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
OESB5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,644.41	4,644.41	25.15%	3.87	CHF	7.350	7.360
ABLZBP	Knock-Out Warrant Long	EURO STOXX 50 Index	-	200.00	Call	4,630.114	4,630.11	25.38%	3.80	CHF	7.490	7.500
BQ2SXU	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,277.441639	5,277.44	14.95%	6.37	CHF	4.450	4.460
OESB3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,074.28	5,074.28	18.22%	5.29	CHF	5.360	5.370
OESBGV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,288.78	5,288.78	14.76%	6.47	CHF	4.370	4.380
OESCBV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,967.03	4,967.03	19.95%	4.85	CHF	5.860	5.870
OESCQV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,806.15	4,806.15	22.54%	4.31	CHF	6.600	6.610
OESCFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,913.40	4,913.40	20.81%	4.65	CHF	6.110	6.120
OESC0V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,752.52	4,752.52	23.41%	4.15	CHF	6.850	6.860
OESC3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,698.90	4,698.90	24.27%	4.01	CHF	7.100	7.110
OESB2V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,181.53	5,181.53	16.49%	5.82	CHF	4.870	4.880
OESBQV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,235.15	5,235.15	15.63%	6.12	CHF	4.620	4.630
OESBYV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,127.90	5,127.90	17.36%	5.54	CHF	5.120	5.130
OESB9V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,020.65	5,020.65	19.09%	5.06	CHF	5.610	5.620
OESCRV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,859.78	4,859.78	21.68%	4.47	CHF	6.350	6.360
SZMBBU	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,367.780597	5,367.78	13.49%	7.01	CHF	4.040	4.050
XSXRWZ	Put Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Put	6,606.9391	6,606.94	6.48%	16.77	CHF	3.500	3.510
XSXVIZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,051.2182	5,051.22	18.59%	5.18	CHF	10.960	10.970
XSXIWZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,266.9613	5,266.96	15.12%	6.32	CHF	8.970	8.980
XSX2AZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,147.1044	5,147.10	17.05%	5.64	CHF	10.080	10.090

Symbol	OESB5V	ABLZBP	BQ2SXU	OESB3V	OESBGV	OESCBV	OESCQV	OESCFV	OESC0V	OESC3V	OESB2V	OESBQV	OESBYV	OESB9V	OESCRV	SZMBBU	XSXRWZ	XSXVIZ	XSXIWZ	XSX2AZ
Name	Knock-Out Call Warrant*	Knock-Out Warrant Long	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*	Put Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out
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	100.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Call	Call	Call
Strike price	4,644.41	4,630.114	5,277.441639	5,074.28	5,288.78	4,967.03	4,806.15	4,913.40	4,752.52	4,698.90	5,181.53	5,235.15	5,127.90	5,020.65	4,859.78	5,367.780597	6,606.9391	5,051.2182	5,266.9613	5,147.1044
Knock-Out Barrier	4,644.41	4,630.11	5,277.44	5,074.28	5,288.78	4,967.03	4,806.15	4,913.40	4,752.52	4,698.90	5,181.53	5,235.15	5,127.90	5,020.65	4,859.78	5,367.78	6,606.94	5,051.22	5,266.96	5,147.10
Dist. Knock-Out %	25.15%	25.38%	14.95%	18.22%	14.76%	19.95%	22.54%	20.81%	23.41%	24.27%	16.49%	15.63%	17.36%	19.09%	21.68%	13.49%	6.48%	18.59%	15.12%	17.05%
Gearing	3.87	3.80	6.37	5.29	6.47	4.85	4.31	4.65	4.15	4.01	5.82	6.12	5.54	5.06	4.47	7.01	16.77	5.18	6.32	5.64
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	7.350	7.490	4.450	5.360	4.370	5.860	6.600	6.110	6.850	7.100	4.870	4.620	5.120	5.610	6.350	4.040	3.500	10.960	8.970	10.080
Ask	7.360	7.500	4.460	5.370	4.380	5.870	6.610	6.120	6.860	7.110	4.880	4.630	5.130	5.620	6.360	4.050	3.510	10.970	8.980	10.090

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