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	2,858.90	2,858.90	50.21%	CHF	1.97	13.590	13.600
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,792.14	2,792.14	51.37%	CHF	1.93	13.900	13.910
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,825.53	2,825.53	50.79%	CHF	1.95	13.740	13.750
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,536.94	3,536.94	38.40%	CHF	2.57	10.430	10.440
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,568.48	3,568.48	37.85%	CHF	2.61	10.290	10.300
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,342.84	3,342.84	41.78%	CHF	2.36	11.330	11.340
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,280.39	3,280.39	42.87%	CHF	2.30	11.630	11.640
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,311.61	3,311.61	42.32%	CHF	2.33	11.480	11.490
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,374.06	3,374.06	41.24%	CHF	2.39	11.190	11.200
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,436.49	3,436.49	40.15%	CHF	2.46	10.900	10.910
OESAAV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,498.94	3,498.94	39.06%	CHF	2.53	10.610	10.620
OESAKV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,467.71	3,467.71	39.60%	CHF	2.49	10.750	10.760
OESAFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,405.28	3,405.28	40.69%	CHF	2.43	11.040	11.050
OESBVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,169.68	3,169.68	44.80%	CHF	2.21	12.140	12.150
OESBMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,231.68	3,231.68	43.72%	CHF	2.26	11.850	11.860
OESBTV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,200.68	3,200.68	44.26%	CHF	2.23	12.000	12.010
OESBWV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,107.70	3,107.70	45.88%	CHF	2.15	12.430	12.440
OESBUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,138.70	3,138.70	45.34%	CHF	2.18	12.290	12.300
OESAMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,157.96	4,157.96	27.58%	CHF	3.56	7.540	7.550
OESAUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,974.10	3,974.10	30.79%	CHF	3.19	8.390	8.400

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	2,858.90	2,792.14	2,825.53	3,536.94	3,568.48	3,342.84	3,280.39	3,311.61	3,374.06	3,436.49	3,498.94	3,467.71	3,405.28	3,169.68	3,231.68	3,200.68	3,107.70	3,138.70	4,157.96	3,974.10
Knock-Out Barrier	2,858.90	2,792.14	2,825.53	3,536.94	3,568.48	3,342.84	3,280.39	3,311.61	3,374.06	3,436.49	3,498.94	3,467.71	3,405.28	3,169.68	3,231.68	3,200.68	3,107.70	3,138.70	4,157.96	3,974.10
Dist. Knock-Out %	50.21%	51.37%	50.79%	38.40%	37.85%	41.78%	42.87%	42.32%	41.24%	40.15%	39.06%	39.60%	40.69%	44.80%	43.72%	44.26%	45.88%	45.34%	27.58%	30.79%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.97	1.93	1.95	2.57	2.61	2.36	2.30	2.33	2.39	2.46	2.53	2.49	2.43	2.21	2.26	2.23	2.15	2.18	3.56	3.19
Bid	13.590	13.900	13.740	10.430	10.290	11.330	11.630	11.480	11.190	10.900	10.610	10.750	11.040	12.140	11.850	12.000	12.430	12.290	7.540	8.390
Ask	13.600	13.910	13.750	10.440	10.300	11.340	11.640	11.490	11.200	10.910	10.620	10.760	11.050	12.150	11.860	12.010	12.440	12.300	7.550	8.400

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