23.84%	18.40%	15.84%	20.96%	12.64%	9.32%	3.24%	6.17%	25.97%	33.31%	18.75%	9.79%	3.47%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	3.75	4.10	5.32	6.19	4.67	7.58	10.11	23.34	14.80	3.84	3.00	5.32	10.11	23.34
Bid	0.830	0.760	0.590	0.510	0.670	0.420	0.320	0.145	0.220	0.770	1.000	0.550	0.280	0.110
Ask	0.840	0.770	0.600	0.520	0.680	0.430	0.330	-	-	0.780	1.010	0.560	0.290	-

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