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
OESA5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,852.32	2,852.32	50.12%	-	CHF	13.560	13.570
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,785.71	2,785.71	51.28%	-	CHF	13.870	13.880
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,819.03	2,819.03	50.70%	-	CHF	13.700	13.710
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,528.79	3,528.79	38.29%	-	CHF	10.380	10.390
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,560.26	3,560.26	37.74%	-	CHF	10.230	10.240
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,335.14	3,335.14	41.67%	-	CHF	11.300	11.310
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,272.84	3,272.84	42.76%	-	CHF	11.590	11.600
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,303.98	3,303.98	42.22%	-	CHF	11.430	11.440
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,366.29	3,366.29	41.13%	-	CHF	11.150	11.160
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,428.58	3,428.58	40.04%	-	CHF	10.860	10.870
OESAAV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,490.88	3,490.88	38.95%	-	CHF	10.570	10.580
OESAKV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,459.73	3,459.73	39.49%	-	CHF	10.700	10.710
OESAFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,397.43	3,397.43	40.58%	-	CHF	11.010	11.020
OESBVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,162.38	3,162.38	44.70%	-	CHF	12.110	12.120
OESBMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,224.24	3,224.24	43.61%	-	CHF	11.820	11.830
OESBTV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,193.31	3,193.31	44.15%	-	CHF	11.960	11.970
OESBWV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,100.54	3,100.54	45.78%	-	CHF	12.400	12.410
OESBUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,131.47	3,131.47	45.24%	-	CHF	12.250	12.260
OESAMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,148.38	4,148.38	27.45%	-	CHF	7.480	7.490
OESAUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,964.95	3,964.95	30.66%	-	CHF	8.340	8.350

Symbol	OESA5V	OESA4V	OESAHV	OESBOV	OESBPV	OESBSV	OESBNV	OESALV	OESAJV	OESANV	OESAAV	OESAKV	OESAFV	OESBVV	OESBMV	OESBTV	OESBWV	OESBUV	OESAMV	OESAUV
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 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 Call Warrant*	Knock-Out Call Warrant*
Underlying	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	2,852.32	2,785.71	2,819.03	3,528.79	3,560.26	3,335.14	3,272.84	3,303.98	3,366.29	3,428.58	3,490.88	3,459.73	3,397.43	3,162.38	3,224.24	3,193.31	3,100.54	3,131.47	4,148.38	3,964.95
Knock-Out Barrier	2,852.32	2,785.71	2,819.03	3,528.79	3,560.26	3,335.14	3,272.84	3,303.98	3,366.29	3,428.58	3,490.88	3,459.73	3,397.43	3,162.38	3,224.24	3,193.31	3,100.54	3,131.47	4,148.38	3,964.95
Dist. Knock-Out %	50.12%	51.28%	50.70%	38.29%	37.74%	41.67%	42.76%	42.22%	41.13%	40.04%	38.95%	39.49%	40.58%	44.70%	43.61%	44.15%	45.78%	45.24%	27.45%	30.66%
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	13.560	13.870	13.700	10.380	10.230	11.300	11.590	11.430	11.150	10.860	10.570	10.700	11.010	12.110	11.820	11.960	12.400	12.250	7.480	8.340
Ask	13.570	13.880	13.710	10.390	10.240	11.310	11.600	11.440	11.160	10.870	10.580	10.710	11.020	12.120	11.830	11.970	12.410	12.260	7.490	8.350

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