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
OESA5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,874.78	2,874.78	52.55%	CHF	1.90	14.600	14.610
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,807.44	2,807.44	53.67%	CHF	1.86	14.910	14.920
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,841.12	2,841.12	53.11%	CHF	1.88	14.760	14.770
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,558.76	3,558.76	41.26%	CHF	2.41	11.480	11.490
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,590.58	3,590.58	40.74%	CHF	2.44	11.330	11.340
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,362.96	3,362.96	44.50%	CHF	2.24	12.370	12.380
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,299.97	3,299.97	45.54%	CHF	2.19	12.660	12.670
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,331.46	3,331.46	45.02%	CHF	2.21	12.520	12.530
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,394.46	3,394.46	43.98%	CHF	2.27	12.230	12.240
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,457.44	3,457.44	42.94%	CHF	2.32	11.940	11.950
OESAAV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,520.43	3,520.43	41.90%	CHF	2.38	11.650	11.660
OESAKV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,488.93	3,488.93	42.42%	CHF	2.35	11.800	11.810
OESAFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,425.95	3,425.95	43.46%	CHF	2.29	12.090	12.100
OESBVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,188.29	3,188.29	47.38%	CHF	2.10	13.170	13.180
OESBMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,250.83	3,250.83	46.35%	CHF	2.15	12.890	12.900
OESBTV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,219.56	3,219.56	46.86%	CHF	2.13	13.030	13.040
OESBWV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,125.76	3,125.76	48.41%	CHF	2.06	13.460	13.470
OESBUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,157.03	3,157.03	47.90%	CHF	2.08	13.310	13.320
OESAMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,185.23	4,185.23	30.93%	CHF	3.21	8.620	8.630
OESAUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,999.76	3,999.76	33.99%	CHF	2.92	9.470	9.480

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	2,874.78	2,807.44	2,841.12	3,558.76	3,590.58	3,362.96	3,299.97	3,331.46	3,394.46	3,457.44	3,520.43	3,488.93	3,425.95	3,188.29	3,250.83	3,219.56	3,125.76	3,157.03	4,185.23	3,999.76
Knock-Out Barrier	2,874.78	2,807.44	2,841.12	3,558.76	3,590.58	3,362.96	3,299.97	3,331.46	3,394.46	3,457.44	3,520.43	3,488.93	3,425.95	3,188.29	3,250.83	3,219.56	3,125.76	3,157.03	4,185.23	3,999.76
Dist. Knock-Out %	52.55%	53.67%	53.11%	41.26%	40.74%	44.50%	45.54%	45.02%	43.98%	42.94%	41.90%	42.42%	43.46%	47.38%	46.35%	46.86%	48.41%	47.90%	30.93%	33.99%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.90	1.86	1.88	2.41	2.44	2.24	2.19	2.21	2.27	2.32	2.38	2.35	2.29	2.10	2.15	2.13	2.06	2.08	3.21	2.92
Bid	14.600	14.910	14.760	11.480	11.330	12.370	12.660	12.520	12.230	11.940	11.650	11.800	12.090	13.170	12.890	13.030	13.460	13.310	8.620	9.470
Ask	14.610	14.920	14.770	11.490	11.340	12.380	12.670	12.530	12.240	11.950	11.660	11.810	12.100	13.180	12.900	13.040	13.470	13.320	8.630	9.480

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