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
OESB5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,671.67	4,671.67	27.26%	CHF	3.59	8.360	8.370
ABLZBP	Knock-Out Warrant Long	EURO STOXX 50 Index	-	200.00	Call	4,662.002	4,662.00	27.41%	CHF	3.53	8.520	8.530
BQ2SXU	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,307.544373	5,307.54	17.35%	CHF	5.57	5.400	5.420
OESB3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,104.73	5,104.73	20.51%	CHF	4.75	6.340	6.350
OESBGV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,320.82	5,320.82	17.15%	CHF	5.59	5.390	5.400
OESCBV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,996.68	4,996.68	22.20%	CHF	4.39	6.840	6.850
OESCQV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,834.61	4,834.61	24.72%	CHF	3.95	7.600	7.610
OESCFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,942.66	4,942.66	23.04%	CHF	4.24	7.100	7.110
OESC0V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,780.59	4,780.59	25.56%	CHF	3.83	7.860	7.870
OESC3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,726.56	4,726.56	26.40%	CHF	3.71	8.110	8.120
OESB2V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,212.77	5,212.77	18.83%	CHF	5.15	5.830	5.840
OESBQV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,266.80	5,266.80	17.99%	CHF	5.34	5.640	5.650
OESBYV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,158.75	5,158.75	19.67%	CHF	4.94	6.090	6.100
OESB9V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,050.70	5,050.70	21.35%	CHF	4.57	6.590	6.600
OESCRV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,888.63	4,888.63	23.88%	CHF	4.09	7.350	7.360
SZMBBU	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	5,398.498761	5,398.50	15.94%	CHF	6.03	4.980	5.000
XSXRWZ	Put Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Put	6,585.0157	6,585.02	2.54%	CHF	46.24	1.290	1.310
XSXIWZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,299.7384	5,299.74	17.48%	CHF	5.54	10.870	10.890
XSX2AZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,178.9932	5,178.99	19.36%	CHF	5.02	11.990	12.010
XSX7JZ	Call Warrant with Knock-Out	EURO STOXX 50 Index	-	100.00	Call	5,398.5297	5,398.53	15.94%	CHF	6.05	9.940	9.960

Symbol	OESB5V	ABLZBP	BQ2SXU	OESB3V	OESBGV	OESCBV	OESCQV	OESCFV	OESC0V	OESC3V	OESB2V	OESBQV	OESBYV	OESB9V	OESCRV	SZMBBU	XSXRWZ	XSXIWZ	XSX2AZ	XSX7JZ
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	4,671.67	4,662.002	5,307.544373	5,104.73	5,320.82	4,996.68	4,834.61	4,942.66	4,780.59	4,726.56	5,212.77	5,266.80	5,158.75	5,050.70	4,888.63	5,398.498761	6,585.0157	5,299.7384	5,178.9932	5,398.5297
Knock-Out Barrier	4,671.67	4,662.00	5,307.54	5,104.73	5,320.82	4,996.68	4,834.61	4,942.66	4,780.59	4,726.56	5,212.77	5,266.80	5,158.75	5,050.70	4,888.63	5,398.50	6,585.02	5,299.74	5,178.99	5,398.53
Dist. Knock-Out %	27.26%	27.41%	17.35%	20.51%	17.15%	22.20%	24.72%	23.04%	25.56%	26.40%	18.83%	17.99%	19.67%	21.35%	23.88%	15.94%	2.54%	17.48%	19.36%	15.94%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	3.59	3.53	5.57	4.75	5.59	4.39	3.95	4.24	3.83	3.71	5.15	5.34	4.94	4.57	4.09	6.03	46.24	5.54	5.02	6.05
Bid	8.360	8.520	5.400	6.340	5.390	6.840	7.600	7.100	7.860	8.110	5.830	5.640	6.090	6.590	7.350	4.980	1.290	10.870	11.990	9.940
Ask	8.370	8.530	5.420	6.350	5.400	6.850	7.610	7.110	7.870	8.120	5.840	5.650	6.100	6.600	7.360	5.000	1.310	10.890	12.010	9.960

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